# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001193125-26-245118
**Filing Date:** 2026-5
**Character Count:** 109965
**Document Hash:** a73f8baeb3db9908733e67a6f06dbcd5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-245118.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001193125-26-245118

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22378
- **FILM NUMBER:** 261035059

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

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

## Series and Classes Contracts Data

### DoubleLine Shiller Enhanced International CAPE (Series ID: S000055534)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000174823 | Class I      | DSEUX           |
| C000174824 | Class N      | DLEUX           |
| C000265929 | I2           |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $33707279.44

**Total Liabilities:** $1026536.96

**Net Assets:** $32680742.48

**Delayed Delivery Securities:** $200000.00

**Cash Not Reported:** $0.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 67.000000000000 | **1-Year:** 1239.000000000000 | **5-Year:** 3727.000000000000 | **10-Year:** 541.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 3.000000000000 | **1-Year:** 178.000000000000 | **5-Year:** 574.000000000000 | **10-Year:** 241.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174823 | 4.39%                | 6.83%                | -3.60%               |
| Class ID C000174824 | 4.37%                | 6.81%                | -3.63%               |
| Class ID C000265929 | 4.31%                | 6.82%                | -3.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2746.44                 | $1740.29                                   |
| Month 2  | $5644.01                 | $40478.40                                  |
| Month 3  | $3860.00                 | $-223284.33                                |

