# EDGAR Filing Document

**Accession Number:** 0001831313
**File Stem:** 0001410368-26-066090
**Filing Date:** 2026-6
**Character Count:** 277947
**Document Hash:** d021632f43bf54a689ac54bba732b796
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066090.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066090

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TCW ETF Trust
- **CENTRAL INDEX KEY:** 0001831313

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23617
- **FILM NUMBER:** 261120392

**BUSINESS ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-244-0000

**MAIL ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Engine No. 1 ETF Trust
- **DATE OF NAME CHANGE:** 20210211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Deer Lane ETF Trust
- **DATE OF NAME CHANGE:** 20201104

## Series and Classes Contracts Data

### TCW Core Plus Bond ETF (Series ID: S000093199)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000261351 | TCW Core Plus Bond ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TCW ETF Trust

- **b. Investment Company Act file number:** 811-23617

- **c. CIK number of Registrant:** 0001831313

- **d. LEI of Registrant:** 549300NV06RWMAEJ2V61

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

  - **Street Address 1:** 515 South Flower Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-244-0000

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

- **a. Name of Series:** TCW Core Plus Bond ETF

- **b. EDGAR series identifier (if any):** S000093199

- **c. LEI of Series:** 2549008XE0GWLE81ZP54

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $246820934.56

**Total Liabilities:** $35181837.79

**Net Assets:** $211639096.77

**Delayed Delivery Securities:** $7471657.02

**Cash Not Reported:** $2727786.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -202.17000000 | **1-Year:** -4346.26000000 | **5-Year:** -8994.43000000 | **10-Year:** -7716.29000000 | **30-Year:** -2554.63000000

