# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001193125-25-296889
**Filing Date:** 2025-11
**Character Count:** 337419
**Document Hash:** 78147fd8cf780613a4b99e5dcbe5165f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-296889.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001193125-25-296889

**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:** 251520225

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

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

## Series and Classes Contracts Data

### DoubleLine Low Duration Bond Fund (Series ID: S000034129)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

- **a. Name of Series:** DoubleLine Low Duration Bond Fund

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

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

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

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

- **b. Date as of which information is reported:** 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:** $6359386918.48

**Total Liabilities:** $79326542.38

**Net Assets:** $6280060376.10

**Delayed Delivery Securities:** $28621644.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 11488.000000000000 | **1-Year:** 368302.000000000000 | **5-Year:** 629553.000000000000 | **10-Year:** 60868.000000000000 | **30-Year:** 105.000000000000

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

- **3-Month:** 1955.000000000000 | **1-Year:** 18584.000000000000 | **5-Year:** 24707.000000000000 | **10-Year:** 6102.000000000000 | **30-Year:** 20.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105189 | 0.19%                | 0.81%                | 0.39%                |
| Class ID C000105190 | 0.17%                | 0.79%                | 0.37%                |
| Class ID C000213586 | 0.19%                | 0.82%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $576045.76               | $-11763555.99                              |
| Month 2  | $354540.53               | $32337621.62                               |
| Month 3  | $383559.71               | $1573988.93                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                           | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-3                              | CUSIP: 02490BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1113609 | PA      | $1114645.12   | 0.02%             | 2027-11-12      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  15421000 | PA      | $15732183.13  | 0.25%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                  | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   5557000 | PA      | $5686239.48   | 0.09%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3167000 | PA      | $3194606.87   | 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        |   4679000 | PA      | $4811985.18   | 0.08%             | 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        |   1046000 | PA      | $1064093.66   | 0.02%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1286234.69   | 0.02%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  10455000 | PA      | $10449894.72  | 0.17%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C6                                                     | CUSIP: 05492TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 111629898 | PA      | $3968599.16   | 0.06%             | 2053-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP               | BAT Capital Corp                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    257000 | PA      | $262082.67    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2023-C19                                                    | CUSIP: 05553RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231788 | PA      | $234165.60    | 0.00%             | 2056-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5828000 | PA      | $6088453.49   | 0.10%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10080684 | PA      | $10071194.85  | 0.16%             | 2030-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2022-FL8 Issuer Ltd                                                        | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5706972 | PA      | $5730838.54   | 0.09%             | 2037-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX 2021-MFM1                                                                     | CUSIP: 05608VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8786585 | PA      | $8784579.70   | 0.14%             | 2034-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-SOAR                                           | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955644 | PA      | $955195.06    | 0.02%             | 2038-06-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2126578 | PA      | $2120530.59   | 0.03%             | 2036-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2023-C4 Mortgage Trust                                                       | CUSIP: 05610CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1138529 | PA      | $1144362.93   | 0.02%             | 2056-02-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5029720.00   | 0.08%             | 2035-09-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER       | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1800000 | PA      | $1771347.60   | 0.03%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923AS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650334 | PA      | $2695065.31   | 0.04%             | 2057-08-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR5                                                                  | CUSIP: 065931AZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4871806 | PA      | $5056821.07   | 0.08%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2778908 | PA      | $2800795.76   | 0.04%             | 2058-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust   | Barclays Mortgage Loan Trust 2025-NQM3                                           | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1147770 | PA      | $1158993.12   | 0.02%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 168967465 | PA      | $5098779.11   | 0.08%             | 2053-02-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    918276 | PA      | $935819.96    | 0.01%             | 2057-07-15      | Fixed         | 5.51%                 | 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        |   5764699 | PA      | $5299825.95   | 0.08%             | 2061-09-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate  | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4030128 | PA      | $3932372.84   | 0.06%             | 2052-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    988643 | PA      | $976448.95    | 0.02%             | 2049-10-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2016-COR1 Mortgage Trust                                                    | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492403.20    | 0.01%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM1                                                                   | CUSIP: 126407AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1266734 | PA      | $1157285.52   | 0.02%             | 2065-05-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC            | CRH SMW Finance DAC                                                              | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | US        |   5512000 | PA      | $5676172.44   | 0.09%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC            | Cardinal Health Inc                                                              | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   4642000 | PA      | $4776385.06   | 0.08%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust | Carrington Mortgage Loan Trust Series 2006-NC3                                   | CUSIP: 144528AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1327881 | PA      | $1286326.28   | 0.02%             | 2036-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC            | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   6077000 | PA      | $6059682.68   | 0.10%             | 2028-10-15      | Fixed         | 4.62%                 | 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        |  22347602 | PA      | $690.54       | 0.00%             | 2049-02-10      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                    | Citibank NA                                                                      | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   8670000 | PA      | $8750900.12   | 0.14%             | 2027-05-29      | Fixed         | 4.58%                 | 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        |   1290368 | PA      | $1213777.29   | 0.02%             | 2060-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                 | Crown City CLO III                                                               | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $18035159.40  | 0.29%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 2016-C3 Mortgage Trust                                                     | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $691678.89    | 0.01%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    191724 | PA      | $1237.33      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4876000 | PA      | $4976295.03   | 0.08%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2306000 | PA      | $2426726.13   | 0.04%             | 2028-11-15      | Fixed         | 6.00%                 | 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        |  45083127 | PA      | $153499.03    | 0.00%             | 2049-04-15      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11690000 | PA      | $11705150.24  | 0.19%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B27D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6692276 | PA      | $6427819.21   | 0.10%             | 2058-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B3QC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2343258 | PA      | $2312929.36   | 0.04%             | 2048-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BVLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9188900 | PA      | $9221736.33   | 0.15%             | 2055-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BVRC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8585361 | PA      | $8604606.73   | 0.14%             | 2054-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BVVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6220611 | PA      | $6280162.54   | 0.10%             | 2054-08-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HHS93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4180805 | PA      | $4207072.11   | 0.07%             | 2054-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9693248 | PA      | $9874543.18   | 0.16%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QWDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9607205 | PA      | $10004497.01  | 0.16%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPPG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9399012 | PA      | $9571471.75   | 0.15%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418ENT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4355273 | PA      | $4415901.32   | 0.07%             | 2043-01-01      | Fixed         | 5.00%                 | 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        |   6233938 | PA      | $6237583.91   | 0.10%             | 2044-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2025-DNA1                                          | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |  18372079 | PA      | $18372155.90  | 0.29%             | 2045-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                        | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   4784000 | PA      | $4846560.51   | 0.08%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    303000 | PA      | $298146.99    | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38384JM76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3441267 | PA      | $3235862.34   | 0.05%             | 2049-02-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                            | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   4991000 | PA      | $5051391.95   | 0.08%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T | JP Morgan Alternative Loan Trust 2006-S4                                         | CUSIP: 466302AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12260 | PA      | $12742.12     | 0.00%             | 2036-12-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425336 | PA      | $423736.69    | 0.01%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  54035243 | PA      | $208678.70    | 0.00%             | 2049-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                             | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  11900000 | PA      | $12009453.70  | 0.19%             | 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        |  94614331 | NS      | $94614331.35  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2023-1                                             | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3085069 | PA      | $3128617.93   | 0.05%             | 2028-08-15      | Fixed         | 6.92%                 | 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        |    695234 | PA      | $696334.23    | 0.01%             | 2036-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                                    | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2496000 | PA      | $2527426.59   | 0.04%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                     | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    775000 | PA      | $790006.76    | 0.01%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9977000 | PA      | $10087422.94  | 0.16%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP          | Northrop Grumman Corp                                                            | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   4818000 | PA      | $4902930.45   | 0.08%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM14 Trust                                                             | CUSIP: 673924AE6<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |  19970953 | PA      | $20191715.80  | 0.32%             | 2065-07-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT          | Freeport Indonesia PT                                                            | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   1350000 | PA      | $1359558.00   | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2024-NQM4 Trust                                                             | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12618627 | PA      | $12727394.39  | 0.20%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    629453 | PA      | $634154.15    | 0.01%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-3                                              | CUSIP: 69544TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10408562 | PA      | $10415911.91  | 0.17%             | 2032-05-16      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC            | Reach ABS Trust 2025-2                                                           | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1791536 | PA      | $1799139.03   | 0.03%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                                                          | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2572000 | PA      | $2595657.85   | 0.04%             | 2027-03-03      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2021-FL4 Issuer Ltd                                                         | CUSIP: 87276WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3172383 | PA      | $3183533.58   | 0.05%             | 2038-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C3                                            | CUSIP: 90276GAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80914488 | PA      | $1066663.32   | 0.02%             | 2050-08-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C11                                           | CUSIP: 90276XAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113954 | PA      | $1110127.98   | 0.02%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 356250000 | PA      | $340671020.06 | 5.42%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 106500000 | PA      | $103781063.52 | 1.65%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Upgrade Receivables Trust      | Upgrade Receivables Trust 2024-1                                                 | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2531040 | PA      | $2532977.57   | 0.04%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust | Upgrade Master Pass-Thru Trust Series 2025-ST6                                   | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7719000 | PA      | $7728045.12   | 0.12%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT C LLC                                                                       | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420632 | PA      | $1421260.02   | 0.02%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCVII LLC                                                                   | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304037 | PA      | $304213.93    | 0.00%             | 2051-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                   | Veralto Corp                                                                     | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   3041000 | PA      | $3078884.14   | 0.05%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                   | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   2622000 | PA      | $2707114.42   | 0.04%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-6                                                | CUSIP: 92540JAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   3641444 | PA      | $3679664.67   | 0.06%             | 2069-07-25      | Variable      | 5.80%                 | 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        |   6098000 | PA      | $6076696.58   | 0.10%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd              | Wellfleet CLO 2020-1 Ltd                                                         | CUSIP: 94949GAN1<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | US        |   7077084 | PA      | $7077437.40   | 0.11%             | 2033-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   3768000 | PA      | $3796409.97   | 0.06%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UPCL 2023-1 A                  | UPCL 2023-1 A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   6628978 | PA      | $6707863.34   | 0.11%             | 2030-04-22      | Fixed         | 7.65%                 | No            |                  3 | On Loan: No      |
| GALAXY PIPELINE ASSETS         | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: BM1501477<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |    803420 | PA      | $784259.08    | 0.01%             | 2027-09-30      | Fixed         | 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        |   6900000 | PA      | $6823930.26   | 0.11%             | 2026-10-19      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT         | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: BQ7269484<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   5486000 | PA      | $5366954.35   | 0.09%             | 2031-08-11      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| FENIX POWER PERU SA            | Fenix Power Peru SA                                                              | CUSIP: AP1549645<br>LEI: 549300VBTI7WLU4G4642 | Long             | DBT              | CORP              | PE        |   7658823 | PA      | $7610039.79   | 0.12%             | 2027-09-20      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPIN               | InRetail Shopping Malls                                                          | CUSIP: AR9465592<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |   6617000 | PA      | $6644341.44   | 0.11%             | 2028-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC          | Intercorp Financial Services Inc                                                 | CUSIP: AP5716067<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PE        |   2668000 | PA      | $2655322.46   | 0.04%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC            | NBM US Holdings Inc                                                              | CUSIP: AZ8757330<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | BR        |   2300000 | PA      | $2333264.26   | 0.04%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE               | Wipro IT Services LLC                                                            | CUSIP: BQ1012856<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | IN        |   5100000 | PA      | $4997165.95   | 0.08%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA          | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |   7576000 | PA      | $7524224.33   | 0.12%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2021-MF3                             | CUSIP: 03882KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63640 | PA      | $62540.04     | 0.00%             | 2054-10-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3285704 | PA      | $3163714.67   | 0.05%             | 2048-10-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7528000 | PA      | $7549736.35   | 0.12%             | 2026-05-08      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14080878.00  | 0.22%             | 2039-09-19      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD              | Battalion CLO XX Ltd                                                             | CUSIP: 07134UAS6<br>LEI: 549300CDYR56PY734566 | Long             | ABS-CBDO         | CORP              | US        |  22000000 | PA      | $22032384.00  | 0.35%             | 2038-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2004-AC2                            | CUSIP: 073879AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154817 | PA      | $128504.82    | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners Clo XXXVII Ltd                                           | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15053700.00  | 0.24%             | 2038-01-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-B39 Mortgage Trust                                                | CUSIP: 081925AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1486110 | PA      | $1509345.38   | 0.02%             | 2056-07-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   3624000 | PA      | $3626172.84   | 0.06%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY          | Campbell's Company/The                                                           | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   2456000 | PA      | $2495287.18   | 0.04%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2025-R04                                     | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2135424 | PA      | $2138845.58   | 0.03%             | 2045-05-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1744158.05   | 0.03%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5505000 | PA      | $5674770.62   | 0.09%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust            | DT Auto Owner Trust 2022-1                                                       | CUSIP: 23345YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2000302.40   | 0.03%             | 2029-03-15      | Fixed         | 5.53%                 | 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        |   9873000 | PA      | $9844476.11   | 0.16%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP         | Diageo Investment Corp                                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | GB        |   1715000 | PA      | $1777695.29   | 0.03%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS         | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    597011 | PA      | $27039.95     | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5139000 | PA      | $5271866.02   | 0.08%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR       | Edwards Lifesciences Corp                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |   5837000 | PA      | $5858853.79   | 0.09%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust  | EQUS 2021-EQAZ Mortgage Trust                                                    | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10565761 | PA      | $10555586.26  | 0.17%             | 2038-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL          | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   8746000 | PA      | $8858089.00   | 0.14%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $3165492.62   | 0.05%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   9136000 | PA      | $9529791.20   | 0.15%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS RIALTO                                                                        | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9696643 | PA      | $9705524.75   | 0.15%             | 2038-05-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3133KQK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7083487 | PA      | $7311022.80   | 0.12%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136ATVJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1391749 | PA      | $1381145.53   | 0.02%             | 2046-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B0PZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1422042 | PA      | $1380868.41   | 0.02%             | 2048-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B55J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4161350 | PA      | $4052353.89   | 0.06%             | 2049-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BAHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3965237 | PA      | $3850282.61   | 0.06%             | 2050-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12289000 | PA      | $12321774.76  | 0.20%             | 2039-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Tralee CDO Ltd                 | Tralee Clo VI Ltd                                                                | CUSIP: 89289EBL7<br>LEI: 5493008UP9ZP8RMZTC21 | Long             | ABS-CBDO         | CORP              | US        |   2598196 | PA      | $2602177.96   | 0.04%             | 2032-10-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 245000000 | PA      | $212470507.20 | 3.38%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 118700000 | PA      | $116326620.80 | 1.85%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-2                                    | CUSIP: 92259MAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3617664 | PA      | $2985890.78   | 0.05%             | 2051-08-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC           | Verisk Analytics Inc                                                             | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2413265.26   | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8263168 | PA      | $8329958.01   | 0.13%             | 2054-12-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BVPV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15138395 | PA      | $15164284.19  | 0.24%             | 2055-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERNATIONL SA       | Ultrapar International SA                                                        | CUSIP: QZ7451151<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | BR        |   3950000 | PA      | $3943045.51   | 0.06%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137ARPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3816782 | PA      | $3802779.53   | 0.06%             | 2042-06-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FQG64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1734444 | PA      | $1700570.04   | 0.03%             | 2049-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3138EKJ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    712973 | PA      | $738954.97    | 0.01%             | 2042-11-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31397UG52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31156 | PA      | $30609.85     | 0.00%             | 2041-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust    | FCCU Auto Receivables Trust 2025-1                                               | CUSIP: 31424YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3372697 | PA      | $3384431.54   | 0.05%             | 2029-01-16      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427MG96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9740595 | PA      | $9909971.70   | 0.16%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427N3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4874491 | PA      | $5003823.11   | 0.08%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION       | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1859096.23   | 0.03%             | 2030-01-15      | Fixed         | 4.55%                 | 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        |  22400000 | PA      | $22418352.32  | 0.36%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2615000 | PA      | $2031201.25   | 0.03%             | 2031-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS6                                            | CUSIP: 36253PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 102868697 | PA      | $1372649.04   | 0.02%             | 2050-05-10      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2021-DM                                        | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6700000 | PA      | $6697745.45   | 0.11%             | 2036-11-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3526000 | PA      | $3630740.43   | 0.06%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-1                                         | CUSIP: 36271KAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19650000 | PA      | $19919028.15  | 0.32%             | 2030-11-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin | Gm Financial Automobile Leasing Trust 2025-2                                     | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6829338.83   | 0.11%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2612000 | PA      | $2623165.15   | 0.04%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                      | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2629076.99   | 0.04%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2025-7                                                  | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |   3869654 | PA      | $3905725.84   | 0.06%             | 2070-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC         | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | ZA        |   4100000 | PA      | $3968318.46   | 0.06%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2523000 | PA      | $2580965.50   | 0.04%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Trust 2024-3                                         | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2627035 | PA      | $2660467.35   | 0.04%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    839498 | PA      | $840600.99    | 0.01%             | 2036-07-16      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust  | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1802452.68   | 0.03%             | 2038-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38378ESS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3168300 | PA      | $3128863.21   | 0.05%             | 2042-05-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38379VAA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3060163 | PA      | $3032062.48   | 0.05%             | 2046-02-16      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10269000 | PA      | $10465582.96  | 0.17%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4537000 | PA      | $4734797.64   | 0.08%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.            | ACREC 2021-FL1 Ltd                                                               | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5419591 | PA      | $5438608.42   | 0.09%             | 2036-10-16      | Floating      | 5.40%                 | 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        |   5781000 | PA      | $5964894.07   | 0.09%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP       | Merck Sharp & Dohme Corp                                                         | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |   6553000 | PA      | $6951426.40   | 0.11%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319795 | PA      | $321054.78    | 0.01%             | 2058-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                | OHA Credit Funding 7 Ltd                                                         | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9027000.00   | 0.14%             | 2038-07-19      | Floating      | 5.54%                 | 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  | 0.20%             | 2064-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5324857.00   | 0.08%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                                         | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    566000 | PA      | $566793.88    | 0.01%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                      | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1465000 | PA      | $1511545.10   | 0.02%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                | Allegro CLO XV Ltd                                                               | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7013946.80   | 0.11%             | 2038-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1672069.07   | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-4                              | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6009033.60   | 0.10%             | 2028-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                   | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   9479000 | PA      | $9777577.60   | 0.16%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT          | American Homes 4 Rent LP                                                         | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $3069227.51   | 0.05%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL         | American International Group Inc                                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2357000 | PA      | $2412727.33   | 0.04%             | 2030-05-07      | Fixed         | 4.85%                 | 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        |   8903976 | PA      | $8917626.09   | 0.14%             | 2037-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4368536 | PA      | $4386066.81   | 0.07%             | 2037-01-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   6314000 | PA      | $6466037.33   | 0.10%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1775756 | PA      | $1710687.93   | 0.03%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                                            | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5026000 | PA      | $5108928.40   | 0.08%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust      | Avant Loans Funding Trust 2024-REV1                                              | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10132482.00  | 0.16%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                 | BCAP LLC 2011-RR1 Trust                                                          | CUSIP: 05533RDK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391140 | PA      | $276909.65    | 0.00%             | 2021-08-28      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13400000 | PA      | $13450437.60  | 0.21%             | 2043-03-19      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2021-FL1 Ltd                                                                | CUSIP: 05591XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5982348.00   | 0.10%             | 2038-08-19      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830181 | PA      | $832912.32    | 0.01%             | 2057-09-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2023-C5 Mortgage Trust                                                       | CUSIP: 055988AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1589913 | PA      | $1611279.89   | 0.03%             | 2056-06-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC          | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | AU        |   6170000 | PA      | $6324341.69   | 0.10%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust         | SLM Private Credit Student Loan Trust 2006-B                                     | CUSIP: 78443CCU6<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |   2152822 | PA      | $2102012.31   | 0.03%             | 2039-12-15      | Floating      | 4.57%                 | 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        |    870989 | PA      | $866246.87    | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAE8<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   5724850 | PA      | $5741600.91   | 0.09%             | 2065-08-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2021-FL7 Issuer Ltd                                                        | CUSIP: 05602CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2757181 | PA      | $2766974.55   | 0.04%             | 2038-12-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1722925 | PA      | $1721721.25   | 0.03%             | 2036-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                       | BXMT 2021-FL4 Ltd                                                                | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12121476 | PA      | $12104203.08  | 0.19%             | 2038-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3357550 | PA      | $3356284.88   | 0.05%             | 2038-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO            | Sherwin-Williams Co/The                                                          | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   4451000 | PA      | $4474594.39   | 0.07%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-3 Trust                                          | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4275000 | PA      | $4284911.16   | 0.07%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT       | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |   1760000 | PA      | $1620589.70   | 0.03%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                | Antofagasta PLC                                                                  | CUSIP: ZO8608382<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | CL        |   3300000 | PA      | $2993397.00   | 0.05%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX 2021-LBA3 Mortgage Trust                                                      | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1819000 | PA      | $1814942.36   | 0.03%             | 2036-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2022-FOX2                                                               | CUSIP: 05610AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    707000 | PA      | $706525.39    | 0.01%             | 2039-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1585886 | PA      | $1585335.74   | 0.03%             | 2039-02-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2769573 | PA      | $2813493.14   | 0.04%             | 2058-02-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER       | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   7900000 | PA      | $7774247.80   | 0.12%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK6                                                                   | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  77167236 | PA      | $785894.28    | 0.01%             | 2060-07-15      | Variable      | 0.90%                 | 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        |   1443096 | PA      | $1447466.07   | 0.02%             | 2039-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $321578.54    | 0.01%             | 2028-11-19      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                    | HOMES 2025-NQM3 Trust                                                            | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9531261 | PA      | $9621539.99   | 0.15%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.           | Halseypoint Clo 5 Ltd                                                            | CUSIP: 406371AA2<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | US        |  52000000 | PA      | $52114660.00  | 0.83%             | 2035-01-30      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1890000 | PA      | $1960788.63   | 0.03%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  64738503 | PA      | $868272.80    | 0.01%             | 2060-06-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-IG1 Mortgage Trust                                                | CUSIP: 08162LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35720000 | PA      | $218213.48    | 0.00%             | 2043-09-15      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B22 Mortgage Trust                                                | CUSIP: 08163BAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2741000 | PA      | $2688782.31   | 0.04%             | 2054-01-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101068 | PA      | $99249.21     | 0.00%             | 2055-01-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-V2 Mortgage Trust                                                 | CUSIP: 08163TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740211 | PA      | $744835.19    | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FUY81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8789723 | PA      | $8480344.51   | 0.14%             | 2050-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13806000 | PA      | $14392942.76  | 0.23%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                     | Biogen Inc                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4468875.39   | 0.07%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C4 Mortgage Trust                                                      | CUSIP: 09660SAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780510 | PA      | $801076.28    | 0.01%             | 2057-05-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2020-RPL1                                        | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1822424 | PA      | $1794201.99   | 0.03%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                 | ACHV ABS TRUST 2024-2PL                                                          | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3331191 | PA      | $3352622.78   | 0.05%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   4750000 | PA      | $4874445.82   | 0.08%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC           | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4189000 | PA      | $4401421.17   | 0.07%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418ERJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2731226 | PA      | $2764935.60   | 0.04%             | 2043-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418EVE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3390902 | PA      | $3397240.07   | 0.05%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   6298000 | PA      | $6333893.31   | 0.10%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust   | Hilton Grand Vacations Trust 2020-A                                              | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214624 | PA      | $211227.26    | 0.00%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust               | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2277262.66   | 0.04%             | 2038-11-05      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I  | Homeward Opportunities Fund Trust 2022-1                                         | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10010977 | PA      | $10002434.45  | 0.16%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC       | Icon Investments Six DAC                                                         | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3286988.75   | 0.05%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC        | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   5576000 | PA      | $5613385.91   | 0.09%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  94614331 | NS      | $94614331.35  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2020-SFR2 Trust                                                   | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6377957 | PA      | $6348306.64   | 0.10%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC          | Foundry JV Holdco LLC                                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3487104.84   | 0.06%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                   | Illumina Inc                                                                     | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   3902000 | PA      | $3921212.12   | 0.06%             | 2026-09-09      | Fixed         | 4.65%                 | 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        |  24000000 | PA      | $24051048.00  | 0.38%             | 2034-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2678000 | PA      | $2673988.06   | 0.04%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7523000 | PA      | $7544553.40   | 0.12%             | 2066-02-25      | Variable      | 5.57%                 | 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        |    797164 | PA      | $797815.32    | 0.01%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2021-GS2                                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8252454 | PA      | $8252208.80   | 0.13%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Merit                          | MHP 2022-MHIL                                                                    | CUSIP: 55293DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293845 | PA      | $293922.76    | 0.00%             | 2039-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   5804000 | PA      | $5913765.42   | 0.09%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc    | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3                        | CUSIP: 59020UL45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145625 | PA      | $142054.46    | 0.00%             | 2035-11-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| BPR Trust                      | BPR Trust 2021-TY                                                                | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8996945.40   | 0.14%             | 2038-09-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-VIEW                                                               | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8532000 | PA      | $8515830.15   | 0.14%             | 2036-06-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC       | Microchip Technology Inc                                                         | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1052084.27   | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   5815000 | PA      | $5830261.76   | 0.09%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2005-E Trust                                            | CUSIP: 05949A6C9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205094 | PA      | $187867.52    | 0.00%             | 2035-06-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9537000 | PA      | $9715002.57   | 0.15%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                      | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $470537.83    | 0.01%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                                        | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   8988000 | PA      | $9034650.69   | 0.14%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM4 Trust                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |   7358176 | PA      | $7440504.99   | 0.12%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM10 Trust                                                             | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |  17714992 | PA      | $17956477.82  | 0.29%             | 2064-05-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5251141.00   | 0.08%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C33                                                   | CUSIP: 072924AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2418399 | PA      | $2452002.81   | 0.04%             | 2058-03-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM18 Trust                                                             | CUSIP: 673913AB5<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   4810728 | PA      | $4847369.44   | 0.08%             | 2064-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                  | PPM CLO 5 Ltd                                                                    | CUSIP: 69356TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20037720.00  | 0.32%             | 2034-10-18      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                           | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   2881000 | PA      | $2887677.15   | 0.05%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd          | Bridge Street CLO V Ltd                                                          | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6010431.60   | 0.10%             | 2038-04-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-2                                              | CUSIP: 69545GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6249344 | PA      | $6283279.35   | 0.10%             | 2032-10-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC            | PayPal Holdings Inc                                                              | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   3074000 | PA      | $3108134.93   | 0.05%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5909000 | PA      | $5908597.01   | 0.09%             | 2039-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6420508 | PA      | $6435755.18   | 0.10%             | 2042-08-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-RISE                                                               | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9108421 | PA      | $9099462.91   | 0.14%             | 2036-11-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CFK Trust                      | CFK Trust 2020-MF2                                                               | CUSIP: 12529AAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 116365000 | PA      | $934818.23    | 0.01%             | 2039-03-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2023-2 Mortgage Loan Trust                                                  | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |   2232553 | PA      | $2251895.60   | 0.04%             | 2068-07-25      | Variable      | 6.60%                 | 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  | 0.22%             | 2066-11-25      | Variable      | 2.27%                 | 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        |   9237000 | PA      | $9531884.39   | 0.15%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU               | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   3000000 | PA      | $2818500.00   | 0.04%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-HYB9                                        | CUSIP: 12669GHG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169400 | PA      | $170689.20    | 0.00%             | 2035-02-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4333000 | PA      | $4476036.10   | 0.07%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA             | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |  10730790 | PA      | $9697951.07   | 0.15%             | 2028-01-25      | Fixed         | 0.00%                 | 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        |   3714198 | PA      | $3381657.20   | 0.05%             | 2065-05-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST  | Commonbond Student Loan Trust 2017-B-GS                                          | CUSIP: 20268KAA8<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |    738708 | PA      | $695288.60    | 0.01%             | 2042-09-25      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust           | Cross 2025-H3 Mortgage Trust                                                     | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6678306 | PA      | $6773639.31   | 0.11%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA         | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |   3910000 | PA      | $3920841.37   | 0.06%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7415575 | PA      | $7662067.87   | 0.12%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   5007000 | PA      | $5249090.40   | 0.08%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC          | Quest Diagnostics Inc                                                            | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   6173000 | PA      | $6184778.82   | 0.10%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DUGS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3721685 | PA      | $3812249.81   | 0.06%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DUSC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3445333 | PA      | $3531314.74   | 0.06%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2710415 | PA      | $2710751.80   | 0.04%             | 2038-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4699000 | PA      | $4768026.62   | 0.08%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5918141 | PA      | $5985174.76   | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip               | Freddie Mac Strips                                                               | CUSIP: 3132J0FK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2097823 | PA      | $2063399.58   | 0.03%             | 2044-11-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2004-1                                        | CUSIP: 61745MWG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7105 | PA      | $5101.23      | 0.00%             | 2033-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio     | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  94614331 | NS      | $94614331.35  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM13 Trust                                                             | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |  11121747 | PA      | $11148961.56  | 0.18%             | 2064-06-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM12 Trust                                                             | CUSIP: 67448PAA1<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |  10009611 | PA      | $10082542.92  | 0.16%             | 2064-07-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FLTA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2286051 | PA      | $2255122.57   | 0.04%             | 2049-05-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    794791 | PA      | $794915.70    | 0.01%             | 2042-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | Pret 2025-NPL2 LLC                                                               | CUSIP: 69392JAA7<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-MBS          | CORP              | US        |  18875104 | PA      | $18967587.90  | 0.30%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7161605 | PA      | $7209126.36   | 0.11%             | 2032-07-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2020-GC45                                           | CUSIP: 36258YBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8517597 | PA      | $8272336.02   | 0.13%             | 2053-02-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6615000 | PA      | $6601662.84   | 0.11%             | 2038-09-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T | Ready Capital Mortgage Financing 2023-FL12 LLC                                   | CUSIP: 75575AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4900000 | PA      | $4936838.20   | 0.08%             | 2038-05-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.     | Regatta XXVII Funding Ltd                                                        | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11057409.00  | 0.18%             | 2037-04-26      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2677776.99   | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2723000 | PA      | $2737277.51   | 0.04%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC          | Rentokil Terminix Funding LLC                                                    | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   4317000 | PA      | $4400590.07   | 0.07%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                                            | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   8744000 | PA      | $8962890.65   | 0.14%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6784150 | PA      | $6803843.64   | 0.11%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-NQM3                                    | CUSIP: 36274TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8690221 | PA      | $8705913.62   | 0.14%             | 2065-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                 | Romark WM-R Ltd                                                                  | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6012372 | PA      | $6023769.29   | 0.10%             | 2031-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   9508000 | PA      | $9540201.31   | 0.15%             | 2028-10-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2809914.27   | 0.04%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   4885000 | PA      | $4870594.09   | 0.08%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38383Y3M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3923581 | PA      | $3938512.27   | 0.06%             | 2047-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                   | HSBC USA Inc                                                                     | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301819.86    | 0.00%             | 2027-03-04      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   7695000 | PA      | $7683181.40   | 0.12%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22961814 | PA      | $879912.79    | 0.01%             | 2052-06-13      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2021-V Ltd                                                          | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10034475.00  | 0.16%             | 2038-01-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2013-CCRE12 Mortgage Trust                                                  | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |   7429149 | PA      | $137.44       | 0.00%             | 2046-10-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349382.57    | 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        |  11877000 | PA      | $11875131.39  | 0.19%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-CX9 Commercial Mortgage Trust                                         | CUSIP: 12595FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9709735 | PA      | $59442.03     | 0.00%             | 2050-09-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-RPL1 Trust                                                             | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12036063 | PA      | $11097079.23  | 0.18%             | 2061-09-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO            | Sherwin-Williams Co/The                                                          | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2513000 | PA      | $2538224.41   | 0.04%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2599802 | PA      | $2442414.54   | 0.04%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                   | CaixaBank SA                                                                     | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   5322000 | PA      | $5536203.90   | 0.09%             | 2029-01-18      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd             | CAL Funding IV Ltd                                                               | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6154375 | PA      | $5874773.13   | 0.09%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-5                                              | CUSIP: 69544LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1172726 | PA      | $1184793.85   | 0.02%             | 2031-10-15      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL        | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1480918.81   | 0.02%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 123500000 | PA      | $120099079.23 | 1.91%             | 2026-09-30      | Fixed         | 0.88%                 | 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        |  10423717 | PA      | $10550871.53  | 0.17%             | 2032-06-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   3904000 | PA      | $3814229.04   | 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        |   5286213 | PA      | $5298598.25   | 0.08%             | 2039-06-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-2                                              | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7041753.60   | 0.11%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-1                                              | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10998622 | PA      | $11092743.73  | 0.18%             | 2035-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2021-FL1 Ltd                                                                | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7273691 | PA      | $7266170.32   | 0.12%             | 2038-08-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7303000 | PA      | $7301136.27   | 0.12%             | 2036-10-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                             | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   4331000 | PA      | $4479255.41   | 0.07%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING         | National Securities Clearing Corp                                                | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   5493000 | PA      | $5615571.57   | 0.09%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX 2021-MFM1                                                                     | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357088 | PA      | $357000.54    | 0.01%             | 2034-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-LBA                                                                | CUSIP: 05609BBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1281112 | PA      | $1280209.54   | 0.02%             | 2036-02-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance T | Prosper Marketplace Issuance Trust Series 2024-1                                 | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66489 | PA      | $66517.81     | 0.00%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                    | SREIT Trust 2021-MFP                                                             | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8462233 | PA      | $8456476.23   | 0.13%             | 2038-11-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14630000 | PA      | $14707612.15  | 0.23%             | 2029-12-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5855096 | PA      | $5853901.22   | 0.09%             | 2038-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3101000 | PA      | $3099177.85   | 0.05%             | 2038-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-ACNT                                           | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110169 | PA      | $1109783.95   | 0.02%             | 2038-11-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10243623 | PA      | $10265134.81  | 0.16%             | 2035-09-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7102000 | PA      | $7216452.14   | 0.11%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13039572.00  | 0.21%             | 2043-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7761344 | PA      | $7788461.64   | 0.12%             | 2038-11-15      | Floating      | 5.72%                 | 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        |  25000000 | PA      | $25049645.00  | 0.40%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2021-5                                       | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20543100 | PA      | $17770099.87  | 0.28%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-24A         | CUSIP: 86359AH71<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30015 | PA      | $30053.60     | 0.00%             | 2033-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2024-FL2 Ltd                                                                | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11380000 | PA      | $11421013.52  | 0.18%             | 2037-08-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5938000 | PA      | $6022432.42   | 0.10%             | 2030-09-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                | BAE Systems PLC                                                                  | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   9131000 | PA      | $8804016.97   | 0.14%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trus | 3650R 2021-PF1 Commercial Mortgage Trust                                         | CUSIP: 88581EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63605 | PA      | $62446.37     | 0.00%             | 2054-11-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK20                                                                  | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20853543 | PA      | $570784.40    | 0.01%             | 2062-09-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK26                                                                  | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 183468194 | PA      | $7227344.24   | 0.12%             | 2063-03-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD       | Adani Transmission Step-One Ltd                                                  | CUSIP: QZ0784251<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |   4300000 | PA      | $4263061.80   | 0.07%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                       | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   4764000 | PA      | $4914309.39   | 0.08%             | 2030-09-23      | Fixed         | 5.10%                 | 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        |   4751805 | PA      | $4908381.69   | 0.08%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3021000 | PA      | $2846377.74   | 0.05%             | 2063-06-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1611747.98   | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10897000 | PA      | $10951487.83  | 0.17%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST  | Commonbond Student Loan Trust 2020-A-GS                                          | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    686398 | PA      | $617960.39    | 0.01%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R02                                     | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8057705 | PA      | $8055512.45   | 0.13%             | 2044-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2023-R08                                     | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3697649 | PA      | $3702456.02   | 0.06%             | 2043-10-25      | Floating      | 5.86%                 | 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        |    891970 | PA      | $879921.11    | 0.01%             | 2030-05-25      | Variable      | 9.72%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9472863 | PA      | $9522874.54   | 0.15%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254W0NQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26475 | PA      | $10348.49     | 0.00%             | 2020-12-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 20-C9 Mortgage Trust                                                       | CUSIP: 233063AM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1545428 | PA      | $1466612.74   | 0.02%             | 2053-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1391899.42   | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                       | BXMT 2020-FL2 LTD                                                                | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260600 | PA      | $260337.25    | 0.00%             | 2038-02-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1488000 | PA      | $1434364.44   | 0.02%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   5889000 | PA      | $6239696.25   | 0.10%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P3                                      | CUSIP: 29429CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5454861 | PA      | $5428479.74   | 0.09%             | 2049-04-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                    | Equifax Inc                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   5796000 | PA      | $5892762.25   | 0.09%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-2 Trust                                          | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12136518.00  | 0.19%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                                               | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3105309.90   | 0.05%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4967585 | PA      | $4979119.29   | 0.08%             | 2036-11-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136AUKP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3405177 | PA      | $3336153.68   | 0.05%             | 2046-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO VI-R LTD                                                         | CUSIP: 83613WAA2<br>LEI: 5493001FKRL3V2YW2890 | Long             | ABS-CBDO         | CORP              | US        |   7854805 | PA      | $7871635.57   | 0.13%             | 2031-10-20      | Floating      | 5.84%                 | 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        |   6802566 | PA      | $6826327.83   | 0.11%             | 2039-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX          | Chile Electricity Lux MPC Sarl                                                   | CUSIP: ZI3801118<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   2242870 | PA      | $2359556.68   | 0.04%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE             | JSW Infrastructure Ltd                                                           | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |   3200000 | PA      | $3215879.17   | 0.05%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management            | CBAM 2017-2 Ltd                                                                  | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10023651.00  | 0.16%             | 2034-07-17      | Floating      | 5.77%                 | 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        |  19540283 | PA      | $250443.90    | 0.00%             | 2050-05-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC          | TAL Advantage VII LLC                                                            | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2375000 | PA      | $2259582.60   | 0.04%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust          | Terwin Mortgage Trust Series TMTS 2003-4HE                                       | CUSIP: 881561BV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318707 | PA      | $358132.73    | 0.01%             | 2034-09-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-C8 Commercial Mortgage Trust                                          | CUSIP: 12595BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  85380567 | PA      | $1041753.92   | 0.02%             | 2050-06-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                               | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1556779.12   | 0.02%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                  | CUSIP: 3136BCC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9977463 | PA      | $9324955.98   | 0.15%             | 2030-11-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BTP31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6613651 | PA      | $6653001.66   | 0.11%             | 2054-12-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FTQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3248439 | PA      | $3188139.34   | 0.05%             | 2050-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HKVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8557432 | PA      | $8521597.29   | 0.14%             | 2055-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-RPL4 Trust                                                             | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4088609 | PA      | $4075091.76   | 0.06%             | 2060-12-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2022-RPL4 Trust                                                             | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7291786 | PA      | $7037985.82   | 0.11%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140J74E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518237 | PA      | $538902.91    | 0.01%             | 2045-05-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31418FEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4411437 | PA      | $4526201.74   | 0.07%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd    | Texas Debt Capital CLO 2023-I Ltd                                                | CUSIP: 88238CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10537067.10  | 0.17%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    673333 | PA      | $606171.83    | 0.01%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD               | Trestles CLO VI Ltd                                                              | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10019867.00  | 0.16%             | 2038-04-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD               | Trestles Clo IV Ltd                                                              | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20043320.00  | 0.32%             | 2034-07-21      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd              | Trimaran Cavu 2021-3 Ltd                                                         | CUSIP: 89624GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10019710.00  | 0.16%             | 2035-01-18      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2025-FL6 Issuer Ltd                                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10080000 | PA      | $10117749.60  | 0.16%             | 2042-09-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC             | Coterra Energy Inc                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    638000 | PA      | $634116.21    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2022-2 LTD                                                        | CUSIP: 143119AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15061081.50  | 0.24%             | 2038-01-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                    | VEGAS Trust 2024-TI                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4758000 | PA      | $4831569.62   | 0.08%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-4                                                | CUSIP: 92538HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6627997 | PA      | $5681073.58   | 0.09%             | 2066-07-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.              | Generate CLO 9 LTD                                                               | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | US        |  46500000 | PA      | $46659667.05  | 0.74%             | 2038-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   4234000 | PA      | $4310371.88   | 0.07%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C2                                            | CUSIP: 90276CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46169 | PA      | $45838.98     | 0.00%             | 2050-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C1                                            | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  44277374 | PA      | $709907.99    | 0.01%             | 2050-06-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P7                                      | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6290275 | PA      | $6227317.83   | 0.10%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17648000 | PA      | $17785350.85  | 0.28%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD       | United Overseas Bank Ltd                                                         | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1800000 | PA      | $1756133.32   | 0.03%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust                                                     | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5480872 | PA      | $5504271.78   | 0.09%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |  22302142 | PA      | $22468250.88  | 0.36%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAD6<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   5798566 | PA      | $5840475.02   | 0.09%             | 2069-11-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                     | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1570000 | PA      | $1609583.72   | 0.03%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust           | Cross 2024-H1 Mortgage Trust                                                     | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2804224 | PA      | $2833034.97   | 0.05%             | 2068-12-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |  38015748 | PA      | $38346169.05  | 0.61%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT CI LLC                                                                      | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    616751 | PA      | $616943.00    | 0.01%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust           | Cross 2024-H5 Mortgage Trust                                                     | CUSIP: 22757HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11897463 | PA      | $12032175.94  | 0.19%             | 2069-08-26      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM5 Trust                                                             | CUSIP: 22946DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6356740 | PA      | $5390762.02   | 0.09%             | 2066-05-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2019-2                                    | CUSIP: 92257NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1332549 | PA      | $1290617.14   | 0.02%             | 2049-07-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-2                                    | CUSIP: 92259MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15291360 | PA      | $13184973.61  | 0.21%             | 2051-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 2016-C3 Mortgage Trust                                                     | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1007315 | PA      | $997216.16    | 0.02%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC         | Darden Restaurants Inc                                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   2837000 | PA      | $2849101.59   | 0.05%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-4                                                | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |  11449922 | PA      | $11491817.13  | 0.18%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |  18330052 | PA      | $18482022.57  | 0.29%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4667887 | PA      | $4461734.83   | 0.07%             | 2053-08-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                  | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1462931 | PA      | $1461220.56   | 0.02%             | 2040-02-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC            | DataBank Issuer                                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3394000 | PA      | $3353315.44   | 0.05%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC            | DataBank Issuer                                                                  | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9990440.00   | 0.16%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                   | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    832000 | PA      | $875603.77    | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts               | Westgate Resorts 2022-1 LLC                                                      | CUSIP: 96034JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1467552 | PA      | $1449837.34   | 0.02%             | 2036-08-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                | Katayma CLO II Ltd                                                               | CUSIP: 485862AA4<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | US        |  22500000 | PA      | $22585299.75  | 0.36%             | 2037-04-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                                | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   4683000 | PA      | $4790026.50   | 0.08%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION       | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1509131.27   | 0.02%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4569000 | PA      | $4811639.12   | 0.08%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                    | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | IT        |   4643000 | PA      | $4757868.33   | 0.08%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | IT        |   4508000 | PA      | $4478851.23   | 0.07%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD        | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | ZA        |   2200000 | PA      | $2307408.69   | 0.04%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONGC VIDESH VANKORNEFT         | ONGC Videsh Vankorneft Pte Ltd                                                   | CUSIP: LW9384923<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | IN        |   6600000 | PA      | $6567038.28   | 0.10%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2024-2                                             | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4745001 | PA      | $4776359.84   | 0.08%             | 2029-05-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2025-1                                             | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7951111 | PA      | $7962890.97   | 0.13%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GRUPO INVERSIONES SURAME       | Grupo de Inversiones Suramericana SA                                             | CUSIP: JK9340882<br>LEI: 549300AC1Q176TZL0305 | Long             | DBT              | CORP              | CO        |    918000 | PA      | $920451.06    | 0.01%             | 2026-04-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE           | Raizen Fuels Finance SA                                                          | CUSIP: AM1524140<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | BR        |   1672000 | PA      | $1666643.58   | 0.03%             | 2027-01-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                          | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2268093.02   | 0.04%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136A2U43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817750 | PA      | $810364.40    | 0.01%             | 2041-12-25      | Floating      | 4.97%                 | 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    | 0.00%             | 2026-01-27      | Fixed         | 4.65%                 | 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        |   1250000 | PA      | $1250225.88   | 0.02%             | 2039-03-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA       | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |   1722165 | PA      | $1706579.23   | 0.03%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                | GNL Quintero SA                                                                  | CUSIP: EK4069044<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |   6534233 | PA      | $6548490.90   | 0.10%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B6QP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5716247 | PA      | $5554513.89   | 0.09%             | 2049-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BTFZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6639250 | PA      | $6647627.88   | 0.11%             | 2054-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MP Clo VIII, LTD               | MP CLO VIII Ltd                                                                  | CUSIP: 62481WAL1<br>LEI: 549300D60LKSR31DKI65 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15034780.50  | 0.24%             | 2034-04-28      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $2091621.23   | 0.03%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY           | Paraguay Government International Bond                                           | CUSIP: AM9786683<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   4358000 | PA      | $4401274.94   | 0.07%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY           | Paraguay Government International Bond                                           | CUSIP: BJ0956497<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   2100000 | PA      | $2127342.00   | 0.03%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BTJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5703011 | PA      | $5754112.57   | 0.09%             | 2054-12-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HHDJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7879766 | PA      | $7891874.42   | 0.13%             | 2054-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC            | NBM US Holdings Inc                                                              | CUSIP: ZS4645314<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | BR        |   2600000 | PA      | $2597860.46   | 0.04%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD           | JSW Hydro Energy Ltd                                                             | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |   3940500 | PA      | $3735948.65   | 0.06%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2020-1                                        | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105472 | PA      | $105031.11    | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                       | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   7407000 | PA      | $7517856.20   | 0.12%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS7                                            | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 119100396 | PA      | $1683210.16   | 0.03%             | 2050-08-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                      | GPMT 2021-FL4 Ltd                                                                | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10861800 | PA      | $10892115.45  | 0.17%             | 2036-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                                | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $300717.62    | 0.00%             | 2026-11-03      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                          | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $5688769.48   | 0.09%             | 2029-09-26      | Fixed         | 4.55%                 | 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        |  28343504 | PA      | $759.61       | 0.00%             | 2048-11-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5156000 | PA      | $5186228.24   | 0.08%             | 2028-04-22      | Floating      | 5.26%                 | 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        |  46507885 | PA      | $359585.01    | 0.01%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 Multifamily Housing Mortgage Loan Trust                                      | CUSIP: 55282XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5406986 | PA      | $5424801.64   | 0.09%             | 2036-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-NQM2 Trust                                                              | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7721201 | PA      | $6845060.90   | 0.11%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2021-NQM2 Trust                                                              | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1002267 | PA      | $894237.68    | 0.01%             | 2064-11-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                       | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   9032000 | PA      | $9014996.00   | 0.14%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                              | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    906000 | PA      | $882319.94    | 0.01%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH         | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   6587000 | PA      | $6654542.90   | 0.11%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   4581000 | PA      | $4594918.86   | 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        |   8225435 | PA      | $7517830.99   | 0.12%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC        | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2915311.20   | 0.05%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   4849000 | PA      | $4935885.11   | 0.08%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO               | Ocean Trails CLO V                                                               | CUSIP: 67515EAR7<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | US        |   7305738 | PA      | $7319991.89   | 0.12%             | 2031-10-13      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2018-1 Trust                                                                 | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830034 | PA      | $814441.31    | 0.01%             | 2057-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM7 Trust                                                              | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2156041 | PA      | $2155109.54   | 0.03%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)         | Pertamina Persero PT                                                             | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   9600000 | PA      | $9489451.68   | 0.15%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC              | PRPM 2025-NQM2 Trust                                                             | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39868351 | PA      | $40262393.50  | 0.64%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM5 Trust                                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |   8242668 | PA      | $8330520.19   | 0.13%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II             | Pacific Life Global Funding II                                                   | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    553000 | PA      | $554568.80    | 0.01%             | 2026-06-04      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-2                                              | CUSIP: 69545GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7999160 | PA      | $8052259.75   | 0.13%             | 2032-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Selection Trust 2021-HG1                                          | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44385 | PA      | $44315.92     | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT CII LLC                                                                     | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5664138 | PA      | $5666760.29   | 0.09%             | 2051-08-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96505 | PA      | $97566.44     | 0.00%             | 2058-07-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-5                                              | CUSIP: 69548WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5793134.20   | 0.09%             | 2033-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                    | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2562000 | PA      | $2637386.54   | 0.04%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   7600000 | PA      | $7578026.88   | 0.12%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2021-RN3 LLC                                                                | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13348943 | PA      | $13363846.09  | 0.21%             | 2051-09-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union       | SCCU Auto Receivables Trust 2024-1                                               | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3215217 | PA      | $3220632.86   | 0.05%             | 2027-12-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD 2021-FL2 Ltd                                                                | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5953811 | PA      | $5963003.97   | 0.09%             | 2038-04-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1812690.71   | 0.03%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO              | Southern Power Co                                                                | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   3593000 | PA      | $3573118.03   | 0.06%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE       | Petrobras Global Finance BV                                                      | CUSIP: 71647NAS8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |   1800000 | PA      | $1866096.00   | 0.03%             | 2027-01-17      | Fixed         | 7.38%                 | 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        |   1720435 | PA      | $1726506.44   | 0.03%             | 2036-11-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                    | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7480000 | PA      | $7475767.82   | 0.12%             | 2036-11-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2020-3                                       | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281227 | PA      | $274563.44    | 0.00%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust  | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8333000 | PA      | $8279819.63   | 0.13%             | 2038-05-15      | Floating      | 5.41%                 | 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    | 0.01%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd           | Steele Creek CLO 2019-2 LTD                                                      | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26336953 | PA      | $26350195.56  | 0.42%             | 2032-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP        | Sun Communities Operating LP                                                     | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   2382000 | PA      | $2252918.87   | 0.04%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Storm King Park CLO, Ltd       | Storm King Park CLO LTD                                                          | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9033016.50   | 0.14%             | 2037-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-1                                    | CUSIP: 92259TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4135218 | PA      | $3462359.68   | 0.06%             | 2051-05-25      | Variable      | 1.79%                 | 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        |   7541000 | PA      | $7682267.06   | 0.12%             | 2029-01-15      | Fixed         | 6.88%                 | 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        |   7670000 | PA      | $7803643.84   | 0.12%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C11                                           | CUSIP: 90276XAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25504 | PA      | $25428.20     | 0.00%             | 2051-06-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391905 | PA      | $389033.60    | 0.01%             | 2051-10-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd             | Wind River 2021-4 CLO Ltd                                                        | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14500000 | PA      | $14541062.55  | 0.23%             | 2035-01-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   5529000 | PA      | $5687550.38   | 0.09%             | 2030-02-19      | Fixed         | 5.05%                 | 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        |  16820055 | PA      | $17123305.62  | 0.27%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 200000000 | PA      | $187304688.00 | 2.98%             | 2028-01-31      | Fixed         | 0.75%                 | 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        |  12432156 | PA      | $12634081.94  | 0.20%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust     | Upstart Pass-Through Trust Series 2020-ST5                                       | CUSIP: 91679XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58388 | PA      | $58287.70     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2025-4                                    | CUSIP: 92262JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17800000 | PA      | $17756468.32  | 0.28%             | 2055-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |  12987787 | PA      | $13178348.85  | 0.21%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2002-AR16 Trust                   | CUSIP: 929227WQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88925 | PA      | $86592.30     | 0.00%             | 2032-12-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL        | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: AO0809829<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   5400000 | PA      | $5309584.02   | 0.08%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-3                                              | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $6256838.75   | 0.10%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-1                                                | CUSIP: 92540TAA8<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |   4517273 | PA      | $4562104.50   | 0.07%             | 2070-01-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR         | Millicom International Cellular SA                                               | CUSIP: AX6986878<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |   2391300 | PA      | $2415117.35   | 0.04%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA IV FINANCE       | Interoceanica IV Finance Ltd                                                     | CUSIP: EG3966884<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | PE        |    121178 | PA      | $119360.53    | 0.00%             | 2025-11-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BPRL INTERNATIONAL SINGA       | BPRL International Singapore Pte Ltd                                             | CUSIP: AM0189861<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | IN        |   4000000 | PA      | $3999289.60   | 0.06%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN           | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |   8563956 | PA      | $7024584.58   | 0.11%             | 2034-06-05      | Fixed         | 0.00%                 | 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        |   3904002 | PA      | $3986465.76   | 0.06%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU       | Telefonica Celular del Paraguay SA                                               | CUSIP: AX9193928<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |   1814000 | PA      | $1808539.86   | 0.03%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                | Vibrant CLO XIII Ltd                                                             | CUSIP: 92557DAN5<br>LEI: 5493000EYXBYKZ0XIT83 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10047154.00  | 0.16%             | 2038-01-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                | Vibrant CLO IV-R Ltd                                                             | CUSIP: 92558RAC7<br>LEI: 25490092S34X2G9JOV44 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20087684.00  | 0.32%             | 2037-10-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4493000 | PA      | $4759809.89   | 0.08%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC             | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   4634335 | PA      | $4571936.34   | 0.07%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.       | Banco Continental SAECA                                                          | CUSIP: BM9109232<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |   6350000 | PA      | $6329995.91   | 0.10%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                             | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   5804000 | PA      | $5912574.96   | 0.09%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRF GMBH                       | BRF GmbH                                                                         | CUSIP: QZ6601293<br>LEI: 5299002S6DY5RA2IOQ11 | Long             | DBT              | CORP              | BR        |   3200000 | PA      | $3177509.76   | 0.05%             | 2026-09-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD         | DBS Group Holdings Ltd                                                           | CUSIP: BO3306350<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   9700000 | PA      | $9588635.08   | 0.15%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD       | United Overseas Bank Ltd                                                         | CUSIP: ZO3818671<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   7600000 | PA      | $7508681.74   | 0.12%             | 2031-03-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST                | Energuate Trust                                                                  | CUSIP: AN3844965<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1800000.00   | 0.03%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL               | Guara Norte Sarl                                                                 | CUSIP: BN9870989<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | BR        |   6684123 | PA      | $6552130.89   | 0.10%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR         | Millicom International Cellular SA                                               | CUSIP: AP0969109<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |   5130000 | PA      | $5116519.90   | 0.08%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA          | Minerva Luxembourg SA                                                            | CUSIP: AQ3244920<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | BR        |   4300000 | PA      | $4305418.00   | 0.07%             | 2028-01-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA            | Banco Industrial SA/Guatemala                                                    | CUSIP: BN7034463<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |   6250000 | PA      | $6240625.00   | 0.10%             | 2031-01-29      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO         | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: AU6232683<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   5650000 | PA      | $6079473.45   | 0.10%             | 2028-10-01      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA              | Cometa Energia SA de CV                                                          | CUSIP: AS3189436<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |    833800 | PA      | $872090.60    | 0.01%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC             | Dominican Republic International Bond                                            | CUSIP: AM2175637<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1900000 | PA      | $1936575.00   | 0.03%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC             | Dominican Republic International Bond                                            | CUSIP: BU6194684<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   7300000 | PA      | $7466075.00   | 0.12%             | 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        |   1320500 | PA      | $1202295.44   | 0.02%             | 2029-05-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA          | Guatemala Government Bond                                                        | CUSIP: BY2577850<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   3200000 | PA      | $3234400.00   | 0.05%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING        | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: BX0660676<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   6100000 | PA      | $6123849.41   | 0.10%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD        | Reliance Industries Ltd                                                          | CUSIP: AQ1070327<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   1907000 | PA      | $1886474.41   | 0.03%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As | Chase Funding Trust Series 2004-2                                                | CUSIP: 161546JH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999041 | PA      | $996285.83    | 0.02%             | 2035-02-26      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C2                                      | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1296157 | PA      | $1277989.16   | 0.02%             | 2049-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL | Cologix Data Centers US Issuer LLC                                               | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3910000 | PA      | $3817889.78   | 0.06%             | 2051-12-26      | Fixed         | 3.30%                 | 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        |   2250000 | PA      | $2250483.08   | 0.04%             | 2038-04-15      | Floating      | 5.57%                 | 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        |   8970000 | PA      | $8922352.26   | 0.14%             | 2048-12-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| KREF 2022-Fl3 Ltd              | KREF 2022-FL3 Ltd                                                                | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | US        |   9205155 | PA      | $9219551.85   | 0.15%             | 2039-02-17      | Floating      | 5.58%                 | 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        |   6914621 | PA      | $5859915.96   | 0.09%             | 2047-12-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO             | Morocco Government International Bond                                            | CUSIP: BM9763095<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   3300000 | PA      | $3165622.75   | 0.05%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1201620 | PA      | $1202763.56   | 0.02%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7305564 | PA      | $7321484.71   | 0.12%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4055000 | PA      | $4138522.58   | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C6                                                     | CUSIP: 05492TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59000000 | PA      | $1629479.70   | 0.03%             | 2053-02-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC           | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3569000 | PA      | $3526337.35   | 0.06%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-BXMF                                                               | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    957511 | PA      | $956530.75    | 0.02%             | 2026-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2024-6 Ltd                                               | CUSIP: 05685XAA6<br>LEI: 254900HQYGN91X5XN386 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10035182.00  | 0.16%             | 2038-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.       | Banco Continental SAECA                                                          | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |   2850000 | PA      | $2841021.79   | 0.05%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10               | CUSIP: 06054MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28437360 | PA      | $32691.59     | 0.00%             | 2049-07-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    559175 | PA      | $564697.48    | 0.01%             | 2057-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B1 Mortgage Trust                                                 | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80945028 | PA      | $765489.04    | 0.01%             | 2051-01-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO XXXI Ltd                                                        | CUSIP: 09631BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22000000 | PA      | $22044391.60  | 0.35%             | 2034-04-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL         | Brazilian Government International Bond                                          | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2500000 | PA      | $2486000.00   | 0.04%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  10279000 | PA      | $10530548.30  | 0.17%             | 2030-03-30      | Fixed         | 4.80%                 | 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        |   7908564 | PA      | $7911509.96   | 0.13%             | 2044-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust   | Del Amo Fashion Center Trust 2017-AMO                                            | CUSIP: 24500EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6850000 | PA      | $6627514.74   | 0.11%             | 2035-06-05      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                  | CUSIP: 3136B6XB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629748 | PA      | $622167.14    | 0.01%             | 2034-06-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137ACJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8848 | PA      | $8742.35      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137B2DG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67301 | PA      | $66960.83     | 0.00%             | 2040-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HHKF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7375047 | PA      | $7409538.90   | 0.12%             | 2054-03-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137HL5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10200633 | PA      | $10225802.23  | 0.16%             | 2054-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2007-AR2                               | CUSIP: 32055GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1609068 | PA      | $351867.56    | 0.01%             | 2037-08-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-DNA3                                          | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |   9926132 | PA      | $9925378.27   | 0.16%             | 2044-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | ID        |   4550000 | PA      | $4550819.00   | 0.07%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2013-GC13                                           | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   1187502 | PA      | $1173137.93   | 0.02%             | 2046-07-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-9F                                                  | CUSIP: 362341S34<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2391760 | PA      | $1047307.69   | 0.02%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4514387.85   | 0.07%             | 2041-05-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 132402566 | PA      | $1842130.14   | 0.03%             | 2050-11-10      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50586853 | PA      | $1290925.91   | 0.02%             | 2052-09-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corportation Trust 2021-IP                                | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9296000 | PA      | $9258802.99   | 0.15%             | 2036-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   5897000 | PA      | $6017054.78   | 0.10%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                    | HOMES 2025-NQM2 Trust                                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16401926 | PA      | $16505643.44  | 0.26%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                    | HOMES 2023-NQM2 Trust                                                            | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10209836 | PA      | $10272904.10  | 0.16%             | 2068-02-25      | Variable      | 6.46%                 | 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        |   3600000 | PA      | $3567957.12   | 0.06%             | 2031-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM2                                        | CUSIP: 46590SAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9059507 | PA      | $9135059.19   | 0.15%             | 2065-09-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM2                                        | CUSIP: 46590SAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12136520 | PA      | $12227582.82  | 0.19%             | 2065-09-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM1                                        | CUSIP: 46593QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7354079 | PA      | $7421730.68   | 0.12%             | 2065-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644ABF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    308378 | PA      | $301638.27    | 0.00%             | 2048-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1318468 | PA      | $1302855.41   | 0.02%             | 2032-05-05      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   5550000 | PA      | $5534082.60   | 0.09%             | 2039-02-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |  11380000 | PA      | $11330815.64  | 0.18%             | 2039-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort | LCCM 2017-LC26                                                                   | CUSIP: 50190DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714153 | PA      | $701844.37    | 0.01%             | 2050-07-12      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| LFT CRE LLC                    | LFT CRE 2021-FL1 Ltd                                                             | CUSIP: 50203JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7590000 | PA      | $7590075.90   | 0.12%             | 2039-06-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                 | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3051000 | PA      | $3045919.32   | 0.05%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2021-GS3                                             | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15192186 | PA      | $15202296.07  | 0.24%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust    | Legacy Mortgage Asset Trust 2021-GS4                                             | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18874285 | PA      | $18899230.81  | 0.30%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10860804 | PA      | $10384965.48  | 0.17%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2006-2                                     | CUSIP: 576438AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1729688 | PA      | $800861.63    | 0.01%             | 2036-04-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8290000 | PA      | $8343793.81   | 0.13%             | 2041-08-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  53915512 | PA      | $802629.45    | 0.01%             | 2050-06-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-PLND                                         | CUSIP: 61691XAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7895000 | PA      | $775091.63    | 0.01%             | 2036-05-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP       | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3329000 | PA      | $3378954.18   | 0.05%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                                | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6200000 | PA      | $6316610.28   | 0.10%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980281 | PA      | $920771.89    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2024-NQM1                                    | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |   5917732 | PA      | $5980075.81   | 0.10%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                     | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    611000 | PA      | $612089.71    | 0.01%             | 2026-06-09      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2607591.20   | 0.04%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                    | OCP CLO 2020-20 Ltd                                                              | CUSIP: 670859AK3<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3015069.00   | 0.05%             | 2037-04-18      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM1 Trust                                                              | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8394069 | PA      | $7620750.09   | 0.12%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM11 Trust                                                             | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |  14591450 | PA      | $14753140.88  | 0.23%             | 2064-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM18 Trust                                                             | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |  20384441 | PA      | $20519365.51  | 0.33%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM8 Trust                                                              | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |  16483390 | PA      | $16636469.58  | 0.26%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                    | OCP CLO 2024-32 Ltd                                                              | CUSIP: 67570CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28000000 | PA      | $28154000.00  | 0.45%             | 2037-04-23      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Octagon 75 Ltd                 | Octagon 75 Ltd                                                                   | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10014846.00  | 0.16%             | 2038-01-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS       | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2628000 | PA      | $2651931.17   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-1                                              | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7737693 | PA      | $7811064.59   | 0.12%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE       | Petrobras Global Finance BV                                                      | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |   5500000 | PA      | $5612398.72   | 0.09%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE       | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $395836.00    | 0.01%             | 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   | 0.05%             | 2051-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $4577468.03   | 0.07%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                              | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   5885000 | PA      | $5954860.07   | 0.09%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                              | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4319468.21   | 0.07%             | 2031-01-15      | Fixed         | 4.50%                 | 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        |  19064614 | PA      | $19172776.65  | 0.31%             | 2033-06-27      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1354636.73   | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                             | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2606000 | PA      | $2608976.96   | 0.04%             | 2026-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA         | Santander Holdings USA Inc                                                       | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5624000 | PA      | $5733597.81   | 0.09%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei | Securitized Asset Backed Receivables LLC Trust 2006-NC1                          | CUSIP: 81375HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3242393 | PA      | $2998639.02   | 0.05%             | 2036-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399691 | PA      | $396889.18    | 0.01%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust Consume | SOFI Alternative Trust                                                           | CUSIP: 83407QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2594846 | PA      | $2572060.17   | 0.04%             | 2030-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7901000 | PA      | $8559574.74   | 0.14%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 111200000 | PA      | $109517361.63 | 1.74%             | 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        |    182389 | PA      | $173859.52    | 0.00%             | 2027-07-15      | Variable      | 17.04%                | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2023-3                                              | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1447262 | PA      | $1455306.74   | 0.02%             | 2033-10-20      | Fixed         | 6.90%                 | 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        |  12215635 | PA      | $12289673.67  | 0.20%             | 2054-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO      | Wellington Management Clo 4 Ltd                                                  | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4005052.00   | 0.06%             | 2038-04-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-C63                                   | CUSIP: 94990FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773862 | PA      | $782488.26    | 0.01%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9228000 | PA      | $9289027.07   | 0.15%             | 2028-04-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C51                                   | CUSIP: 95001VAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 153344025 | PA      | $5936529.93   | 0.09%             | 2052-06-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4899004 | PA      | $4787615.29   | 0.08%             | 2052-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11005301 | PA      | $10762269.47  | 0.17%             | 2054-08-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1891223 | PA      | $1919740.86   | 0.03%             | 2057-07-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS         | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: BO0130308<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |   1032010 | PA      | $939440.31    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | 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        |   1480170 | PA      | $1433521.89   | 0.02%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA              | Nexa Resources SA                                                                | CUSIP: BK0814248<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | PE        |    547000 | PA      | $562335.15    | 0.01%             | 2028-01-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV        | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | VN        |   1185801 | PA      | $1174302.57   | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | 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        |   9400000 | PA      | $9426423.40   | 0.15%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   5300000 | PA      | $5281792.38   | 0.08%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA          | Guatemala Government Bond                                                        | CUSIP: JK9639853<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   6000000 | PA      | $5985000.00   | 0.10%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA           | Oleoducto Central SA                                                             | CUSIP: BK4596429<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |   1000000 | PA      | $983970.30    | 0.02%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY           | Paraguay Government International Bond                                           | CUSIP: JK5851023<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1136000 | PA      | $1140850.72   | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT          | Freeport Indonesia PT                                                            | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   5700000 | PA      | $5740356.00   | 0.09%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                      | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9630000 | PA      | $9663656.85   | 0.15%             | 2042-08-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Acres PLC                      | ACRES 2025-FL3 LLC                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11260000 | PA      | $11330363.74  | 0.18%             | 2040-08-18      | Floating      | 5.75%                 | 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        |   2487000 | PA      | $2577482.06   | 0.04%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust            | Affirm Master Trust                                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20171042.00  | 0.32%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers L | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3101007.81   | 0.05%             | 2047-10-15      | Fixed         | 6.35%                 | 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        |  12632822 | PA      | $11045700.07  | 0.18%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust             | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935323 | PA      | $885526.50    | 0.01%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10897357 | PA      | $10935617.83  | 0.17%             | 2036-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec | Arivo Acceptance Auto Loan Receivables Trust 2022-1                              | CUSIP: 04047EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201950 | PA      | $201926.27    | 0.00%             | 2028-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                              | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | GB        |   4584000 | PA      | $4522883.22   | 0.07%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT         | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $467194.50    | 0.01%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-LGCY                                                               | CUSIP: 12434DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4415000 | PA      | $4399923.22   | 0.07%             | 2036-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2017-C8                                          | CUSIP: 12532CBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42452000 | PA      | $532424.49    | 0.01%             | 2050-06-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2021-NQM1                                                                   | CUSIP: 126407AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2111223 | PA      | $1937805.54   | 0.03%             | 2065-05-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-3                                           | CUSIP: 12669GTQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2984185 | PA      | $2858827.68   | 0.05%             | 2035-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO            | Capital Four US CLO I Ltd                                                        | CUSIP: 14016TAA7<br>LEI: 549300NMXY8VXHO96C52 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15033570.00  | 0.24%             | 2035-01-18      | Floating      | 5.80%                 | 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        |  10000000 | PA      | $10000000.00  | 0.16%             | 2038-10-15      | Floating      | 0.00%                 | 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   | 0.13%             | 2030-09-10      | Fixed         | 4.31%                 | 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  | 0.16%             | 2038-01-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd              | Cedar Funding IX CLO Ltd                                                         | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20071338.00  | 0.32%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $3038195.36   | 0.05%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4428000 | PA      | $4415079.45   | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clover CLO                     | Clover CLO 2018-1 LLC                                                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20090420.00  | 0.32%             | 2037-04-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC       | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   4900000 | PA      | $4977175.00   | 0.08%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2018-HCLV Mortgage Trust                                                    | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7377783.20   | 0.12%             | 2033-09-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust    | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8921860 | PA      | $8928796.94   | 0.14%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                            | CUSIP: 31281LCS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83370 | PA      | $85024.08     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip               | Freddie Mac Strips                                                               | CUSIP: 3128HX6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3189459 | PA      | $3150494.21   | 0.05%             | 2042-09-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                                        | CUSIP: 31347AVZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347231 | PA      | $359386.49    | 0.01%             | 2045-05-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                  | CUSIP: 3136BFQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13156762 | PA      | $12590455.23  | 0.20%             | 2031-03-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3138ELXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31298 | PA      | $31263.69     | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 31398TJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1816385 | PA      | $1808527.61   | 0.03%             | 2040-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140W1TA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11870815 | PA      | $12002036.49  | 0.19%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 31417AH44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16480 | PA      | $15764.23     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 31427MS28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5887326 | PA      | $5984236.92   | 0.10%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |  13851414 | PA      | $13878171.01  | 0.22%             | 2044-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                      | GPMT 2021-FL3 Ltd                                                                | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3424698 | PA      | $3431800.52   | 0.05%             | 2035-07-16      | Floating      | 5.75%                 | 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   | 0.03%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38378VG90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2436873 | PA      | $2405060.70   | 0.04%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Greenacre Park CLO LLC         | Greenacre Park CLO LLC                                                           | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5240000 | PA      | $5263580.00   | 0.08%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2436766 | PA      | $2467037.05   | 0.04%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9103000 | PA      | $9121679.36   | 0.15%             | 2036-10-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust | Mariner Finance Issuance Trust 2021-A                                            | CUSIP: 56848DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1602138.71   | 0.03%             | 2036-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2025-1                                                    | CUSIP: 570920AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4125000 | PA      | $4145102.36   | 0.07%             | 2035-07-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Tr | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1313675.00   | 0.02%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9530000 | PA      | $9462847.81   | 0.15%             | 2034-09-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2007-7 Trust                              | CUSIP: 94985JBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168261 | PA      | $159507.96    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5024460 | PA      | $5101789.23   | 0.08%             | 2058-01-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   5544000 | PA      | $5413341.45   | 0.09%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA       | AI Candelaria -spain- SA                                                         | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   5362477 | PA      | $5456347.27   | 0.09%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA            | Cosan Luxembourg SA                                                              | CUSIP: AZ7914288<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | BR        |   7500000 | PA      | $7408051.50   | 0.12%             | 2029-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA             | Banco de Bogota SA                                                               | CUSIP: LW0752441<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |   8300000 | PA      | $8407053.40   | 0.13%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                    | Cencosud SA                                                                      | CUSIP: AO3440754<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |   4400000 | PA      | $4408153.20   | 0.07%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                | Cemex SAB de CV                                                                  | CUSIP: ZQ5843714<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   4500000 | PA      | $4555926.00   | 0.07%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                          | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    257000 | PA      | $250274.16    | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2022-NQM5 Trust                                                             | CUSIP: 12663DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2431616 | PA      | $2433150.53   | 0.04%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC            | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   8912000 | PA      | $9022536.34   | 0.14%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd               | Eldridge CLO 2025-1 Ltd                                                          | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15000000.00  | 0.24%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                               | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6038000 | PA      | $6152433.44   | 0.10%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2021-4                                       | CUSIP: 30165JAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3081445 | PA      | $3059569.45   | 0.05%             | 2028-01-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140XMXN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7260265 | PA      | $7499816.09   | 0.12%             | 2053-10-01      | Fixed         | 6.00%                 | 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        |  14701714 | PA      | $14715983.49  | 0.23%             | 2044-08-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2022-NQM4 Trust                                                             | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4369192 | PA      | $4367317.13   | 0.07%             | 2067-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2025-NQM1 Trust                                                             | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10263391 | PA      | $10330489.35  | 0.16%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                      | GPMT 2021-FL3 Ltd                                                                | CUSIP: 36264BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1070000 | PA      | $1072123.95   | 0.02%             | 2035-07-16      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2021-STAR                                      | CUSIP: 36264LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6015000 | PA      | $5987513.86   | 0.10%             | 2036-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAC2<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   6338000 | PA      | $6354561.19   | 0.10%             | 2065-10-25      | Variable      | 5.46%                 | 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        |   4192000 | PA      | $4202030.58   | 0.07%             | 2027-03-18      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8950000 | PA      | $8977281.39   | 0.14%             | 2039-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1141000 | PA      | $1097524.36   | 0.02%             | 2052-06-13      | Fixed         | 3.12%                 | 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        |   6613861 | PA      | $6637584.57   | 0.11%             | 2037-01-17      | Floating      | 5.93%                 | 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        |   5190378 | PA      | $5210973.75   | 0.08%             | 2038-11-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1406566 | PA      | $1408041.54   | 0.02%             | 2036-10-16      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10469945 | PA      | $10496004.21  | 0.17%             | 2037-06-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL10 LLC                                                                | CUSIP: 55285BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2004268.00   | 0.03%             | 2037-09-17      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1388104.95   | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust         | SLM Private Credit Student Loan Trust 2006-A                                     | CUSIP: 78443CCL6<br>LEI: 549300I2YWZ9E1B0EY33 | Long             | ABS-O            | CORP              | US        |   3622438 | PA      | $3480119.90   | 0.06%             | 2039-06-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-5                                    | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4277709.15   | 0.07%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                       | Slam Ltd                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9367394 | PA      | $9488524.11   | 0.15%             | 2049-09-15      | Fixed         | 5.33%                 | 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        |  17831640 | PA      | $17974342.84  | 0.29%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust       | Toyota Lease Owner Trust 2024-B                                                  | CUSIP: 891943AE2<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |  17150000 | PA      | $17225333.09  | 0.27%             | 2029-01-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  92034508 | PA      | $1479279.86   | 0.02%             | 2051-02-15      | Variable      | 0.96%                 | 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        |   3914643 | PA      | $3541125.79   | 0.06%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2006-AR1                                           | CUSIP: 17307G3C0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188911 | PA      | $190893.53    | 0.00%             | 2036-03-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5099000 | PA      | $5165614.92   | 0.08%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                               | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5836000 | PA      | $5949109.68   | 0.09%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |  11830923 | PA      | $11931228.14  | 0.19%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd        | Warwick Capital CLO 4 Ltd                                                        | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10043304.00  | 0.16%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC       | Comision Federal de Electricidad                                                 | CUSIP: BU3620418<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   2100000 | PA      | $2070653.97   | 0.03%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   3000000 | PA      | $2842772.31   | 0.05%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                        | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   6658000 | PA      | $6738966.47   | 0.11%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2021-MF2                             | CUSIP: 03881VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14340000 | PA      | $14057965.18  | 0.22%             | 2054-06-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust | Avant Credit Card Master Trust 2025-1                                            | CUSIP: 05351KAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5092544.31   | 0.08%             | 2031-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust      | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20122316.00  | 0.32%             | 2034-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   4182000 | PA      | $4363514.61   | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2022-6 Ltd                                               | CUSIP: 05685LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20080890.00  | 0.32%             | 2038-01-22      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3407000 | PA      | $3393964.07   | 0.05%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR2                                                                  | CUSIP: 06211CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2742714 | PA      | $2799920.12   | 0.04%             | 2056-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR4                                                                  | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5222247 | PA      | $5511770.23   | 0.09%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK48                                                                  | CUSIP: 06541GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1392104 | PA      | $1391221.90   | 0.02%             | 2057-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   7411000 | PA      | $7481298.30   | 0.12%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust   | Barclays Mortgage Loan Trust 2025-NQM3                                           | CUSIP: 06745VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1339756 | PA      | $1349931.40   | 0.02%             | 2065-05-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS MORTGAGE TRUST 2017-C1                                                     | CUSIP: 07332VBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  70661096 | PA      | $902455.25    | 0.01%             | 2050-02-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-CX9 Commercial Mortgage Trust                                         | CUSIP: 12595FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2913343 | PA      | $2857199.67   | 0.05%             | 2050-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC             | Coterra Energy Inc                                                               | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409307.21    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                   | CubeSmart LP                                                                     | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   3134000 | PA      | $3137785.28   | 0.05%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                     | INCREF 2025-FL1 LLC                                                              | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13858000 | PA      | $13935687.95  | 0.22%             | 2042-10-19      | Floating      | 5.86%                 | 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        |   8673073 | PA      | $8752913.63   | 0.14%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4496164 | PA      | $4534637.31   | 0.07%             | 2064-02-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9565000 | PA      | $9738917.91   | 0.16%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |  10446011 | PA      | $10473870.09  | 0.17%             | 2039-02-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER        | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   6266000 | PA      | $6269369.79   | 0.10%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust  | Lendbuzz Securitization Trust 2023-2                                             | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1418124 | PA      | $1441564.20   | 0.02%             | 2028-10-16      | Fixed         | 7.09%                 | 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        |  14630000 | PA      | $14683253.20  | 0.23%             | 2042-08-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6821115 | PA      | $6831306.03   | 0.11%             | 2037-02-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14630000 | PA      | $14662229.89  | 0.23%             | 2040-02-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust  | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2706749 | PA      | $2707682.23   | 0.04%             | 2038-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $13154653.20  | 0.21%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4150000 | PA      | $4217169.00   | 0.07%             | 2038-11-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust         | Marlette Funding Trust 2025-1                                                    | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5124558 | PA      | $5133635.10   | 0.08%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3544000 | PA      | $3591385.16   | 0.06%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   4744000 | PA      | $4786848.76   | 0.08%             | 2027-06-06      | Fixed         | 5.12%                 | 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        |   6660294 | PA      | $6559959.37   | 0.10%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12023267 | PA      | $11559376.09  | 0.18%             | 2054-06-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2006-HQ10                                         | CUSIP: 61750HAL0<br>LEI: 549300T7A7LUR8384661 | Long             | ABS-MBS          | CORP              | US        |     35487 | PA      | $0.83         | 0.00%             | 2041-11-12      | Variable      | 0.93%                 | 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        |   3296000 | PA      | $3301471.46   | 0.05%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2020-F                                 | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1720654 | PA      | $1624531.00   | 0.03%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |  13663771 | PA      | $13804745.56  | 0.22%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-NQM5 Trust                                                              | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6096496 | PA      | $6145517.64   | 0.10%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                        | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4734000 | PA      | $4732692.99   | 0.08%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                        | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4159000 | PA      | $4284764.54   | 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        |   2585000 | PA      | $2584326.66   | 0.04%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL          | Pinnacle West Capital Corp                                                       | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1222771.81   | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC          | Uber Technologies Inc                                                            | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2378000 | PA      | $2357768.45   | 0.04%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES          | Mexico Government International Bond                                             | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3300000 | PA      | $3365472.00   | 0.05%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 273600000 | PA      | $259209280.22 | 4.13%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39527141.20  | 0.63%             | 2026-01-31      | Fixed         | 0.38%                 | 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        |  24599225 | PA      | $24263696.49  | 0.39%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2021-7                                                | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6096293 | PA      | $5581382.15   | 0.09%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd              | Wellfleet CLO 2022-1 Ltd                                                         | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5018179.00   | 0.08%             | 2037-07-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2373488 | PA      | $2403288.80   | 0.04%             | 2057-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERNATIONL SA       | Ultrapar International SA                                                        | CUSIP: ZS9300451<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $200671.76    | 0.00%             | 2029-06-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   6005024 | PA      | $5965738.53   | 0.09%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER              | InRetail Consumer                                                                | CUSIP: BO5432337<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |   2900000 | PA      | $2822406.73   | 0.04%             | 2028-03-22      | Fixed         | 3.25%                 | 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        |   6700478 | PA      | $6847339.34   | 0.11%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO       | OCP SA                                                                           | CUSIP: YP8442608<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   2800000 | PA      | $2936606.37   | 0.05%             | 2030-04-30      | Fixed         | 6.10%                 | 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