**Designated Index Information**

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

- **Index Identifier:** BXIIESUT

### Schedule of Portfolio Investments

| Name                           | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-9T1                                     | CUSIP: 02150JAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310692 | PA      | $141464.43    | 0.43%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                   | CubeSmart LP                                                        | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87459.34     | 0.27%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                          | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7124.46      | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR6       | CUSIP: 25150RAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255229 | PA      | $225196.22    | 0.69%             | 2037-02-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                    | Equifax Inc                                                         | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34212.28     | 0.10%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                     | Evergy Inc                                                          | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3970.50      | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2021-FL3                                                  | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38945 | PA      | $39028.00     | 0.12%             | 2036-11-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION       | FirstEnergy Transmission LLC                                        | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1998.73      | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23778.93     | 0.07%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                                 | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80524.40     | 0.25%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | American Tower Corp                                                 | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91853.80     | 0.28%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                           | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54260.03     | 0.17%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                          | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4114.42      | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP               | BAT Capital Corp                                                    | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |     11000 | PA      | $11121.72     | 0.03%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2025-FL15 LLC                                                   | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100014.60    | 0.31%             | 2043-03-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                        | BDS 2021-FL10 Ltd                                                   | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20862 | PA      | $20915.20     | 0.06%             | 2036-12-16      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                          | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54316.99     | 0.17%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                       | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28566.36     | 0.09%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                 | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27373.82     | 0.08%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                           | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24059.23     | 0.07%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2016-GS4                               | CUSIP: 36251XAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3639609 | PA      | $2086.22      | 0.01%             | 2049-11-10      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                 | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22598.51     | 0.07%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC          | Arrow Electronics Inc                                               | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38427.15     | 0.12%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION          | Atlassian Corp                                                      | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23143.65     | 0.07%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C34                                      | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1959275 | PA      | $83796.62     | 0.26%             | 2058-05-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                     | Biogen Inc                                                          | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53034.68     | 0.16%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                                    | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66314.64     | 0.20%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2026-1                                      | CUSIP: 14320XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99724.25     | 0.31%             | 2031-03-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-A1                         | CUSIP: 16163CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    511157 | PA      | $455910.55    | 1.40%             | 2036-09-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                                      | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22854.11     | 0.07%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                    | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23834.17     | 0.07%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL9 LLC                                                    | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36302 | PA      | $36358.49     | 0.11%             | 2037-06-19      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Lo | National Collegiate Student Loan Trust 2006-1                       | CUSIP: 63543PCD6<br>LEI: 635400ZLDAQQL4PJBJ98 | Long             | ABS-O            | CORP              | US        |    142491 | PA      | $141939.69    | 0.43%             | 2033-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP               | Progressive Corp/The                                                | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23062.55     | 0.07%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS8 Trust                                          | CUSIP: 74922UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554425 | PA      | $411331.32    | 1.26%             | 2037-06-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP            | Charles Schwab Corp/The                                             | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54413.26     | 0.17%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34301.20     | 0.10%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-ASHF                            | CUSIP: 61691KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5033482 | PA      | $5.03         | 0.00%             | 2019-05-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio     | MSILF Government Portfolio                                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    561904 | NS      | $561903.50    | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC         | Mosaic Solar Loan Trust 2021-3                                      | CUSIP: 61946TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300005 | PA      | $248380.47    | 0.76%             | 2052-06-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                | NGPL PipeCo LLC                                                     | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37082.89     | 0.11%             | 2027-08-15      | Fixed         | 4.88%                 | 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        |     48000 | PA      | $48740.28     | 0.15%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                               | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49649.25     | 0.15%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T | STWD 2021-FL2 Ltd                                                   | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10367 | PA      | $10369.19     | 0.03%             | 2038-04-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-4 Trust                             | CUSIP: 83405UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149668.95    | 0.46%             | 2035-08-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO              | Southern Power Co                                                   | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20737.58     | 0.06%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                    | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88934.10     | 0.27%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust | 280 Park Avenue 2017-280P Mortgage Trust                            | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99525.14     | 0.30%             | 2034-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    630000 | PA      | $604849.22    | 1.85%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $784617.19    | 2.40%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                   | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |     60000 | PA      | $57177.96     | 0.17%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                            | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55619.69     | 0.17%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35326.29     | 0.11%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                            | BXIIESAE INDEX SWAP 052026                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3470660.30   | 