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

- **3-Month:** -188.06000000 | **1-Year:** -3306.07000000 | **5-Year:** -8306.88000000 | **10-Year:** -4244.78000000 | **30-Year:** -609.73000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000261351 | 1.63%                | -1.91%               | 0.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $406663.64               | $1521688.65                                |
| Month 2  | $-243463.09              | $-3945741.97                               |
| Month 3  | $-254813.74              | $357215.09                                 |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LBUSSTAT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JANE STREET GRP/JSG FIN                                                 | Jane Street Group / JSG Finance Inc                                                                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $343372.04    | 0.16%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | Sunoco LP                                                                                                      | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129597.50    | 0.06%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                              | TKO Worldwide Holdings LLC 2025 Term Loan                                                                      | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    102196 | PA      | $102586.38    | 0.05%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                               | Ball Corp                                                                                                      | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    226000 | PA      | $226641.84    | 0.11%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                              | GC Ferry Acquisition I Inc Delayed Draw Term Loan                                                              | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     17507 | PA      | $17487.83     | 0.01%             | 2032-08-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                  | PENN Entertainment Inc 2022 Term Loan B                                                                        | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120808 | PA      | $121439.91    | 0.06%             | 2029-05-03      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                        | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3                                                 | CUSIP: 59024VAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198616 | PA      | $199650.29    | 0.09%             | 2037-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                | Farmers Exchange Capital                                                                                       | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1289695.50   | 0.61%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                       | Elanco Animal Health Inc 2025 Term Loan B                                                                      | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |     99750 | PA      | $100170.95    | 0.05%             | 2032-10-31      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                              | Morgan Stanley ABS Capital I Inc Trust 2004-NC7                                                                | CUSIP: 61744CFQ4<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-O            | CORP              | US        |     84994 | PA      | $90043.80     | 0.04%             | 2034-07-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                         | CCRR Parent Inc US Acquisition Facility                                                                        | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50692 | PA      | $17362.02     | 0.01%             | 2028-03-06      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                  | CenterPoint Energy Inc                                                                                         | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264165.25    | 0.12%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | PURCHASED USD / SOLD AUD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-102418.10   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7400000 | PA      | $6942491.30   | 3.28%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31418DGV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341037 | PA      | $299195.94    | 0.14%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                                                          | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104495 | PA      | $105137.47    | 0.05%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                    | Flutter Financing BV 2024 Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     86935 | PA      | $86826.06     | 0.04%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $69873.23     | 0.03%             | 2049-12-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BUND FUTURE JUN26                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -14 | NC      | $44684.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2575000 | PA      | $2537634.18   | 1.20%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $114234.84    | 0.05%             | 2045-05-07      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                                                  | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    440000 | PA      | $452152.80    | 0.21%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                            | Cloudera Inc 2021 Term Loan                                                                                    | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |     99481 | PA      | $89906.02     | 0.04%             | 2028-10-08      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE (CBT) JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       221 | NC      | $-379261.24   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                                                   | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    215000 | PA      | $207999.60    | 0.10%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348992 | PA      | $340524.88    | 0.16%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                               | Renaissance Holding Corp 2024 1st Lien Term Loan                                                               | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     83549 | PA      | $57082.11     | 0.03%             | 2030-04-05      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                        | Gloves Buyer Inc 2025 Term Loan                                                                                | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |     99500 | PA      | $99613.93     | 0.05%             | 2032-05-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                                                          | CUSIP: 3128LXTX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15508 | PA      | $16512.23     | 0.01%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                    | Sartorius Finance BV                                                                                           | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121130.04    | 0.06%             | 2032-09-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                                                | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $700153.89    | 0.33%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                                                         | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    385000 | PA      | $378127.75    | 0.18%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                  | Energizer Holdings Inc                                                                                         | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    121000 | PA      | $115751.02    | 0.05%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                              | Morgan Stanley ABS Capital I Inc Trust 2005-HE3                                                                | CUSIP: 61744CSK3<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |    946400 | PA      | $932374.62    | 0.44%             | 2035-07-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                             | City Football Group Limited 2024 Term Loan                                                                     | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |     99494 | PA      | $99493.66     | 0.05%             | 2030-07-22      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                | New South Wales Treasury Corp                                                                                  | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    685000 | PA      | $456489.13    | 0.22%             | 2037-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31418AWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403470 | PA      | $388752.48    | 0.18%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                          | AA Bond Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $132063.48    | 0.06%             | 2032-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                                                            | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    688000 | PA      | $683538.75    | 0.32%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                                 | Aurizon Network Pty Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |    310000 | PA      | $196625.59    | 0.09%             | 2030-09-02      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                                                            | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140392.00    | 0.07%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer US Finance II LLC                                                                                        | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $198615.00    | 0.09%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                                  | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                       | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    114278 | PA      | $114527.93    | 0.05%             | 2030-09-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178818 | PA      | $170617.35    | 0.08%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                 | Turkiye Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  19462800 | PA      | $427533.55    | 0.20%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9300000 | PA      | $8470649.25   | 4.00%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                          | HarborView Mortgage Loan Trust 2007-7                                                                          | CUSIP: 411640AB1<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |   1042675 | PA      | $990722.50    | 0.47%             | 2037-10-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | Voyager Parent LLC                                                                                             | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    101000 | PA      | $107651.86    | 0.05%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                        | Arches Buyer Inc 2021 Term Loan B                                                                              | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    150082 | PA      | $150100.63    | 0.07%             | 2027-12-06      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                                                     | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2796612.00   | 1.32%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-5                                                                                  | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |   2235000 | PA      | $2388723.97   | 1.13%             | 2073-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                                      | The Action Environmental Group Inc 2023 Term Loan B                                                            | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |     10687 | PA      | $10694.90     | 0.01%             | 2030-10-24      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                                                             | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $687907.50    | 0.33%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                         | Mid-State Trust XI                                                                                             | CUSIP: 59549WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50760 | PA      | $50797.99     | 0.02%             | 2038-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                                | PRIMO BRANDS CORPORATION 2026 TERM LOAN B                                                                      | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     46255 | PA      | $46599.60     | 0.02%             | 2031-03-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                                                   | Virgin Media O2 Vendor Financing Notes VI DAC                                                                  | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |     47000 | PA      | $42331.02     | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                    | ACE Securities Corp Home Equity Loan Trust Series 2005-HE2                                                     | CUSIP: 004421MG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419693 | PA      | $417204.15    | 0.20%             | 2035-04-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| PFP III                                                                 | PFP 2026-13 Ltd                                                                                                | CUSIP: 716966AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $430971.06    | 0.20%             | 2043-08-18      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                             | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     69818 | PA      | $61701.83     | 0.03%             | 2029-03-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                                          | GOGO Intermediate Holdings LLC Term Loan B                                                                     | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |     73147 | PA      | $65752.91     | 0.03%             | 2028-04-30      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                     | Peer Holding III BV 2025 USD Term Loan B5B                                                                     | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     94798 | PA      | $95177.21     | 0.04%             | 2031-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                                                          | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |     85000 | PA      | $83300.00     | 0.04%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                          | Structured Adjustable Rate Mortgage Loan Trust                                                                 | CUSIP: 863579DE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386942 | PA      | $376932.24    | 0.18%             | 2034-10-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 3140XRR64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519405 | PA      | $502251.26    | 0.24%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                        | Kilroy Realty LP                                                                                               | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    221000 | PA      | $214073.86    | 0.10%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                                                        | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $38544.87     | 0.02%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31410G2R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28585 | PA      | $29237.98     | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                                        | Smiths Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $113665.62    | 0.05%             | 2033-11-13      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                    | LXP Industrial Trust                                                                                           | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |    105000 | PA      | $109773.30    | 0.05%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                    | Las Vegas Sands Corp                                                                                           | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345452.00    | 0.16%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                   | Caesars Entertainment Inc                                                                                      | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    113000 | PA      | $110074.43    | 0.05%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                                           | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117949.00    | 0.06%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                                                     | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2575000 | PA      | $2326154.58   | 1.10%             | 2056-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                            | MH Sub I LLC 2023 Term Loan                                                                                    | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     46336 | PA      | $42813.17     | 0.02%             | 2028-05-03      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31385QV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       359 | PA      | $359.56       | 0.00%             | 2027-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                                                            | CUSIP: 91282CQL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3945000 | PA      | $3934906.36   | 1.86%             | 2028-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                                                                                 | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    895000 | PA      | $892082.30    | 0.42%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                | United Natural Foods Inc 2024 Term Loan                                                                        | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    178086 | PA      | $179376.98    | 0.08%             | 2031-05-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36225DCE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5149 | PA      | $5230.33      | 0.00%             | 2034-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA GRUPO S                                                | Nortegas Energia Grupo SL                                                                                      | CUSIP: 000000000<br>LEI: 959800BV22XY8K22ZD24 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $114996.54    | 0.05%             | 2033-01-21      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | Ecopetrol SA                                                                                                   | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    190000 | PA      | $204099.90    | 0.10%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                    | Maple Parent Holdings Corp                                                                                     | CUSIP: 000000000<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117847.34    | 0.06%             | 2035-03-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                      | Alcon Finance Corp                                                                                             | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447619.50    | 0.21%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                 | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                                                             | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     44969 | PA      | $45228.03     | 0.02%             | 2028-05-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                     | LSF12 Crown US Commercial Bidco LLC 2026 Term Loan B                                                           | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     91034 | PA      | $91659.86     | 0.04%             | 2031-12-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                   | Charter Communications Operating LLC 2024 Term Loan B5                                                         | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    884953 | PA      | $885462.23    | 0.42%             | 2031-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BUXL 30Y BND JUN26                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $4012.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OEG Borrower LLC                                                        | OEG Borrower LLC 2024 Term Loan B                                                                              | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              |  | US        |     99495 | PA      | $100241.15    | 0.05%             | 2031-06-30      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing US LLC                                   | Allwyn Entertainment Financing US LLC 2025 1st Lien Term Loan B                                                | CUSIP: 02008EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $99047.00     | 0.05%             | 2032-11-24      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                      | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    645000 | PA      | $639685.20    | 0.30%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | BDL37UY43 METRO WEST                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -8154000 | NC      | $-3015.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                | Baylor Scott & White Holdings                                                                                  | CUSIP: 072863AE3<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1510492.50   | 0.71%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ACP Tara Holdings Inc                                                   | ACP Tara Holdings Inc 2025 Term Loan B                                                                         | CUSIP: 00110HAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100400.00    | 0.05%             | 2032-12-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                  | Residential Asset Securitization Trust 2004-IP2                                                                | CUSIP: 45660LAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9317 | PA      | $8575.46      | 0.00%             | 2034-12-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                                            | Lavender Dutch BorrowerCo BV USD Term Loan                                                                     | CUSIP: 51944RAB8<br>LEI: 254900WC9QQXLKNE2931 | Long             | LON              | CORP              | US        |     99750 | PA      | $99345.02     | 0.05%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                            | Peraton Corp Term Loan B                                                                                       | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     51082 | PA      | $43793.82     | 0.02%             | 2028-02-01      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                                     | Planview Parent Inc 2024 1st Lien Term Loan                                                                    | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |     75797 | PA      | $58577.24     | 0.03%             | 2027-12-17      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                  | Volkswagen International Finance NV                                                                            | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $262038.42    | 0.12%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ModivCare Buyer LLC                                                     | ModivCare Buyer LLC Takeback Term Loan                                                                         | CUSIP: 000000000<br>LEI: 254900MKEPTFAS1J2168 | Long             | LON              | CORP              | US        |    143827 | PA      | $130043.18    | 0.06%             | 2032-12-30      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                                                             | CUSIP: 3137APLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281959 | PA      | $28537.49     | 0.01%             | 2042-04-15      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                    | Michaels Cos Inc/The                                                                                           | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14826.00     | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                                                | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430576.20    | 0.20%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-2436.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                          | 1261229 BC Ltd                                                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    304000 | PA      | $314263.04    | 0.15%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                           | EchoStar Corp                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    201000 | PA      | $218157.36    | 0.10%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing Contract                                   | Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1                                  | CUSIP: 22540ABC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16441 | PA      | $16488.95     | 0.01%             | 2028-02-25      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company LLC                                | Pediatric Associates Holding Company LLC 2021 Term Loan B                                                      | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25584 | PA      | $25384.85     | 0.01%             | 2028-12-29      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                 | Dell International LLC / EMC Corp                                                                              | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    470000 | PA      | $472876.40    | 0.22%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                    | Flutter Treasury DAC                                                                                           | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    190000 | PA      | $226744.19    | 0.11%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                            | BAMLL Commercial Mortgage Securities Trust 2018-PARK                                                           | CUSIP: 05491YAA8<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |   1095000 | PA      | $1073112.81   | 0.51%             | 2038-08-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc 2024 Term Loan A3                                                                    | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    565051 | PA      | $557281.82    | 0.26%             | 2029-03-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                    | Alpha Generation LLC Term Loan B                                                                               | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |     59179 | PA      | $59251.63     | 0.03%             | 2031-09-30      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                                                            | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380566.20    | 0.18%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust 2025-HE7                                                                                           | CUSIP: 31684RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667648 | PA      | $662601.17    | 0.31%             | 2055-11-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                             | Paychex Inc                                                                                                    | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105947.10    | 0.05%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc 2025 Term Loan M                                                                                 | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     38171 | PA      | $38279.22     | 0.02%             | 2032-08-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                                               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    460000 | PA      | $329479.60    | 0.16%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                       | Newell Brands Inc                                                                                              | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38190.00     | 0.02%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                          | Salesforce Inc                                                                                                 | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209489.70    | 0.10%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31410LAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38677 | PA      | $39561.35     | 0.02%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc. (The)                                          | Michaels Companies Inc (The) 2026 Term Loan B                                                                  | CUSIP: 59408UAE7<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     50000 | PA      | $49567.75     | 0.02%             | 2033-03-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                     | Medline Borrower LP                                                                                            | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179866.25    | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $555334.00    | 0.26%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                    | Heartland Dental LLC 2025 Term Loan                                                                            | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     39752 | PA      | $39831.51     | 0.02%             | 2032-08-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36179UVX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32739 | PA      | $29701.11     | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-2                                                                                  | CUSIP: 784442AD7<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $199780.83    | 0.09%             | 2083-01-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2021-R3                                                                                              | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1234271 | PA      | $1151025.26   | 0.54%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                   | CWABS Asset-Backed Certificates Trust 2005-7                                                                   | CUSIP: 1266732L5<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |   1168557 | PA      | $1163415.45   | 0.55%             | 2035-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                                 | Severn Trent Utilities Finance PLC                                                                             | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $199153.09    | 0.09%             | 2037-08-04      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AMPRION GMBH                                                            | Amprion GmbH                                                                                                   | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115602.15    | 0.05%             | 2046-01-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                       | Eaton Capital ULC                                                                                              | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    105000 | PA      | $121634.88    | 0.06%             | 2034-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                   | Dave & Buster's Inc 2024 1st Lien Term Loan B                                                                  | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     51326 | PA      | $44621.86     | 0.02%             | 2031-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| MODIVCARE                                                               | MODIVCARE                                                                                                      | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     30082 | NS      | $195533.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                | SMBC Aviation Capital Finance DAC                                                                              | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    110000 | PA      | $110997.70    | 0.05%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                          | Dyno Nobel Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |     80000 | PA      | $55213.84     | 0.03%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                        | IndyMac INDX Mortgage Loan Trust 2004-AR7                                                                      | CUSIP: 45660NT96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5517 | PA      | $4832.60      | 0.00%             | 2034-09-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                 | Zayo Group Holdings Inc 2025 USD Term Loan                                                                     | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     99437 | PA      | $99339.91     | 0.05%             | 2030-03-11      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                   | Global Switch Finance BV                                                                                       | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    925000 | PA      | $1005115.94   | 0.47%             | 2030-10-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5150 | PA      | $5043.28      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                                               | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     59000 | PA      | $21365.67     | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                              | U.K. Gilts                                                                                                     | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   1070000 | PA      | $1454007.48   | 0.69%             | 2028-03-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                        | ITT Holdings LLC 2026 Term Loan B                                                                              | CUSIP: 45070BAL9<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |     99499 | PA      | $99772.36     | 0.05%             | 2030-10-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                                | Bear Stearns ALT-A Trust 2004-12                                                                               | CUSIP: 07386HNU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2715 | PA      | $2716.36      | 0.00%             | 2035-01-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Surf Holdings LLC                                                       | Surf Holdings LLC 2025 Incremental Term Loan                                                                   | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149209 | PA      | $144825.93    | 0.07%             | 2027-03-05      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                                                     | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2950000 | PA      | $2527259.10   | 1.19%             | 2056-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                               | Structured Asset Mortgage Investments II Trust 2005-AR8                                                        | CUSIP: 86359LRY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163082 | PA      | $140986.24    | 0.07%             | 2036-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                                                            | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176799.60    | 0.08%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                        | IndyMac INDX Mortgage Loan Trust 2004-AR8                                                                      | CUSIP: 45660N2J3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15861 | PA      | $14919.33     | 0.01%             | 2034-11-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                  | Cloud Software Group Inc                                                                                       | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102625.92    | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                                                 | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    365000 | PA      | $359397.25    | 0.17%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                     | Xerox Holdings Corp 2023 Non-CoOp Term Loan                                                                    | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    245421 | PA      | $174862.74    | 0.08%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| SECHE ENVIRONNEMENT SACA                                                | Seche Environnement SACA                                                                                       | CUSIP: 000000000<br>LEI: 969500R9ENNIN33POO20 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116318.07    | 0.05%             | 2031-01-09      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85273 | PA      | $84097.36     | 0.04%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc                                                  | Barracuda Networks Inc 2022 Term Loan                                                                          | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |     27933 | PA      | $19279.22     | 0.01%             | 2029-08-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                   | QXO Building Products Inc                                                                                      | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113319.90    | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                       | Citigroup Mortgage Loan Trust Inc                                                                              | CUSIP: 17307GNR5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |   1245249 | PA      | $1185322.59   | 0.56%             | 2035-02-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                 | Light & Wonder International Inc                                                                               | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115319.08    | 0.05%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc 2025 Term Loan K                                                                                 | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                                | Secretariat Advisors LLC 2025 Delayed Draw Term Loan                                                           | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6225 | PA      | $6131.40      | 0.00%             | 2032-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                          | FirstKey Homes 2021-SFR2 Trust                                                                                 | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $316147.39    | 0.15%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411500 | PA      | $398361.17    | 0.19%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                                                       | CUSIP: 20754LAA7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     83311 | PA      | $83283.12     | 0.04%             | 2041-12-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                                                          | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    240000 | PA      | $243273.60    | 0.11%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31385HUQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       242 | PA      | $258.14       