10.62%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2015-LC21 Mortgage Trust                                       | CUSIP: 12593FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5899257 | PA      | $58.99        | 0.00%             | 2048-07-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                         | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $56735.90     | 0.17%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C1                         | CUSIP: 17290YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1448833 | PA      | $14.49        | 0.00%             | 2049-05-10      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                 | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37712.43     | 0.12%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust            | Affirm Master Trust                                                 | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150534.15    | 0.46%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                     | Affirm Asset Securitization Trust 2025-X2                           | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66509 | PA      | $66565.15     | 0.20%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                   | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44485.11     | 0.14%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                  | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44413.09     | 0.14%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trus | 3650R 2021-PF1 Commercial Mortgage Trust                            | CUSIP: 88581EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $122089.92    | 0.37%             | 2054-11-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                   | CUSIP: 3136AGFY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1126144 | PA      | $1117171.20   | 3.42%             | 2043-09-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                 | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11086.31     | 0.03%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust               | Great Wolf Trust 2024-WOLF                                          | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100077.05    | 0.31%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd | Highbridge Loan Management 3-2014                                   | CUSIP: 40436XAJ6<br>LEI: 5493006ZY0SLETMEU160 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500152.85    | 1.53%             | 2029-07-18      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                   | Illumina Inc                                                        | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20004.78     | 0.06%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                 | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56184.07     | 0.17%             | 2028-04-22      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                     | Airbnb Inc                                                          | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11986.31     | 0.04%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                                    | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8347.01      | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC               | Altria Group Inc                                                    | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21912.30     | 0.07%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                    | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     55000 | PA      | $54833.17     | 0.17%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                         | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29561.79     | 0.09%             | 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        |     93000 | PA      | $95438.34     | 0.29%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust    | Extended Stay America Trust 2026-ESH2                               | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29720 | PA      | $29758.78     | 0.09%             | 2043-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS RIALTO                                                           | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19726 | PA      | $19749.13     | 0.06%             | 2038-05-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                          | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75346.31     | 0.23%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                           | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21428.41     | 0.07%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                       | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34785.55     | 0.11%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34         | CUSIP: 61767EAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4953748 | PA      | $61267.46     | 0.19%             | 2052-11-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                        | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47946.80     | 0.15%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP          | Northrop Grumman Corp                                               | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52317.58     | 0.16%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2020-EXP2 Trust                                                 | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140075 | PA      | $119850.42    | 0.37%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC          | Quest Diagnostics Inc                                               | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15908.64     | 0.05%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260610                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-137414.26   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | BXIIESAE INDEX SWAP 031727                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $66815.45     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2026-1                     | CUSIP: 03066CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100008.92    | 0.31%             | 2027-03-18      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025- | AutoNation Finance Trust 2026-1                                     | CUSIP: 05330WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99936.24     | 0.31%             | 2029-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C7                             | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99414.12     | 0.30%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC             | Cenovus Energy Inc                                                  | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $54638.46     | 0.17%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program Trust 2026-1                             | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114195 | PA      | $114101.85    | 0.35%             | 2035-12-26      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                                  | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20013.56     | 0.06%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2685972.66   | 8.22%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                    | SREIT Trust 2021-MFP2                                               | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99953.37     | 0.31%             | 2036-11-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH            | Suzano Austria GmbH                                                 | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | BR        |     60000 | PA      | $55808.42     | 0.17%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | Upstart Securitization Trust 2025-4                                 | CUSIP: 91684AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27877 | PA      | $27879.12     | 0.09%             | 2026-11-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2018-2                       | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106783 | PA      | $104591.76    | 0.32%             | 2048-10-26      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER        | Laboratory Corp of America Holdings                                 | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54631.60     | 0.17%             | 2031-06-01      | Fixed         | 2.70%                 | 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        |     17097 | PA      | $17119.08     | 0.05%             | 2037-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                             | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48408.85     | 0.15%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                              | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26098.32     | 0.08%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2015-NXS2                     | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223026 | PA      | $2.23         | 0.00%             | 2058-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C43                      | CUSIP: 95001LAT9<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    153196 | PA      | $151771.66    | 0.46%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C48                      | CUSIP: 95001RAY5<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |   2339677 | PA      | $46105.44     | 0.14%             | 2052-01-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc       | BRSP 2024-FL2 Ltd                                                   | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100246.80    | 0.31%             | 2037-08-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B28 Mortgage Trust                                   | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1711748 | PA      | $80418.27     | 0.25%             | 2054-08-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2026-V20 Mortgage