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenaska Westmoreland Management LLC                                     | Tenaska Westmoreland Management LLC Term Loan B                                                                | CUSIP: 88032VAB4<br>LEI: 549300CB8VIHF2XGYM96 | Long             | LON              | CORP              | US        |    150000 | PA      | $150562.50    | 0.07%             | 2033-02-18      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                              | KUEHG Corp 2025 Term Loan                                                                                      | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |      8541 | PA      | $7983.36      | 0.00%             | 2030-06-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                                                           | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    510000 | PA      | $466043.10    | 0.22%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                 | Great Canadian Gaming Corp/Raptor LLC                                                                          | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     75000 | PA      | $73179.00     | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    470670 | PA      | $478997.71    | 0.23%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                 | VZ Secured Financing BV                                                                                        | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    208000 | PA      | $183052.48    | 0.09%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA                                                                                               | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      4133 | PA      | $4222.27      | 0.00%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE (CBT) JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        48 | NC      | $-87330.14    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| C+S WHOLESALE GROCERS INC                                               | C&S Wholesale Grocers Inc Term Loan B                                                                          | CUSIP: 12676AAB1<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |     80093 | PA      | $78190.99     | 0.04%             | 2030-09-20      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| MASTR Seasoned Securitization Trust                                     | MASTR Seasoned Securitization Trust 2004-1                                                                     | CUSIP: 55265WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3047 | PA      | $3009.54      | 0.00%             | 2032-10-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                          | Blackhawk Network Holdings Inc 2026 Term Loan B                                                                | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     47309 | PA      | $46945.60     | 0.02%             | 2029-03-12      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5547 | PA      | $5432.55      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                         | Ardagh Group SA                                                                                                | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $27005.70     | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                                | Trans-Allegheny Interstate Line Co                                                                             | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $131976.00    | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                                       | Great Canadian Gaming Corporation 2024 Term Loan B                                                             | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    150000 | PA      | $146625.00    | 0.07%             | 2029-11-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514938 | PA      | $448709.65    | 0.21%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                                       | Amspec Parent LLC 2025 Term Loan                                                                               | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    112382 | PA      | $112487.57    | 0.05%             | 2031-12-22      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                               | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1815473 | PA      | $1677439.15   | 0.79%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                     | Worldline SA/France                                                                                            | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     18354 | PA      | $21989.27     | 0.01%             | 2026-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4877498 | PA      | $4722214.47   | 2.23%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                | Perrigo Finance Unlimited Co                                                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    119000 | PA      | $112172.97    | 0.05%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                                                          | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    550000 | PA      | $567908.00    | 0.27%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                  | CHL Mortgage Pass-Through Trust 2004-14                                                                        | CUSIP: 12669FT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35880 | PA      | $34112.26     | 0.02%             | 2034-08-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Showtime Acquisition LLC                                                | Showtime Acquisition LLC 2024 1st Lien Term Loan                                                               | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |     63822 | PA      | $63449.53     | 0.03%             | 2031-08-16      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                 | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18689.92     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                                               | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1819879.80   | 0.86%             | 2028-06-02      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                                                            | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4499296.88   | 2.13%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                               | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1678446 | PA      | $1351596.35   | 0.64%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                                 | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                                                     | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $259329.00    | 0.12%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PMI (Us) Bidco, Inc                                                     | PMI (Us) Bidco, Inc Delayed Draw Term Loan                                                                     | CUSIP: 56017PAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20690 | PA      | $20844.83     | 0.01%             | 2033-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                | RHP Hotel Properties LP / RHP Finance Corp                                                                     | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    110000 | PA      | $112558.60    | 0.05%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                                                     | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292734.00    | 0.14%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    292158 | PA      | $256387.74    | 0.12%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                  | Acrisure LLC / Acrisure Finance Inc                                                                            | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20076.80     | 0.01%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-7                                                                                  | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $185900.32    | 0.09%             | 2083-07-26      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                           | FirstCash Inc                                                                                                  | CUSIP: 33767DAF2<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19973.80     | 0.01%             | 2034-05-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31404R3R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37520 | PA      | $37889.77     | 0.02%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                         | CCRR Parent Inc Term Loan B                                                                                    | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17978 | PA      | $6277.76      | 0.00%             | 2028-03-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                              | AMSR TRUST AMSR_25-SFR1                                                                                        | CUSIP: 00182MAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $478165.17    | 0.23%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                                               | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147892 | PA      | $116835.07    | 0.06%             | 2030-10-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                | BCPE Empire Holdings Inc 2026 10th Amendment Term Loan                                                         | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     46246 | PA      | $46260.60     | 0.02%             | 2032-12-29      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                  | Sumisho Air Lease Corp                                                                                         | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201912.70    | 0.10%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31404CF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5033 | PA      | $5047.01      | 0.00%             | 2034-03-01      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                     | AUST 3YR BOND FUT JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -6 | NC      | $2186.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VONOVIA SE                                                              | Vonovia SE                                                                                                     | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    180000 | PA      | $122039.76    | 0.06%             | 2035-09-03      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                  | Alliant Energy Finance LLC                                                                                     | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162762.25    | 0.08%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                                                            | CUSIP: 91282CQK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    920000 | PA      | $913926.56    | 0.43%             | 2031-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                                                  | SLC Student Loan Trust 2008-1                                                                                  | CUSIP: 78444LAD5<br>LEI: 5493007QNQ56NU0MGE13 | Long             | ABS-O            | CORP              | US        |     71761 | PA      | $72031.85     | 0.03%             | 2032-12-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                        | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3                                                 | CUSIP: 59024VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107478 | PA      | $107687.63    | 0.05%             | 2037-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                            | VT Topco Inc                                                                                                   | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    136000 | PA      | $139303.44    | 0.07%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                                                          | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359572.50    | 0.17%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                                               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143507.95    | 0.07%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                            | MKT 2020-525M Mortgage Trust                                                                                   | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $470620.38    | 0.22%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc                                                          | DTI Holdco Inc 2025 Term Loan B                                                                                | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |    115646 | PA      | $105285.96    | 0.05%             | 2029-04-26      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                                | Secretariat Advisors LLC 2025 Term Loan B                                                                      | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51149 | PA      | $50381.73     | 0.02%             | 2032-02-28      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                    | Wrangler Holdco Corp                                                                                           | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $340434.60    | 0.16%             | 2032-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Heritage Environmental Services, Inc.                                   | HERITAGE ENVIRONMENTAL SER INC 2026 TERM LOAN B                                                                | CUSIP: 03970GAC8<br>LEI: 549300E3IIHNPMXFHC03 | Long             | LON              | CORP              | US        |     59276 | PA      | $59572.30     | 0.03%             | 2033-04-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585677 | PA      | $552285.08    | 0.26%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIP V Waste Holdings LLC                                                | MIP V Waste Holdings LLC 2025 Term Loan B                                                                      | CUSIP: 55316XAE0<br>LEI: 254900RELOGHR3ZGIQ56 | Long             | LON              | CORP              | US        |    149248 | PA      | $150087.64    | 0.07%             | 2032-08-20      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                      | Element Materials Technology Group US Holdings Inc 2022 USD Term Loan                                          | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    155203 | PA      | $156271.08    | 0.07%             | 2029-07-06      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31390TVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       624 | PA      | $665.22       | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                                         | South Field LLC 2025 1st Lien Term Loan B                                                                      | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     24485 | PA      | $24622.88     | 0.01%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                      | Nouryon Finance BV 2024 USD Term Loan B2                                                                       | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     99496 | PA      | $99092.27     | 0.05%             | 2028-04-03      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                                                 | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147862.50    | 0.07%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upfield B.V.                                                            | Upfield BV 2026 USD Term Loan B15                                                                              | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | LON              | CORP              | NL        |     99749 | PA      | $98302.38     | 0.05%             | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                            | NiSource Inc                                                                                                   | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250282.50    | 0.12%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                                                    | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106055.30    | 0.05%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WatchGuard Technologies Inc                                             | WatchGuard Technologies Inc Term Loan                                                                          | CUSIP: 94110LAB9<br>LEI: 549300H8HK7HR0EWNZ91 | Long             | LON              | CORP              | US        |     99485 | PA      | $92147.56     | 0.04%             | 2029-07-02      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                               | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    614977 | PA      | $595340.67    | 0.28%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                                                  | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    225000 | PA      | $224597.25    | 0.11%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lernen Bidco Limited                                                    | Lernen Bidco Limited 2025 USD Term Loan B3                                                                     | CUSIP: 000000000<br>LEI: 894500YKKF2CXAP6DR25 | Long             | LON              | CORP              | US        |     99501 | PA      | $97510.61     | 0.05%             | 2031-10-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                                              | CUSIP: 31396WVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20119 | PA      | $20036.04     | 0.01%             | 2037-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                     | Banc of America Funding 2003-2 Trust                                                                           | CUSIP: 05946XCR2<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |      2986 | PA      | $3042.37      | 0.00%             | 2032-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                        | Vista Point Securitization Trust Series 2024-CES2                                                              | CUSIP: 92841YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $643802.62    | 0.30%             | 2054-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    667124 | PA      | $649604.57    | 0.31%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                            | State Street Institutional U.S. Government Money Market Fund                                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    985358 | NS      | $985357.71    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                                                             | Rollins Inc                                                                                                    | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199992.00    | 0.09%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                          | Amazon.com Inc                                                                                                 | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    165000 | PA      | $192161.08    | 0.09%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                               | IQVIA Inc                                                                                                      | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483963.25    | 0.23%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                | Long: SDL34JZ57 IRS GBP R F  3.93300 BDL34JZ65 CCPOIS / Short: SDL34JZ57 IRS GBP P V 12MSONIA BDL34JZ73 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7265000 | OU      | $-68393.26    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chrysaor Bidco Sarl                                                     | Chrysaor Bidco Sarl 2025 USD Term Loan B                                                                       | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |     99501 | PA      | $100123.00    | 0.05%             | 2031-10-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                  | Romania Government International Bonds                                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    562000 | PA      | $568429.28    | 0.27%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                                                             | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $202101.10    | 0.10%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393458 | PA      | $385315.21    | 0.18%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                        | GVC Holdings (Gibraltar) Limited 2025 Term Loan B6 (2029)                                                      | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |     29531 | PA      | $29607.20     | 0.01%             | 2029-10-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                                                             | CUSIP: 31397W5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290777 | PA      | $20130.37     | 0.01%             | 2038-06-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Pacific Bells LLC                                                       | Pacific Bells LLC 2024 Repriced Term Loan B                                                                    | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |     99500 | PA      | $100246.25    | 0.05%             | 2028-11-13      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                 | Central Garden & Pet Co                                                                                        | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    248000 | PA      | $233474.64    | 0.11%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354170 | PA      | $346819.56    | 0.16%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                       | Terex Corporation 2025 Term Loan                                                                               | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |     99499 | PA      | $100151.95    | 0.05%             | 2031-10-08      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                         | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                      | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    142578 | PA      | $143051.10    | 0.07%             | 2028-12-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | PURCHASED EUR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $142.