Trust                                   | CUSIP: 08164KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1191832 | PA      | $62979.98     | 0.19%             | 2059-02-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-XL6                               | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $39954.99     | 0.12%             | 2043-03-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Acres PLC                      | ACRES 2025-FL3 LLC                                                  | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100254.10    | 0.31%             | 2040-08-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-ACNT                              | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97117 | PA      | $97081.60     | 0.30%             | 2038-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                              | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15989.70     | 0.05%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                              | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23778.04     | 0.07%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2024-AIRC                              | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104070 | PA      | $104300.32    | 0.32%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Trust 2021-RISE                                                  | CUSIP: 12434EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101439 | PA      | $101438.88    | 0.31%             | 2036-11-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management            | CBAM 2017-2 Ltd                                                     | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500341.25    | 1.53%             | 2034-07-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | Csmc 2022-Nqm1 Trust                                                | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566119 | PA      | $513451.22    | 1.57%             | 2066-11-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC         | CenterPoint Energy Inc                                              | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15379.08     | 0.05%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                            | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22177.29     | 0.07%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                               | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54454.29     | 0.17%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |     22000 | PA      | $22652.01     | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2026-B42 Mortgage Trust                                   | CUSIP: 08164FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99461.14     | 0.30%             | 2059-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                             | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43761.08     | 0.13%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd              | KREF 2021-FL2 Ltd                                                   | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |     24691 | PA      | $24749.59     | 0.08%             | 2039-02-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                   | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23350.50     | 0.07%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER        | Laboratory Corp of America Holdings                                 | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33712.59     | 0.10%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                       | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16084.60     | 0.05%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2022-FL8 Ltd                                                    | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37489 | PA      | $37536.13     | 0.11%             | 2037-02-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2024-FL14 LLC                                                   | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100211.00    | 0.31%             | 2039-03-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note | Merrill Lynch Alternative Note Asset Trust Series 2007-OAR5         | CUSIP: 590227AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    742692 | PA      | $180783.88    | 0.55%             | 2047-10-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                    | Paychex Inc                                                         | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22206.50     | 0.07%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL          | Pinnacle West Capital Corp                                          | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14111.98     | 0.04%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers  | Retained Vantage Data Centers Issuer LLC                            | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249482.65    | 0.76%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC          | Rio Tinto Finance USA PLC                                           | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | AU        |     33000 | PA      | $33527.76     | 0.10%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                         | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55555.69     | 0.17%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                                | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $45037.46     | 0.14%             | 2028-10-18      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2006-AR2                              | CUSIP: 17307G6L7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32163 | PA      | $31741.20     | 0.10%             | 2036-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                       | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8878.18      | 0.03%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust  | SFO Commercial Mortgage Trust 2021-555                              | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99897.33     | 0.31%             | 2038-05-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust               | SLG Office Trust 2021-OVA                                           | CUSIP: 78449RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18169000 | PA      | $196252.45    | 0.60%             | 2041-07-15      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C53                      | CUSIP: 95002BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85249 | PA      | $83764.73     | 0.26%             | 2052-10-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                      | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33027.46     | 0.10%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-2 Trust                             | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150954.41    | 0.46%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO XXIII                                               | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500314.20    | 1.53%             | 2034-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C       | Equinix Europe 2 Financing Corp LLC                                 | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46582.51     | 0.14%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                             | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18073.39     | 0.06%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER               | Essential Properties LP                                             | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     49000 | PA      | $44158.60     | 0.14%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL          | Evergy Kansas Central Inc                                           | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48247.54     | 0.15%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd           | FS Rialto 2026-FL11 Issuer LLC                                      | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100168.50    | 0.31%             | 2044-01-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FS Trust                       | FS Trust 2026-HULA                                                  | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50063.54     | 0.15%             | 2041-03-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                        | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4037.81      | 0.01%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                           | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47829.82     | 0.15%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS       | Omega Healthcare Investors Inc                                      | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44979.20     | 0.14%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                 | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45674.11     | 0.14%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                          | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24197.23     | 0.07%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52880.17     | 0.16%             | 2031-04-15      | Fixed         | 4.35%                 | 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        |     76859 | PA      | $78076.02     | 0.24%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                    | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45171.09     | 0.14%             | 2028-04-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                      | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5207.82      | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust | Tesla Sustainable Energy Trust 2024-1                               | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90283 | PA      | $90339.94     | 0.28%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| American Beacon DoubleLine Flo | American Beacon DoubleLine Floating