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                  | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    150000 | PA      | $140734.50    | 0.07%             | 2031-03-31      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                                   | Priority Holdings LLC 2025 Term Loan B                                                                         | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $145987.50    | 0.07%             | 2032-08-02      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                        | QuidelOrtho Corp Term Loan                                                                                     | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     14490 | PA      | $14091.76     | 0.01%             | 2032-08-20      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2531 | PA      | $2555.68      | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                | Host Hotels & Resorts LP                                                                                       | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    358000 | PA      | $340995.00    | 0.16%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215407 | PA      | $211412.66    | 0.10%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                 | Colombia Government International Bonds                                                                        | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $211246.00    | 0.10%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust                                                 | CUSIP: 92922F4P0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229479 | PA      | $226000.48    | 0.11%             | 2045-10-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                        | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $668274.10    | 0.32%             | 2041-10-25      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                                               | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    395000 | PA      | $403840.10    | 0.19%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                                           | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354168.00    | 0.17%             | 2028-12-20      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                          | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                                               | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    442249 | PA      | $444504.46    | 0.21%             | 2030-06-24      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                                                   | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $37322.60     | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31402RQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16625 | PA      | $17329.62     | 0.01%             | 2033-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc 2023 Term Loan J                                                                                 | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     58485 | PA      | $58638.03     | 0.03%             | 2031-02-28      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PMI US BIDCO INC                                                        | PMI (Us) Bidco Inc Term Loan B                                                                                 | CUSIP: 56017PAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129310 | PA      | $130280.17    | 0.06%             | 2033-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                                                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172602.00    | 0.08%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                                                              | CUSIP: 36241LDP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    228083 | PA      | $226597.56    | 0.11%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2850000 | PA      | $2742475.20   | 1.30%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                                                      | Elmwood CLO IV Ltd                                                                                             | CUSIP: 29002GAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550349.80    | 0.26%             | 2037-04-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                                                     | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    825000 | PA      | $830832.75    | 0.39%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    217272 | PA      | $207307.73    | 0.10%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                               | Structured Asset Mortgage Investments II Trust 2005-AR1                                                        | CUSIP: 86359LGS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174059 | PA      | $171165.83    | 0.08%             | 2035-04-19      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                              | OPAL BIDCO                                                                                                     | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    112000 | PA      | $114376.64    | 0.05%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                             | Kedrion SpA                                                                                                    | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    188000 | PA      | $184499.44    | 0.09%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                                           | DailyPay Securitization Trust 2025-1                                                                           | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $375906.56    | 0.18%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 3140X5SG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    690727 | PA      | $638210.18    | 0.30%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust 2025-HE8                                                                                           | CUSIP: 30191WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660984 | PA      | $656913.60    | 0.31%             | 2055-11-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                                                   | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15396.45     | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                          | Salesforce Inc                                                                                                 | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104736.45    | 0.05%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Products, INC.                               | RAMP Series 2003-SL1 Trust                                                                                     | CUSIP: 760985E72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15196 | PA      | $5264.11      | 0.00%             | 2031-04-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                 | PUG LLC 2024 Extended Term Loan B                                                                              | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     94067 | PA      | $93455.75     | 0.04%             | 2030-03-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                                         | DC Office Trust 2019-MTC                                                                                       | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $690538.50    | 0.33%             | 2045-09-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                             | DBC 2025-DBC Mortgage Trust                                                                                    | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $576165.99    | 0.27%             | 2042-11-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                               | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1264131 | PA      | $1191261.79   | 0.56%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                                        | Red Ventures LLC 2024 Term Loan B                                                                              | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |     47297 | PA      | $42437.17     | 0.02%             | 2030-03-04      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                                                       | Robert Bosch GmbH                                                                                              | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $114037.67    | 0.05%             | 2043-06-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| South Field LLC                                                         | South Field LLC 2025 1st Lien Term Loan C                                                                      | CUSIP: 83783XAF3<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |      1531 | PA      | $1539.79      | 0.00%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                                              | CUSIP: 31397LXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295812 | PA      | $22151.61     | 0.01%             | 2036-11-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                                                     | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427282.40    | 0.20%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-102980.22   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                | SMBC Aviation Capital Finance DAC                                                                              | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    165000 | PA      | $167407.35    | 0.08%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                                                            | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6059000 | PA      | $5834154.33   | 2.76%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BOBL FUTURE JUN26                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -18 | NC      | $31633.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corporation                                                   | Open Text Corporation 2023 Term Loan B                                                                         | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |         0 | PA      | $0.00         | 0.00%             | 2030-01-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                                                    | Quartz Acquireco LLC 2025 Term Loan B                                                                          | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    262726 | PA      | $219541.76    | 0.10%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                              | GC Ferry Acquisition I Inc Term Loan                                                                           | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    102286 | PA      | $102172.63    | 0.05%             | 2032-08-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings Inc                                                   | DK Crown Holdings Inc 2025 Term Loan B                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129070 | PA      | $129428.47    | 0.06%             | 2032-03-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation                      | HDI Aerospace Intermediate Holding III Corporation Term Loan B                                                 | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |    129197 | PA      | $129950.70    | 0.06%             | 2032-02-11      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust 2026-FL1                                                                                           | CUSIP: 31684XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410253 | PA      | $411548.50    | 0.19%             | 2056-03-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                         | Ardagh Group SA                                                                                                | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10620.00     | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                 | UKG Inc                                                                                                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38950.00     | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR ULTRA FUT JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        30 | NC      | $-89802.21    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                | JH North America Holdings Inc                                                                                  | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    223000 | PA      | $223744.82    | 0.11%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                                              | CUSIP: 313921MN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37350 | PA      | $38701.64     | 0.02%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                               | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    440794 | PA      | $443367.76    | 0.21%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                               | IQVIA Inc 2025 Incremental Term Loan B5                                                                        | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    118027 | PA      | $119097.37    | 0.06%             | 2031-01-02      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                                                 | Rivers Enterprise Borrower LLC                                                                                 | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $212826.79    | 0.10%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG                                          | CREDIT SUISSE FIRST BOSTON MTG                                                                                 | CUSIP: 22540AFG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8372 | PA      | $8356.74      | 0.00%             | 2028-09-25      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                                    | Celsius Holdings Inc 2025 Term Loan B                                                                          | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34085 | PA      | $34301.52     | 0.02%             | 2032-04-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | Voyager Parent LLC Repriced Term Loan B                                                                        | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    162068 | PA      | $162322.94    | 0.08%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                     | Alliant Energy Corp                                                                                            | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137575.20    | 0.07%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                | Queensland Treasury Corp                                                                                       | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    410000 | PA      | $279995.54    | 0.13%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-6                                                                                  | CUSIP: 78445CAE2<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $192941.57    | 0.09%             | 2083-07-26      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC 2025 FLFO Term Loan                                                                            | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    246778 | PA      | $246582.11    | 0.12%             | 2029-01-24      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                    | Kelso Industries LLC Term Loan                                                                                 | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85578 | PA      | $85577.55     | 0.04%             | 2029-12-30      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                          | Open Text Corp                                                                                                 | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $388816.00    | 0.18%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                         | Credit-Based Asset Servicing and Securitization LLC                                                            | CUSIP: 12498NAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293970 | PA      | $240128.81    | 0.11%             | 2036-12-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                                                    | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63342.40     | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP / Ferrellgas Finance Corp                                                                        | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $101369.84    | 0.05%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                                                          | CUSIP: 31292LGW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380100 | PA      | $358554.00    | 0.17%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                     | Homeward Opportunities Fund Trust 2025-RRTL2                                                                   | CUSIP: 437923AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $642311.17    | 0.30%             | 2040-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                                           | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83835.50     | 0.04%             | 2028-02-04      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |    714000 | PA      | $716263.38    | 0.34%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                     | Banc of America Funding 2014-R6 Trust                                                                          | CUSIP: 05969KAZ6<br>LEI: 549300R28UJ0IF8WGK39 | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1510355.65   | 0.71%             | 2036-07-26      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                                                    | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    136000 | PA      | $131845.20    | 0.06%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                | New South Wales Treasury Corp                                                                                  | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    255000 | PA      | $175522.31    | 0.08%             | 2038-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                                                   | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     24000 | PA      | $21505.68     | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                | Virgin Media Secured Finance PLC                                                                               | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    193000 | PA      | $186611.70    | 0.09%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                                   | MASTR Adjustable Rate Mortgages Trust 2003-6                                                                   | CUSIP: 576433GH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19147 | PA      | $18806.60     | 0.01%             | 2034-01-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    914807 | PA      | $772289.63    | 0.36%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                                                    | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18574.60     | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                            | Wyndham Hotels & Resorts Inc 2024 Term Loan                                                                    | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |     99494 | PA      | $100239.88    | 0.05%             | 2030-05-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing Contract                                   | Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1                                  | CUSIP: 22540ABD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4377 | PA      | $4390.49      | 0.00%             | 2028-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                                              | CUSIP: 3136B1Q80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1814 | PA      | $1775.07      | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31371KCK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       229 | PA      | $244.47       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    988407 | PA      | $795931.49    | 0.38%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                 | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    111000 | PA      | $114625.26    | 0.05%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | Altice Financing SA                                                                                            | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    148000 | PA      | $114885.00    | 0.05%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                    | Appalachian Power Co                                                                                           | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    410000 | PA      | $405301.40    | 0.19%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc Term Loan A1                                                                         | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    279976 | PA      | $277525.87    | 0.13%             | 2027-08-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| EdgeConneX Data Centers Issuer, LLC                                     | Edgeconnex Data Centers Issuer LLC                                                                             | CUSIP: 28000XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433612 | PA      | $422641.32    | 0.20%             | 2052-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                            | Entergy Corp                                                                                                   | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74767.50     | 0.04%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Products, INC.                               | RAMP Series 2004-SL1 Trust                                                                                     | CUSIP: 760985W80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4251 | PA      | $3687.08      | 0.00%             | 2031-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                             | Ziggo Financing Partnership 2025 Term Loan B                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118685 | PA      | $117884.33    | 0.06%             | 2033-01-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | Post Holdings Inc                                                                                              | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    343000 | PA      | $339350.48    | 0.16%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                             | HOLOGIC INC 2026 USD TERM LOAN B                                                                               | CUSIP: 43644ABL2<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |     83140 | PA      | $82777.06     | 0.04%             | 2033-04-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                                                            | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    360000 | PA      | $355032.00    | 0.17%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                                          | NCR Atleos LLC 2025 Term Loan B                                                                                | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |     97513 | PA      | $97604.01     | 0.05%             | 2029-04-16      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | Citibank NA                                                                                                    | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182953.80    | 0.09%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                                                            | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5552000 | PA      | $5435538.14   | 2.57%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                                                              | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    595000 | PA      | $595797.30    | 0.28%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                                                  | SLC Student Loan Trust 2004-1                                                                                  | CUSIP: 784423AH8<br>LEI: 25490083RPF52FIUZ551 | Long             | ABS-O            | CORP              | US        |     73166 | PA      | $64704.21     | 0.03%             | 2031-08-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                                                     | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101295.00    | 0.05%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                        | IndyMac INDX Mortgage Loan Trust 2007-AR11                                                                     | CUSIP: 45669FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381908 | PA      | $347464.62    | 0.16%             | 2037-06-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31402QYC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       353 | PA      | $374.62       | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                                | Boxer Parent Company Inc 2025 USD Term Loan B                                                                  | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     99497 | PA      | $92387.39     | 0.04%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                    | Amcor UK Finance PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $230056.46    | 0.11%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                 | New York Mortgage Trust 2005-3                                                                                 | CUSIP: 649603AG2<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |     83753 | PA      | $83752.01     | 0.04%             | 2036-02-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                              | Progress Residential 2024-SFR2 Trust                                                                           | CUSIP: 74290XAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $419307.62    | 0.20%             | 2041-04-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst                        | Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9                                            | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226224 | PA      | $214283.94    | 0.10%             | 2034-12-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                   | Playtika Holding Corp 2021 Term Loan B1                                                                        | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2028-03-13      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31407YQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2148 | PA      | $2179.74      | 0.00%             | 2035-12-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                   | GENMAB A/S/GENMAB FINANCE LLC                                                                                  | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    125000 | PA      | $128302.50    | 0.06%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                               | NYCT Trust 2024-3ELV                                                                                           | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $519155.73    | 0.25%             | 2029-08-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                                                          | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    339000 | PA      | $338827.11    | 0.16%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2414 | PA      | $2303.60      | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                    | Fannie Mae Trust 2003-W6                                                                                       | CUSIP: 31393BW43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4125923 | PA      | $43703.43     | 0.02%             | 2042-09-25      | Floating      | 0.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 3138EGGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120787 | PA      | $119804.19    | 0.06%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arterra Wines Canada Inc                                                | Arterra Wines Canada Inc 2020 Term Loan                                                                        | CUSIP: 000000000<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |     81346 | PA      | $79947.47     | 0.04%             | 2027-11-24      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                          | TeamSystem SpA                                                                                                 | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $110641.13    | 0.05%             | 2031-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2004-2                                                                                  | CUSIP: 78442GLB0<br>LEI: 549300Y3YMECZJOAL893 | Long             | ABS-O            | CORP              | US        |     63285 | PA      | $60461.58     | 0.03%             | 2039-07-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                   | NGL Energy Operating LLC / NGL Energy Finance Corp                                                             | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117268.01    | 0.06%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                                        | Fugue Finance BV 2026 USD Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |     83705 | PA      | $83558.17     | 0.04%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                                    | Pelican Products Inc 2021 Term Loan                                                                            | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |     71297 | PA      | $67659.57     | 0.03%             | 2028-12-29      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                        | Altria Group Inc                                                                                               | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403400.00    | 0.19%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                | FirstEnergy Transmission LLC                                                                                   | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    353000 | PA      | $339586.00    | 0.16%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                        | QuidelOrtho Corp Term Loan A                                                                                   | CUSIP: 74840YAF1<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     97023 | PA      | $92172.27     | 0.04%             | 2030-08-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                       | Hyatt Hotels Corp                                                                                              | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    520000 | PA      | $525127.20    | 0.25%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                                       | LEG Immobilien SE                                                                                              | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $189600.76    | 0.09%             | 2033-03-30      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                               | Cast and Crew Payroll LLC 2021 Incremental Term Loan                                                           | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     21147 | PA      | $9463.27      | 0.00%             | 2028-12-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                                                 | CUSIP: 64971X6S2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3000 | PA      | $3039.95      | 0.00%             | 2036-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                               | ALA Trust 2025-OANA                                                                                            | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $522894.94    | 0.25%             | 2040-06-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                               | CUSIP: 3132DS4G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2527910 | PA      | $2381800.46   | 1.13%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                     | Medline Borrower LP                                                                                            | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    346000 | PA      | $344508.74    | 0.16%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                       | Corp. Nacional del Cobre de Chile                                                                              | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $310908.00    | 0.15%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Aqueduct European CLO                                                   | Aqueduct European CLO 15 DAC                                                                                   | CUSIP: 000000000<br>LEI: 5493003KC0NH229IO424 | Long             | ABS-CBDO         | CORP              | IE        |    450000 | PA      | $529447.93    | 0.25%             | 2039-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                                             | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    347000 | PA      | $345924.30    | 0.16%             | 2066-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                  | Edgewell Personal Care Co                                                                                      | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    123000 | PA      | $117592.92    | 0.06%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                          | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    299000 | PA      | $288639.65    | 0.14%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                                     | WEC US Holdings Ltd 2024 Term Loan                                                                             | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    149619 | PA      | $150113.03    | 0.07%             | 2031-01-27      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                            | Voya CLO 2014-4 Ltd                                                                                            | CUSIP: 92914RBA9<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1655134.80   | 0.78%             | 2031-07-14      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31418AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7195 | PA      | $6934.64      | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                      | Murphy Oil USA Inc                                                                                             | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    123000 | PA      | $114984.09    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                                                | BCPE Empire Holdings Inc 2025 Term Loan B                                                                      | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     70304 | PA      | $70249.34     | 0.03%             | 2030-12-11      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                                              | CUSIP: 3136B1Z72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138642 | PA      | $124400.96    | 0.06%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                                                          | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     90000 | PA      | $87621.30     | 0.04%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                         | C-BASS 2007-CB5 Trust                                                                                          | CUSIP: 12464YAA7<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |     82824 | PA      | $49305.98     | 0.02%             | 2037-04-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                                 | Ausgrid Finance Pty Ltd                                                                                        | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $70160.58     | 0.03%             | 2035-12-10      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                       | BDL389C50 METRO WEST                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   4745000 | NC      | $24916.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                               | CUSIP: 3132DWGE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3309980 | PA      | $3118155.59   | 1.47%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-4                                                                                  | CUSIP: 78445AAE6<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $197316.93    | 0.09%             | 2073-04-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SONARSOURCE FINANCING LLC                                               | SonarSource Financing LLC Term Loan                                                                            | CUSIP: 83541WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16623 | PA      | $15210.08     | 0.01%             | 2030-12-19      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-SCHATZ FUT JUN26                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -14 | NC      | $6681.