Rate Fund                       | CUSIP: 02452A643<br>LEI: 549300QYOTL07RDZ7578 | Long             | EC               | RF                | US        |     72135 | NS      | $639112.86    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                    | CUSIP: 02771D2E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33305.62     | 0.10%             | 2031-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI       | Augusta SpinCo Corp                                                 | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15958.41     | 0.05%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP            | Avery Dennison Corp                                                 | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5050.70      | 0.02%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK36                                                     | CUSIP: 06540DBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2678626 | PA      | $79996.61     | 0.24%             | 2064-09-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B2 Mortgage Trust                                    | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4142194 | PA      | $23737.67     | 0.07%             | 2051-02-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                        | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19933.20     | 0.06%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2021-CIP                               | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84682 | PA      | $84645.20     | 0.26%             | 2038-12-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                         | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37845.66     | 0.12%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                       | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59804.34     | 0.18%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC         | Darden Restaurants Inc                                              | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11976.64     | 0.04%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                          | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |    561903 | NS      | $561903.49    | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC           | Jacobs Solutions Inc                                                | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25646.23     | 0.08%             | 2031-03-03      | Fixed         | 4.75%                 | 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        |      4702 | PA      | $4713.92      | 0.01%             | 2038-11-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                            | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56600.15     | 0.17%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                 | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23068.14     | 0.07%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH         | Molex Electronic Technologies LLC                                   | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29127.84     | 0.09%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust  | MTN Commercial Mortgage Trust 2022-LPFL                             | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99971.27     | 0.31%             | 2039-03-15      | Floating      | 5.08%                 | 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        |    279723 | PA      | $240404.43    | 0.74%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC         | Switch ABS Issuer LLC                                               | CUSIP: 871044BA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100226.20    | 0.31%             | 2056-03-27      | Fixed         | 5.61%                 | 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        |     43000 | PA      | $43414.61     | 0.13%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                    | Textron Inc                                                         | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9798.73      | 0.03%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC          | Uber Technologies Inc                                               | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26417.85     | 0.08%             | 2031-01-15      | Fixed         | 4.15%                 | 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        |    112899 | PA      | $114887.99    | 0.35%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1746223.43   | 5.34%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                    | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $991992.19    | 3.04%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust   | UPSTART Securitization Trust 2026-1                                 | CUSIP: 91681BAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149567.36    | 0.46%             | 2036-03-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo | Velocity Commercial Capital Loan Trust 2021-2                       | CUSIP: 92259MAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355848 | PA      | $292412.67    | 0.89%             | 2051-08-25      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC           | Verisk Analytics Inc                                                | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7871.16      | 0.02%             | 2031-03-15      | Fixed         | 4.45%                 | 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        |     67000 | PA      | $66828.21     | 0.20%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43742.64     | 0.13%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust       | Ajax Mortgage Loan Trust 2021-C                                     | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139897 | PA      | $140080.22    | 0.43%             | 2061-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                      | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65325.19     | 0.20%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXXIX Ltd                                                | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500119.30    | 1.53%             | 2038-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                               | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27173.71     | 0.08%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga | MF1 2026-FL21 LLC                                                   | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100297.70    | 0.31%             | 2041-02-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                          | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49472.84     | 0.15%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Backed  | Merrill Lynch Mortgage Backed Securities Trust Series 2007-2        | CUSIP: 59025GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735252 | PA      | $633915.98    | 1.94%             | 2036-08-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO           | National Fuel Gas Co                                                | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23536.24     | 0.07%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2018-A                    | CUSIP: 63940PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173232 | PA      | $170796.94    | 0.52%             | 2042-02-18      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN SYSTEMS       | Northrop Grumman Systems Corp                                       | CUSIP: 666807AW2<br>LEI: 549300KYOZYCZII5OX23 | Long             | DBT              | CORP              | US        |     38000 | PA      | $43144.96     | 0.13%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-7                                 | CUSIP: 69545RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54574 | PA      | $54568.22     | 0.17%             | 2026-11-16      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                    | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44268.07     | 0.14%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit | SG Commercial Mortgage Securities Trust 2016-C5                     | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |   1537069 | PA      | $1074.57      | 0.00%             | 2048-10-10      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL        | Southern Co Gas Capital Corp                                        | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5957.06      | 0.02%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2020-2                          | CUSIP: 85573DCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291907 | PA      | $289561.28    | 0.89%             | 2060-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC              | Store Capital LLC                                                   | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44629.96     | 0.14%             | 2031-02-11      | Fixed         | 4.95%                 | 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        |     50959 | PA      | $51022.86     | 0.16%             | 2039-02-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance        | TRTX 2025-FL6 Issuer Ltd                                            | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100343.60    | 0.31%             | 2042-09-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                               | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     86000 | PA      | $91437.29     | 0.28%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C3                               | CUSIP: 90276GAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5378000 | PA      | $31863.57     | 0.10%             | 2050-08-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20270203                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-241580.85   | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| APA CORP                       | APA Corp                                                            | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54148.31     | 0.17%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                  | AppLovin Corp                                                       | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29174.93     | 0.09%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                | AREIT 2022-CRE6 Trust                                               | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38808 | PA      | $38867.08     | 0.12%             | 2037-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                         | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |     53000 | PA      | $53600.74     | 0.16%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2022-FL8 Issuer Ltd                                           | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2788 | PA      | $2791.94      | 0.01%             | 2037-02-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BXP Trust                      | BXP Trust 2017-GM                                                   | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98332.67     | 0.30%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-CSMO                              | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50074.95     | 0.15%             | 2043-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                  | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     65000 | PA      | $58821.88     | 0.18%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23957.59     | 0.07%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                         | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10835.57     | 0.03%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY        | Phillips Edison Grocery Center Operating Partnership I LP           | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     51000 | PA      | $45188.39     | 0.14%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS       | Public Service Enterprise Group Inc                                 | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46466.58     | 0.14%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RR Ltd                         | RR 14 Ltd                                                           | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500300.55    | 1.53%             | 2036-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                              | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14908.22     | 0.05%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                  | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54339.09     | 0.17%             | 2031-03-25      | Fixed         | 4.45%                 | 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        |     80252 | PA      | $80437.14     | 0.25%             | 2034-02-27      | Fixed         | 4.80%                 | 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        |    161274 | PA      | $160376.09    | 0.49%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.             | BSPRT 2026-FL13 Issuer LLC                                          | CUSIP: 05620GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100250.00    | 0.31%             | 2043-10-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                   | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6970.29      | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                   | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8024.85      | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle US CLO 2023-3 Ltd                                           | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500124.80    | 1.53%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                             | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1944.05      | 0.01%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2021-MF2                | CUSIP: 03881VBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1605705 | PA      | $68464.99     | 0.21%             | 2054-06-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust  | ARDN 2025-ARCP Mortgage Trust                                       | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99766.32     | 0.31%             | 2035-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                               | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34453.71     | 0.11%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                          | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66308.17     | 0.20%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC           | BAT International Finance PLC                                       | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     23000 | PA      | $23863.61     | 0.07%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11993.88     | 0.04%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47380.92     | 0.14%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                   | CUSIP: 08163EBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2271000 | PA      | $62610.79     | 0.19%             | 2054-06-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| BX Trust                       | BX Commercial Mortgage Trust 2026-ALOHA                             | CUSIP: 12434HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100125.00    | 0.31%             | 2043-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                  | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $76826.61     | 0.24%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC            | Cardinal Health Inc                                                 | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23403.09     | 0.07%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                       | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28150.00     | 0.09%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2021-HX1 Mortgage Loan Trust                                   | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387503 | PA      | $335266.54    | 1.03%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC               | DT Midstream Inc                                                    | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7834.00      | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                       | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62702.94     | 0.19%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE    | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99317.04     | 0.30%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd | LoanCore 2025-CRE9 Issuer LLC                                       | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100153.10    | 0.31%             | 2042-08-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                       | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32302.51     | 0.10%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST  | Commonbond Student Loan Trust 2017-B-GS                             | CUSIP: 20268KAC4<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |    219684 | PA      | $183402.29    | 0.56%             | 2042-09-25      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 16-C1 Mortgage Trust                                          | CUSIP: 23312LAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94434.89     | 0.29%             | 2049-05-10      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC            | Delta Air Lines Inc                                                 | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48186.51     | 0.15%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION       | Devon Energy Corp                                                   | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7002.77      | 0.02%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                       | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $89896.30     | 0.28%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                        | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12453.78     | 0.04%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                    | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181228 | PA      | $182816.79    | 0.56%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC       | Ferguson Enterprises Inc                                            | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54134.33     | 0.17%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64592.63     | 0.20%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                      | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    834166 | PA      | $44455.57     | 0.14%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                             | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33865.60     | 0.10%             | 2029-09-26      | Fixed         | 4.55%                 | 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        |    561903 | NS      | $561903.49    | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Lehman XS Trust                | Lehman XS Trust 2007-6                                              | CUSIP: 52524PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113611 | PA      | $100094.91    | 0.31%             | 2037-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC         | Marvell Technology Inc                                              | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19620.12     | 0.06%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20260610                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $40379.16     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                            | EUR/USD FWD 20261007                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-233518.74   | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** DoubleLine Funds Trust

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Funds Trust

**Title:** Vice President