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SA                                                      | Cellnex Telecom SA                                                                                             | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $105434.82    | 0.05%             | 2031-11-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Woodward Capital Management                                             | RCKT Mortgage Trust 2025-CES11                                                                                 | CUSIP: 749423AD1<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $526329.59    | 0.25%             | 2055-11-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                        | EOC Borrower LLC Term Loan A                                                                                   | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13547 | PA      | $13580.56     | 0.01%             | 2028-03-24      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                               | ACREC 2026-FL4 LLC                                                                                             | CUSIP: 004970AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $380759.20    | 0.18%             | 2043-01-18      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Oregon Tool, Inc.                                                       | Oregon Tool Inc 2025 1st Lien Term Loan                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |         0 | PA      | $0.00         | 0.00%             | 2029-10-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| BW Gas & Convenience Holdings LLC                                       | BW Gas & Convenience Holdings LLC 2021 Term Loan B                                                             | CUSIP: 05604YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99478 | PA      | $99643.43     | 0.05%             | 2028-03-31      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                               | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     36000 | PA      | $39259.08     | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                                                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    582000 | PA      | $523439.16    | 0.25%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Balcan Innovations Inc                                                  | Balcan Innovations Inc Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 549300C2CLNRVCUDIH93 | Long             | LON              | CORP              | CA        |     44266 | PA      | $29768.56     | 0.01%             | 2031-10-18      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUNDING CORP.                                      | Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2005-2                                             | CUSIP: 16678RDK0<br>LEI: 549300QD5ZVFK417DY24 | Long             | ABS-MBS          | CORP              | US        |     20587 | PA      | $20026.18     | 0.01%             | 2036-05-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2020-2 Ltd                                                                             | CUSIP: 05683EBJ0<br>LEI: 254900JJEDONFKODOF95 | Long             | ABS-CBDO         | CORP              | KY        |    425000 | PA      | $423237.10    | 0.20%             | 2034-07-19      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                                                             | CUSIP: 3133TLMU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4747 | PA      | $4834.37      | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                                                   | TCW Central Cash Fund                                                                                          | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |  21558125 | NS      | $21558124.66  | 10.19%            |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                                                          | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $201058.00    | 0.10%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                                              | CUSIP: 3136B3SX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48192 | PA      | $47741.65     | 0.02%             | 2047-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                   | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98121.00     | 0.05%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                                | Pacific National Finance Pty Ltd                                                                               | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |    290000 | PA      | $190619.12    | 0.09%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1150000 | PA      | $1156066.25   | 0.55%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                      | Oregon Tool Lux LP                                                                                             | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3127 | PA      | $562.55       | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                              | Progress Residential 2025-SFR1 Trust                                                                           | CUSIP: 74334NAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $576217.46    | 0.27%             | 2042-02-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Research Now Group Inc                                                  | Research Now Group Inc 2024 First Lien First Out Term Loan                                                     | CUSIP: 76100MAB6<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |     15396 | PA      | $15172.60     | 0.01%             | 2028-07-15      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                | Snap Inc                                                                                                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160833.75    | 0.08%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                                        | Plano HoldCo Inc Term Loan B                                                                                   | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |     99000 | PA      | $80602.34     | 0.04%             | 2031-10-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                | Transocean International Ltd                                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    151900 | PA      | $159327.91    | 0.08%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                                              | CUSIP: 31393USG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1199 | PA      | $1313.36      | 0.00%             | 2034-01-25      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36179S5P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9667 | PA      | $9837.88      | 0.00%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                                                        | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177470.00    | 0.08%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                    | Booking Holdings Inc                                                                                           | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103432.57    | 0.05%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Incorporated                                            | Churchill Downs Inc 2021 Incremental Term Loan B1                                                              | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |     99476 | PA      | $99725.13     | 0.05%             | 2028-03-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                 | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11218.02     | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                                                          | CUSIP: 31297NTT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14064 | PA      | $14499.85     | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                               | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1262770 | PA      | $1221065.27   | 0.58%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                                                          | CUSIP: 31283HWH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96421 | PA      | $102787.66    | 0.05%             | 2032-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                          | KFC Holding Co 2021 Term Loan B                                                                                | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     79246 | PA      | $79661.96     | 0.04%             | 2028-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    780223 | PA      | $791700.80    | 0.37%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                                                    | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1212841.50   | 0.57%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                                                | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    472000 | PA      | $478310.64    | 0.23%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242336.85    | 0.11%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                          | Dyno Nobel Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |     90000 | PA      | $61820.75     | 0.03%             | 2035-08-08      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31413ADY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16749 | PA      | $16782.29     | 0.01%             | 2037-05-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross 2025-H5 Mortgage Trust                                                                                   | CUSIP: 227920AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1367949 | PA      | $1372691.63   | 0.65%             | 2070-07-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC 2025 FLSO Term Loan                                                                            | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     31528 | PA      | $17937.32     | 0.01%             | 2029-01-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                                               | Rockford Tower Europe Clo 2023-1 DAC                                                                           | CUSIP: 000000000<br>LEI: 635400YBW7XMJUCDMC83 | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $881992.46    | 0.42%             | 2037-04-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| TCP Sunbelt Acquisition Co                                              | TCP Sunbelt Acquisition Co 2024 Term Loan B                                                                    | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |    142812 | PA      | $142990.75    | 0.07%             | 2031-10-24      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants, LLC                                         | Raising Cane's Restaurants LLC 2025 Term Loan B                                                                | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |    143389 | PA      | $143703.23    | 0.07%             | 2032-11-03      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2006-8                                                                                  | CUSIP: 78443HAF0<br>LEI: 5493008U32QWNGB0TW72 | Long             | ABS-O            | CORP              | US        |    481515 | PA      | $463084.86    | 0.22%             | 2041-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                                               | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    333000 | PA      | $294984.72    | 0.14%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA                                                                                               | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     22000 | PA      | $21667.58     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 3140XH5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2578992 | PA      | $2273741.57   | 1.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cleanova US Holdings LLC                                                | Cleanova US Holdings LLC 2025 Term Loan B                                                                      | CUSIP: 18452UAB4<br>LEI: 254900Q8HEK85N92G859 | Long             | LON              | CORP              | US        |    175137 | PA      | $173385.80    | 0.08%             | 2032-06-14      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                     | Station Casinos LLC 2024 Term Loan B                                                                           | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    122110 | PA      | $122565.09    | 0.06%             | 2031-03-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                            | Voya CLO 2017-3 Ltd                                                                                            | CUSIP: 92915QBJ1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501219.50   | 0.71%             | 2034-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                                                            | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $98750.00     | 0.05%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                   | Brazil Government International Bonds                                                                          | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    614000 | PA      | $636711.86    | 0.30%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                | Enel SpA                                                                                                       | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $112473.20    | 0.05%             | 2034-10-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | Morgan Stanley Bank NA                                                                                         | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    680000 | PA      | $686514.40    | 0.32%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                                   | Tempo Acquisition LLC 2025 Repriced Term Loan B                                                                | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    123431 | PA      | $91784.70     | 0.04%             | 2028-08-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                                | Midcontinent Communications                                                                                    | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14163.60     | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                               | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2154170 | PA      | $1891771.95   | 0.89%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER LLC                                               | Potomac Energy Center LLC 2026 Term Loan B                                                                     | CUSIP: 73767TAE6<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |     22592 | PA      | $22789.85     | 0.01%             | 2032-08-05      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                                     | AUST 10Y BOND FUT JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -30 | NC      | $17612.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                                                         | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    475000 | PA      | $425163.00    | 0.20%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                             | Magnite Inc 2025 Repriced Term Loan B                                                                          | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2031-02-06      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                                | Davide Campari-Milano NV                                                                                       | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $229516.59    | 0.11%             | 2029-01-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA                                                                                               | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      5541 | PA      | $5456.22      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                            | WP Carey Inc                                                                                                   | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    130000 | PA      | $145928.32    | 0.07%             | 2035-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                              | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                                                           | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $39496.23     | 0.02%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                    | Alpha Generation LLC                                                                                           | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114208.80    | 0.05%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                 | Global Partners LP / GLP Finance Corp                                                                          | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $114798.88    | 0.05%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Structured Receivables Finance LLC                                      | Structured Receivables Finance 2010-A LLC                                                                      | CUSIP: 86365FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74865 | PA      | $75200.37     | 0.04%             | 2046-01-16      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                         | C-BASS 2007-CB5 Trust                                                                                          | CUSIP: 12464YAC3<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |    984158 | PA      | $585325.55    | 0.28%             | 2037-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc 2022 Term Loan A                                                                             | CUSIP: 46284NAU3<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    336875 | PA      | $334206.95    | 0.16%             | 2030-03-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                                        | COOPR Residential Mortgage Trust 2025-CES3                                                                     | CUSIP: 216926AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492712.50    | 0.23%             | 2060-09-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    683820 | PA      | $690955.07    | 0.33%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                | Cloud Software Group Inc 2025 Term Loan B (2031)                                                               | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    168606 | PA      | $156435.43    | 0.07%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                                                 | Nuvei Technologies Corp 2025 Repriced Term Loan B                                                              | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    149248 | PA      | $147588.50    | 0.07%             | 2031-11-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $233596.19    | 0.11%             | 2044-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                 | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9085.86      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                    | Sartorius Finance BV                                                                                           | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $122955.06    | 0.06%             | 2035-09-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Antylia Scientific                                                      | Antylia Scientific Term Loan                                                                                   | CUSIP: 12592HAG6<br>LEI: 549300EZRMS5BZD8TN98 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-05-27      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                  | Treasury Corp of Victoria                                                                                      | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    305000 | PA      | $149045.38    | 0.07%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                   | Molina Healthcare Inc                                                                                          | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28504.28     | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                | Marsh & McLennan Cos Inc                                                                                       | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197290.00    | 0.09%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SKYLINE CL A TR 2020 1                                                  | SKYLINE CL A TR 2020 1                                                                                         | CUSIP: 83084RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600530 | PA      | $1514629.81   | 0.72%             | 2038-07-03      | Fixed         | 3.23%                 | No            |                  3 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                                                  | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    211000 | PA      | $207543.82    | 0.10%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                              | Outfront Media Capital LLC 2025 Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |    150000 | PA      | $150891.00    | 0.07%             | 2032-09-24      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA BOND CBT JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        79 | NC      | $-372936.88   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                                                          | CUSIP: 3128L0XJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2135 | PA      | $2204.71      | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                                                         | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239805.00    | 0.11%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED USD / SOLD GBP                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-38604.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Unity-Peace Park CLO, Ltd.                                              | Unity-Peace Park CLO Ltd                                                                                       | CUSIP: 913318AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    450000 | PA      | $449046.45    | 0.21%             | 2035-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                                                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $475090.50    | 0.22%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                   | Hilton Domestic Operating Company Inc 2023 Term Loan B4                                                        | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    343841 | PA      | $345898.51    | 0.16%             | 2030-11-08      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND(CBT) JUN26                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        44 | NC      | $-207708.03   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454075.00    | 0.21%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | Sunoco LP                                                                                                      | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24674.25     | 0.01%             | 2034-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                | Queensland Treasury Corp                                                                                       | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    685000 | PA      | $462929.87    | 0.22%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                        | LONG GILT FUTURE JUN26                                                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -3 | NC      | $23263.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                                 | Yorkshire Water Finance PLC                                                                                    | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $184843.83    | 0.09%             | 2034-11-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Delivery Hero SE                                                        | Delivery Hero SE 2024 USD Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    101727 | PA      | $101472.20    | 0.05%             | 2029-12-12      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                                                          | CUSIP: 31283HZH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19052 | PA      | $19510.59     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                            | Luna 2 5SARL                                                                                                   | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $117771.05    | 0.06%             | 2032-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Star Parent Inc                                                         | Star Parent Inc Term Loan B                                                                                    | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    116700 | PA      | $116882.60    | 0.06%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                        | TTF Holdings LLC 2024 Term Loan                                                                                | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |     78798 | PA      | $59656.65     | 0.03%             | 2031-07-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1046802.65   | 0.49%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                               | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2030192 | PA      | $2004817.18   | 0.95%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | BDL37USS7 METRO WEST                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -8154000 | NC      | $-29094.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                 | Republic of South Africa Government International Bonds                                                        | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    267000 | PA      | $271133.16    | 0.13%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-3                                                                                  | CUSIP: 78444GAD6<br>LEI: 549300OORAXMFXOHG132 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $193781.43    | 0.09%             | 2083-04-26      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                 | Southwestern Electric Power Co                                                                                 | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152143.50    | 0.07%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                      | Angolan Government International Bond                                                                          | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    115000 | PA      | $119874.85    | 0.06%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                          | AA Bond Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $141349.24    | 0.07%             | 2029-07-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Prometric Holdings Inc                                                  | Prometric Holdings Inc 2025 Term Loan B                                                                        | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |     99500 | PA      | $99639.80     | 0.05%             | 2032-06-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2007-A3                                                                               | CUSIP: 46630UAM6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     70702 | PA      | $61193.06     | 0.03%             | 2037-05-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust 2025-FL2                                                                                           | CUSIP: 31684TAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469740 | PA      | $467328.66    | 0.22%             | 2055-11-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                                               | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1263542 | PA      | $1065027.70   | 0.50%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                                                  | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    435000 | PA      | $429101.40    | 0.20%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                                                            | CUSIP: 91282CQN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11125000 | PA      | $11069375.00  | 5.23%             | 2033-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                            | MH Sub I LLC 2024 Term Loan B4                                                                                 | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     72663 | PA      | $57626.14     | 0.03%             | 2031-12-31      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31389NRU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1180 | PA      | $1258.74      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                                                           | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    885000 | PA      | $785490.60    | 0.37%             | 2031-10-24      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                              | Cornerstone Generation LLC Term Loan B                                                                         | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     20555 | PA      | $20635.56     | 0.01%             | 2032-08-11      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                             | Hertz Vehicle Financing III LP                                                                                 | CUSIP: 42806MAH2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $247523.48    | 0.12%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                                       | BCPE North Star US HoldCo 2 Inc Term Loan                                                                      | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |    152437 | PA      | $152127.68    | 0.07%             | 2028-06-09      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                  | Switch ABS Issuer LLC                                                                                          | CUSIP: 871044AY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $260090.78    | 0.12%             | 2055-10-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2012-7                                                                                  | CUSIP: 78447KAC6<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |    290896 | PA      | $284628.25    | 0.13%             | 2026-05-26      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                                                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $257247.40    | 0.12%             | 2032-10-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                | Graphic Packaging International LLC                                                                            | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100028.00    | 0.05%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CONTRA GCB144A MODIVCA                                                  | CONTRA GCB144A MODIVCA                                                                                         | CUSIP: 607PMTAB0<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    877800 | PA      | $13167.00     | 0.01%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                        | Getty Images Inc                                                                                               | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39936.15     | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                                            | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28581.60     | 0.01%             | 2029-06-01      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                 | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    431000 | PA      | $449114.93    | 0.21%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                                  | DWR Cymru Financing UK PLC                                                                                     | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101487.44    | 0.05%             | 2034-03-31      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Darktrace PLC                                                           | Darktrace PLC 1st Lien Term Loan                                                                               | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147185 | PA      | $138753.29    | 0.07%             | 2031-10-09      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                           | Lmdv Issuer Co LLC                                                                                             | CUSIP: 538908AE4<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303780.36    | 0.14%             | 2055-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2022-ATH2                                                                                                 | CUSIP: 12665WAC4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1256690 | PA      | $1254282.68   | 0.59%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                            | CubeSmart LP                                                                                                   | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    423000 | PA      | $420580.44    | 0.20%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                         | Credit-Based Asset Servicing and Securitization LLC                                                            | CUSIP: 12489WGJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240347 | PA      | $236945.76    | 0.11%             | 2032-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                 | Imperial Brands Finance PLC                                                                                    | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $239401.55    | 0.11%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2397755 | PA      | $1931038.85   | 0.91%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                   | Jane Street Group LLC 2024 Term Loan B1                                                                        | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                                                      | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109001.20    | 0.05%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                     | ELECTRONIC ARTS INC USD TERM LOAN B                                                                            | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     30885 | PA      | $30931.23     | 0.01%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                                                          | CUSIP: 31297CWX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33240 | PA      | $34040.18     | 0.02%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TCW Private Asset Income Fund                                           | TCW Private Asset Income Fund                                                                                  | CUSIP: 87807Y206<br>LEI: 254900JOZ7KOHWZ5ZD02 | Long             | EC               | RF                | US        |    347821 | NS      | $3471257.89   | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| REDEXIS SA                                                              | Redexis SA                                                                                                     | CUSIP: 000000000<br>LEI: 635400DYWVUY8IC5MR90 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $118761.61    | 0.06%             | 2031-05-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP / Ferrellgas Finance Corp                                                                        | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $68210.35     | 0.03%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd           | Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd                                                | CUSIP: 640977AW4<br>LEI: 549300IDH2882S517E68 | Long             | ABS-CBDO         | CORP              | JE        |    300000 | PA      | $300653.40    | 0.14%             | 2036-10-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | PURCHASED USD / SOLD GBP                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-3852.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                  | Velocity Commercial Capital Loan Trust 2019-1                                                                  | CUSIP: 92257CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    862214 | PA      | $831857.86    | 0.39%             | 2049-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                                                     | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134196.75    | 0.06%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                        | Duke Energy Corp                                                                                               | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29844.30     | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                                                | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5435196 | PA      | $4362758.71   | 2.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                                  | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                                                    | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     13836 | PA      | $13401.48     | 0.01%             | 2032-01-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                               | Invitation Homes Operating Partnership LP 2024 Term Loan                                                       | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |    796510 | PA      | $784561.99    | 0.37%             | 2028-09-09      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                                           | CUSIP: 649902T29<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      1821 | PA      | $1845.13      | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                                                          | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3400000 | PA      | $2848588.00   | 1.35%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc Term Loan A2                                                                         | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    279976 | PA      | $277525.87    | 0.13%             | 2027-02-22      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                           | First Horizon Alternative Mortgage Securities Trust 2004-AA3                                                   | CUSIP: 32051D6B3<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |     16509 | PA      | $16655.92     | 0.01%             | 2034-09-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                                                     | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $743714.63    | 0.35%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                                  | Sydney Airport Finance Co Pty Ltd                                                                              | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $42502.40     | 0.02%             | 2034-04-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| RD MICHIGAN PROP OWNER I                                                | RD Michigan Property Owner I LLC                                                                               | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35074.55     | 0.02%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                       | Advantage Sales & Marketing Inc 2026 First Out Term Loan                                                       | CUSIP: 00769EBC3<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |    166888 | PA      | $137057.28    | 0.06%             | 2030-04-19      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                                                             | CUSIP: 36179UXH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17122 | PA      | $15025.50     | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                          | Opal Bidco SAS USD Term Loan B4                                                                                | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |     12974 | PA      | $13041.19     | 0.01%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** TCW ETF Trust

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer