# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001752724-23-038584
**Filing Date:** 2023-2
**Character Count:** 511835
**Document Hash:** 5d3371efedea2d4805c3dc1d4fd7699e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038584.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038584

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** METROPOLITAN WEST FUNDS
- **CENTRAL INDEX KEY:** 0001028621
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07989
- **FILM NUMBER:** 23664517

**BUSINESS ADDRESS:**
- **STREET 1:** METROPOLITAN WEST ASSET MANAGEMENT
- **STREET 2:** 865 S. FIGUEROA STREET, SUITE 1800
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017
- **BUSINESS PHONE:** 213-244-0000

**MAIL ADDRESS:**
- **STREET 1:** METROPOLITAN WEST ASSET MANAGEMENT
- **STREET 2:** 865 S. FIGUEROA STREET, SUITE 1800
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017

## Series and Classes Contracts Data

### METROPOLITAN WEST UNCONSTRAINED BOND FUND (Series ID: S000034126)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000105185 | Class M      | MWCRX           |
| C000105186 | Class I      | MWCIX           |
| C000218402 | Plan Class   | MWCPX           |

## Nport-Ex

# Unconstrained Bond Fund
Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Income | Maturity Date | Principal Amount | Value | Income | Maturity Date | Principal Amount | Value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| BONDS = 115.67% |  |  |  | ASSET-BACKED SECURITIES (continued) |  |  |  |
| ASSET-BACKED SECURITIES - 12.83%** |  |  |  | Caryana Auto Receivables Trust, |  |  |  |
| 321 Henderson Receivables VI LLC, |  |  |  | Securities (continued) |  |  |  |
| Series 2010-1A, Class B |  |  |  | 1.00% 05/10/2021 |  |  |  |
| 9.31% | 07/15/2021 | $186,353 | $193,149 | Cedar Funding XII CLO Ltd., |  |  |  |
| AIG CLO Ltd., |  |  |  | Series 2020-12A, Class A1R |  |  |  |
|  |  |  |  |  |  | $54,850 | $9,415,784 |

1/ December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Issues | Maturity Date | Principal Amount | Value | Issues | Maturity Date | Principal Amount | Value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| ASSET BACKED SECURITIES (continued) |  |  |  | ASSET BACKED SECURITIES (continued) |  | 1,000,000 | 970,000 |
| GBX 1,000 | 04/20/32 1,2,3 | 15,800,000 | 15,274,176 | CL 1,000 | 04/20/32 1,2,3 |  |  |
| Series 1,000 |  |  |  | CL 1,000 |  |  |  |
| Series 1,000 |  |  |  | Series 1,000 |  |  |  |
| Series 1,000 |  |  |  | Series 1,000 |  |  |  |
| Series 1,000 |  |  |  | Series 1,000 |  |  |  |
| Series 1,000 |  |  |  | Series 1,000 |  |  |  |
| Series 1,000 |  |  |  | Series 1,000 |  |  |  |

| Issues | Maturity Date | Principal Amount | Value |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Series 1,000 | 07/15/60 1 | 7,266,415 | 6,278,094 |  |  |  |
| Series 1,000 |  |  |  |  |  |  |
| Series 1,000 |  |  |  | Series 1,000 |  |  |
| Series 1,000 |  |  |  | Series 1,000 |  |  |
| Series 1,000 |  |  |  | Series 1,000 |  |  |

December 2022 / 2

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [25, 69, 707, 151], "label": "table", "caption": "

| Activity | Principal | Activity | Principal |
| --- | --- | --- | --- |
| AMERICAN | 07/17/23 | 200,239 | 154,944 |
| GENERAL (continued) |  |  |  |
| GENERAL (continued) |  |  |  |
| GENERAL (continued) | 10,503,000 | 9,653,094 |  |
| GENERAL (continued) |  |  |  |
| GENERAL (continued) |  |  |  |
| GENERAL (continued) | 265,334 | 243,538 |  |
| GENERAL (continued) |  |  |  |
| GENERAL (continued) |  |  |  |
| GENERAL (continued) |  |  |  |
| GENERAL (continued) |  |  |  |
| GENERAL (continued) |  |  |  |
| GENERAL (continued) |  |  |  |
| GENERAL (continued) |  |  |  |

| Activity | Principal |
| --- | --- |
| GENERAL (continued) | 1,250,333 |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) | 3,000,000 |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 4,885,399 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |
| GENERAL (continued) |  |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

<tr><td>GENERAL (continued)</td><td></td></tr></table>

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

<tr><td>GENERAL (continued)</td><td></td></tr></table>

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

<tr><td>GENERAL (continued)</td><td></td></tr></table>

| GENERAL (continued) | 647,198 |
| --- | --- |

<tr><td>GENERAL (continued)</td><td></td></tr></table>

| GENERAL (continued) | 647,198 |
| --- | --- |

<tr><td>GENERAL (continued)</td><td></td></tr></table>

| GENERAL (continued) | 647,198 |
| --- | --- |

<tr><td>GENERAL (continued)</td><td></td></tr></table>

| GENERAL (continued) | 647,198 |
| --- | --- |

<tr><td>GENERAL (continued)</td><td></td></tr></table>

| GENERAL (continued) | 647,198 |
| --- | --- |

| GENERAL (continued) |  |
| --- | --- |

| GENERAL (continued) | 647,198 |
| --- | --- |

<table><tr><td>GENERAL (continued)</td><td></td></tr

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 707, 153], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 | CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 | CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 | CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 | CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |
| CLO UK Ltd 2, 2019 (R$1, 2020) | 2, 2020 |

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>CLO UK Ltd 2, 2019 (R$1, 2020)</td><td>2, 2020</td></tr></table><table><thead><tr><th>Industry</th><th>Principal</th></

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Cash and cash equivalents at end of year | 462,114 | 462,114 | 8,250,000 |
| Cash and cash equivalents at end of year | 1,395,903 | 1,395,903 | 7,235,000 |
| Cash and cash equivalents at end of year |  |  | 7,237,705 |
| Cash and cash equivalents at end of year |  |  | 18,707,600 |
| Cash and cash equivalents at end of year |  |  | 7,100,000 |
| Cash and cash equivalents at end of year | 3,921,293 | 2,445,682 | 6,504,372 |
| Cash and cash equivalents at end of year | 18,204,485 | 8,764,704 | 72,430,000 |
| Cash and cash equivalents at end of year |  |  | 5,003,150 |
| Cash and cash equivalents at end of year | $3,570,625 | $3,374,241 | $7,555,000 |

Unconstrained Bond Fund

5 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Bank of America, Inc. (1) 0.8% | 2,683,858 | Bank of America, Inc. (1) 0.8% | 6,257,180 |
| Bank of America, Inc. (2) 0.8% | 2,683,858 | Bank of America, Inc. (2) 0.8% | 3,900,000 |
| Bank of America, Inc. (3) 0.8% | 5,900,000 | Bank of America, Inc. (3) 0.8% | 2,011 |
| Bank of America, Inc. (4) 0.8% | 5,900,000 | Bank of America, Inc. (4) 0.8% | 2,011 |
| Bank of America, Inc. (5) 0.8% | 6,350,938 | Bank of America, Inc. (5) 0.8% | 15,749,650 |
| Bank of America, Inc. (6) 0.8% | 2,195,000 | Bank of America, Inc. (6) 0.8% | 2,200,000 |
| Bank of America, Inc. (7) 0.8% | 2,195,000 | Bank of America, Inc. (7) 0.8% | 2,200,000 |
| Bank of America, Inc. (8) 0.8% | 2,195,000 | Bank of America, Inc. (8) 0.8% | 2,200,000 |
| Bank of America, Inc. (9) 0.8% | 2,195,000 | Bank of America, Inc. (9) 0.8% | 2,200,000 |

Unconstrained Bond Fund

December 2022 / 6

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Cash and cash equivalents (1,000,000) | 4,795,000 | 3,697,000 | Cash and cash equivalents (1,000,000) |
| Cash and cash equivalents (1,000,000) | 2,084,000 | 1,926,796 | Cash and cash equivalents (1,000,000) |
| Cash and cash equivalents (1,000,000) | 1,484,887 | 1,422,521 | Cash and cash equivalents (1,000,000) |
| Cash and cash equivalents (1,000,000) | 38,100 | 3,725,279 | Cash and cash equivalents (1,000,000) |
| Cash and cash equivalents (1,000,000) | 2,400,000 | 2,760,863 | Cash and cash equivalents (1,000,000) |
| Cash and cash equivalents (1,000,000) | $41,545 | $4,048,766 | Cash and cash equivalents (1,000,000) |

Unconstrained Bond Fund

7 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Total | 710,000 | 694,474 | 1,701,146 |
| Total | 1,698,000 | 1,683,888 | 1,590,000 |
| Total | 691,201 | 658,546 | 1,383,000 |
| Total | $1,698,000 | $1,698,000 | 1,924,096 |
| Total | $1,698,000 | $1,698,000 | $1,698,000 |

Unconstrained Bond Fund

December 2022 / 8

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [25, 69, 706, 153], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 | 1,500,000 | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 4,800,000 | 4,800,000 | 933,375 |
| Bank of America, Inc. (A&M) (A&M) | 12,897,000 | 12,897,000 | 2,609,000 |
| Bank of America, Inc. (A&M) (A&M) | 12,897,000 | 12,897,000 | 2,609,000 |
| Bank of America, Inc. (A&M) (A&M) | 12,897,000 | 12,897,000 | 2,609,000 |
| Bank of America, Inc. (A&M) (A&M) | 12,897,000 | 12,897,000 | 2,609,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |
| Bank of America, Inc. (A&M) (A&M) | 1,500,000 |

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>Bank of America, Inc. (A&amp;M) (A&amp;M)</td><td>1,

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| GM/1/2021 | 1,000,000 | GM/1/2021 | 1,000,000 |
| GM/1/2022 (continued) | 2,000,000 | GM/1/2022 | 2,000,000 |
| GM/1/2023 (continued) | 1,000,000 | GM/1/2023 | 1,000,000 |
| GM/1/2024 (continued) | 1,000,000 | GM/1/2024 | 1,000,000 |
| GM/1/2025 (continued) | 1,000,000 | GM/1/2025 | 1,000,000 |
| GM/1/2026 (continued) | 1,000,000 | GM/1/2026 | 1,000,000 |
| GM/1/2027 (continued) | 1,000,000 | GM/1/2027 | 1,000,000 |
| GM/1/2028 (continued) | 1,000,000 | GM/1/2028 | 1,000,000 |
| GM/1/2029 (continued) | 1,000,000 | GM/1/2029 | 1,000,000 |
| GM/1/2030 (continued) | 1,000,000 | GM/1/2030 | 1,000,000 |
| GM/1/2031 (continued) | 1,000,000 | GM/1/2031 | 1,000,000 |
| GM/1/2032 (continued) | 1,000,000 | GM/1/2032 | 1,000,000 |
| GM/1/2033 (continued) | 1,000,000 | GM/1/2033 | 1,000,000 |
| GM/1/2034 (continued) | 1,000,000 | GM/1/2034 | 1,000,000 |
| GM/1/2035 (continued) | 1,000,000 | GM/1/2035 | 1,000,000 |
| GM/1/2036 (continued) | 1,000,000 | GM/1/2036 | 1,000,000 |
| GM/1/2037 (continued) | 1,000,000 | GM/1/2037 | 1,000,000 |
| GM/1/2038 (continued) | 1,000,000 | GM/1/2038 | 1,000,000 |
| GM/1/2039 (continued) | 1,000,000 | GM/1/2039 | 1,000,000 |
| GM/1/2040 (continued) | 1,000,000 | GM/1/2040 | 1,000,000 |

Unconstrained Bond Fund

December 2022 / 10

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** METROPOLITAN WEST FUNDS

- **b. Investment Company Act file number:** 811-07989

- **c. CIK number of Registrant:** 0001028621

- **d. LEI of Registrant:** 549300KGDNJW6FXNDC82

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

  - **Street Address 1:** 865 South Figueroa Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90017

  - **Telephone number:** 800-241-4671

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

- **a. Name of Series:** Metropolitan West Unconstrained Bond Fund

- **b. EDGAR series identifier (if any):** S000034126

- **c. LEI of Series:** 549300ZZVSC0UDZL8M80

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $3448887605.68

**Total Liabilities:** $667379793.10

**Net Assets:** $2781507812.58

**Stand-by Commitments:** $626442222.64

**Cash Not Reported:** $40567054.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 815.54419000 | **1-Year:** 66394.87068000 | **5-Year:** 593313.29682000 | **10-Year:** 488284.37084000 | **30-Year:** 26457.37819000

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

- **3-Month:** 79.33983000 | **1-Year:** 72389.51404000 | **5-Year:** 393281.31695000 | **10-Year:** 88923.12721000 | **30-Year:** 131.24691000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105185 | -0.84%               | 2.15%                | 0.25%                |
| Class ID C000105186 | -0.82%               | 2.18%                | 0.28%                |
| Class ID C000218402 | -0.72%               | 2.18%                | 0.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-32178059.19            | $-20412976.20                              |
| Month 2  | $-19565026.28            | $86372621.45                               |
| Month 3  | $5257404.93              | $-13435070.91                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1439028.38   | 0.05%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                             | Lehman XS Trust Series 2006-GP2                                                  | CUSIP: 525227AH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3629370 | PA      | $3214875.60   | 0.12%             | 2046-06-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                    | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1824795.48   | 0.07%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-258331.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                          | TIF Funding II LLC                                                               | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3363260 | PA      | $2750015.23   | 0.10%             | 2046-02-20      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                | Hudson Yards 2019-55HY Mortgage Trust                                            | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3131000 | PA      | $2121476.37   | 0.08%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                             | Allegro CLO XII Ltd                                                              | CUSIP: 01750TAG1<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |   5270000 | PA      | $5082915.00   | 0.18%             | 2032-01-21      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                              | BCAP LLC Trust 2007-AA1                                                          | CUSIP: 05530PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2545026 | PA      | $2270651.22   | 0.08%             | 2037-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                       | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    550000 | PA      | $522376.35    | 0.02%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 12498NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665283 | PA      | $498477.43    | 0.02%             | 2036-12-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                              | Avolon TLB Borrower 1 US LLC                                                     | CUSIP: 05400KAH3<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1969849 | PA      | $1968972.65   | 0.07%             | 2027-12-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   9435000 | PA      | $9337108.48   | 0.34%             | 2033-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2012-7                                                    | CUSIP: 78447KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2079208.12   | 0.07%             | 2043-09-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  83159012 | PA      | $1563198.16   | 0.06%             | 2026-09-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                 | GSAMP Trust 2007-FM2                                                             | CUSIP: 3622MHAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18073355 | PA      | $11382836.88  | 0.41%             | 2037-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                                           | SELP Finance Sarl                                                                | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |   2095000 | PA      | $1683315.81   | 0.06%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2005-AA2                     | CUSIP: 32051GHL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1423024 | PA      | $1382551.61   | 0.05%             | 2035-04-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2260000 | PA      | $2142084.07   | 0.08%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS 2007-CB1 TRUST                                                            | CUSIP: 1248MGAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2516362 | PA      | $777938.48    | 0.03%             | 2037-01-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3815000 | PA      | $2442682.32   | 0.09%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                                              | Soundview Home Loan Trust 2007-OPT1                                              | CUSIP: 83612TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18940673 | PA      | $13567507.31  | 0.49%             | 2037-06-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                         | CUSIP: 38378BWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31712770 | PA      | $23555.29     | 0.00%             | 2052-06-16      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                | Peraton Corp                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    264155 | PA      | $258432.55    | 0.01%             | 2028-02-01      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2006-7                                            | CUSIP: 41161VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8618462 | PA      | $7345248.78   | 0.26%             | 2046-09-19      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-4                   | CUSIP: 59025CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    891145 | PA      | $604846.88    | 0.02%             | 2037-07-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6531000 | PA      | $5277048.00   | 0.19%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                     | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   4400000 | PA      | $3482406.40   | 0.13%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Plaze Inc                                                                   | Plaze Inc                                                                        | CUSIP: 72819QAM4<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |   1702712 | PA      | $1528183.71   | 0.05%             | 2026-08-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                    | Piedmont Operating Partnership LP                                                | CUSIP: 720198AC4<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   4520000 | PA      | $4477464.63   | 0.16%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                      | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $549368.33    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                            | MortgageIT Trust 2005-2                                                          | CUSIP: 61915RAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    567451 | PA      | $526935.32    | 0.02%             | 2035-05-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CCI Buyer Inc                                                               | CCI Buyer Inc                                                                    | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |   1484887 | PA      | $1422521.40   | 0.05%             | 2027-12-17      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4716000 | PA      | $4019088.57   | 0.14%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9525000 | PA      | $8017462.91   | 0.29%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1626975.75   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                                                | Triton Container Finance VIII LLC                                                | CUSIP: 89680HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2609081 | PA      | $2146616.64   | 0.08%             | 2046-03-20      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                                              | KKR Industrial Portfolio Trust 2021-KDIP                                         | CUSIP: 48254CAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5187750 | PA      | $4875530.71   | 0.18%             | 2037-12-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Secu                                              | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAN8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $6090827.90   | 0.22%             | 2043-01-05      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust 2005-AR6                                                | CUSIP: 23332UFV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3424793 | PA      | $2909273.44   | 0.10%             | 2045-10-19      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | Eurex 5 Year Euro BOBL                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -78 | NC      | $284575.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2005-AA8                     | CUSIP: 32051GWF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720693 | PA      | $1163997.81   | 0.04%             | 2035-10-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2020-NR1                                                               | CUSIP: 12563HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10554763 | PA      | $10350653.65  | 0.37%             | 2062-06-26      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                    | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1742864.58   | 0.06%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2620000 | PA      | $2225007.67   | 0.08%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust 2006-FF9                                      | CUSIP: 320276AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8650000 | PA      | $7593199.23   | 0.27%             | 2036-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                | RealPage Inc                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    159194 | PA      | $151711.84    | 0.01%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2006-AR7                                        | CUSIP: 45661EDA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213325 | PA      | $175033.47    | 0.01%             | 2036-05-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                   | Bausch + Lomb Corp                                                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    116990 | PA      | $111598.23    | 0.00%             | 2027-05-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                                       | Global SC Finance II SRL                                                         | CUSIP: 37952UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |    399339 | PA      | $384843.88    | 0.01%             | 2029-07-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                    | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1635183.84   | 0.06%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2625000 | PA      | $2383828.76   | 0.09%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-5281963.13  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                         | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   3359000 | PA      | $2774349.49   | 0.10%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR2 Trust                                             | CUSIP: 74333DAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7956000 | PA      | $6788112.51   | 0.24%             | 2038-04-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3160805.29   | 0.11%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi                                              | Freddie Mac Multifamily PC REMIC Trust 2019-P002                                 | CUSIP: 3137FQKX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14520699 | PA      | $1210388.11   | 0.04%             | 2033-07-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                      | Flexential Issuer 2021-1                                                         | CUSIP: 33938MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9755000 | PA      | $8003983.35   | 0.29%             | 2051-11-27      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| NRPL Trust Series                                                           | NRPL Trust 2019-3                                                                | CUSIP: 62890JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9188866 | PA      | $9040749.23   | 0.33%             | 2059-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                  | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    691201 | PA      | $658545.60    | 0.02%             | 2029-01-26      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                  | US Bancorp                                                                       | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3237734.36   | 0.12%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2007-QS1 Trust                                                       | CUSIP: 74922KAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538015 | PA      | $8546.60      | 0.00%             | 2037-01-25      | Variable      | 0.17%                 | No            |                  3 | On Loan: No      |
| VALVOLINE INC                                                               | Valvoline Inc                                                                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $821830.00    | 0.03%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                        | Scientific Games International Inc                                               | CUSIP: 000000000<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    586030 | PA      | $579542.50    | 0.02%             | 2029-04-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2006-AA1                     | CUSIP: 32051GV28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1194639 | PA      | $910125.99    | 0.03%             | 2036-03-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                                          | Gray Escrow II Inc                                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1329000 | PA      | $963738.73    | 0.03%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                           | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3773000 | PA      | $2893891.00   | 0.10%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                          | Republic of Poland Government International Bond                                 | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    560000 | PA      | $598227.28    | 0.02%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Structured Receivables Finance                                              | Structured Receivables Finance 2010-A LLC                                        | CUSIP: 86365FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1382730 | PA      | $1388869.69   | 0.05%             | 2046-01-16      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| RAAC Series                                                                 | RAAC Series 2005-SP1 Trust                                                       | CUSIP: 76112BQY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42462 | PA      | $38117.22     | 0.00%             | 2034-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 103550000 | PA      | $84285102.38  | 3.03%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $706226.59    | 0.03%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                        | ACE Securities Corp Home Equity Loan Trust Series 2006-OP2                       | CUSIP: 00441YAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26086 | PA      | $25994.40     | 0.00%             | 2036-08-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                                | CUSIP: 31396YXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35308 | PA      | $1776.11      | 0.00%             | 2038-03-25      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                        | Crown Finance US Inc                                                             | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1457372 | PA      | $1435212.24   | 0.05%             | 2023-09-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8725000 | PA      | $8449736.37   | 0.30%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                          | BX Trust 2019-OC11                                                               | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7060000 | PA      | $5925559.66   | 0.21%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17309MAE3<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    159632 | PA      | $159651.80    | 0.01%             | 2036-08-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                         | CUSIP: 38378AMF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64122 | PA      | $11707.15     | 0.00%             | 2041-11-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                              | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust                            | CUSIP: 94983PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71433 | PA      | $65153.09     | 0.00%             | 2036-04-25      | Variable      | 2.95%                 | 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              | CORP              | US        |   6241000 | PA      | $6147382.19   | 0.22%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                | Saxon Asset Securities Trust 2007-2                                              | CUSIP: 80556YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13070870 | PA      | $9295445.58   | 0.33%             | 2047-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm                                              | American Home Mortgage Investment Trust 2006-1                                   | CUSIP: 02660TJB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2702337 | PA      | $2253878.78   | 0.08%             | 2046-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                              | Proofpoint Inc                                                                   | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    149623 | PA      | $144240.43    | 0.01%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                 | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14903.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-4                                                    | CUSIP: 78445AAD8<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |    827987 | PA      | $816126.70    | 0.03%             | 2022-07-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS 2007-CB5 Trust                                                            | CUSIP: 12464YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1319526 | PA      | $908860.27    | 0.03%             | 2037-04-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                      | Eskom Holdings SOC Ltd                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    800000 | PA      | $730479.20    | 0.03%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OWNIT Mortgage Loan Asset-Back                                              | Ownit Mortgage Loan Trust Series 2006-2                                          | CUSIP: 69121PDC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4487430 | PA      | $4248809.42   | 0.15%             | 2037-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1808431.19   | 0.07%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Opteum Mortgage Acceptance Cor                                              | Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates Series 20 | CUSIP: 68383NBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339061 | PA      | $341490.50    | 0.01%             | 2035-07-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                              | Bayview Commercial Asset Trust 2005-1                                            | CUSIP: 07324SBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492114 | PA      | $470468.03    | 0.02%             | 2035-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1328243.40   | 0.05%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                                              | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4698865.90   | 0.17%             | 2044-10-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                                               | GoldentTree Loan Management US CLO 1 Ltd                                         | CUSIP: 38138JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3905000 | PA      | $3757238.71   | 0.14%             | 2033-01-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                    | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    720000 | PA      | $160419.90    | 0.01%             | 2024-10-20      | Fixed         | 6.80%                 | No            |                  3 | On Loan: No      |
| CHINA SCE GRP HLDGS LTD                                                     | China SCE Group Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |   1070000 | PA      | $448062.50    | 0.02%             | 2025-05-02      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-3897380.05  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BS6G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 100567484 | PA      | $1537103.60   | 0.06%             | 2025-09-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BS5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  65473955 | PA      | $1671386.39   | 0.06%             | 2026-08-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2005-AA9                     | CUSIP: 32051GXE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1039012 | PA      | $889801.94    | 0.03%             | 2035-11-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Accredited Mortgage Loan Trust                                              | Accredited Mortgage Loan Trust 2006-1                                            | CUSIP: 004375FG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146944 | PA      | $146292.55    | 0.01%             | 2036-04-25      | Floating      | 0.92%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                    | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2675000 | PA      | $2555828.75   | 0.09%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2006-A3                                                 | CUSIP: 46628KAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17491 | PA      | $14665.47     | 0.00%             | 2036-05-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                       | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1492500 | PA      | $1425150.94   | 0.05%             | 2029-04-13      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                              | Securitized Asset Backed Receivables LLC Trust 2007-NC1                          | CUSIP: 81378AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5614364 | PA      | $3481291.87   | 0.13%             | 2036-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19725000 | PA      | $18495589.67  | 0.66%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                                    | American Medical Systems Europe BV                                               | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1708412.28   | 0.06%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2007-7                                                    | CUSIP: 78444EAE9<br>LEI: 549300IZGFDRVV7YTH38 | Long             | ABS-O            | CORP              | US        |   2195000 | PA      | $1747001.38   | 0.06%             | 2070-10-27      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                              | Adjustable Rate Mortgage Trust 2007-1                                            | CUSIP: 007037AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1485839 | PA      | $1285100.03   | 0.05%             | 2037-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                         | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   3979000 | PA      | $3311995.81   | 0.12%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $966501.18    | 0.03%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL CINEMEDIA LLC                                                      | National CineMedia LLC                                                           | CUSIP: 63530QAJ8<br>LEI: 7LJEQIVQVLNGS4X6T547 | Long             | DBT              | CORP              | US        |    786000 | PA      | $182057.25    | 0.01%             | 2028-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| H-FOOD HOLDNG/HEARTHSIDE                                                    | H-Food Holdings LLC / Hearthside Finance Co Inc                                  | CUSIP: 577088AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2412000 | PA      | $1402770.96   | 0.05%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DCG Acquisition Corp                                                        | DCG Acquisition Corp                                                             | CUSIP: 23308UAG9<br>LEI: 549300MEVHE2MC7B1Q38 | Long             | LON              | CORP              | US        |    367505 | PA      | $347292.29    | 0.01%             | 2026-09-30      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                                                     | Zhenro Properties Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |   1810000 | PA      | $101360.00    | 0.00%             | 2026-01-07      | Fixed         | 6.63%                 | No            |                  3 | On Loan: No      |
| VODAFONE GROUP PLC                                                          | Vodafone Group PLC                                                               | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1328000 | PA      | $1116002.30   | 0.04%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6390000 | PA      | $5182267.70   | 0.19%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Plaze Inc                                                                   | Plaze Inc                                                                        | CUSIP: 72819QAN2<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |   3438750 | PA      | $3086278.12   | 0.11%             | 2026-08-03      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Regatta XII Funding Ltd.                                                    | Regatta XII Funding Ltd                                                          | CUSIP: 75888HAN1<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |   3890000 | PA      | $3734400.00   | 0.13%             | 2032-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                     | Southern Co Gas Capital Corp                                                     | CUSIP: 001192AL7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2327353.53   | 0.08%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2005-AA7                     | CUSIP: 32051GSQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400169 | PA      | $1210584.23   | 0.04%             | 2035-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                              | Morgan Stanley Capital I Trust 2018-MP                                           | CUSIP: 61691DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3566477.76   | 0.13%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust 2006-2                                                 | CUSIP: 640315AH0<br>LEI: 549300ICCIKZ4HWN5R47 | Long             | ABS-O            | CORP              | US        |   2083625 | PA      | $1638495.59   | 0.06%             | 2038-01-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                                              | WFRBS Commercial Mortgage Trust 2012-C10                                         | CUSIP: 92890NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12758806 | PA      | $424.87       | 0.00%             | 2045-12-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                              | County of Miami-Dade FL Aviation Revenue                                         | CUSIP: 59333P6L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1351491.02   | 0.05%             | 2035-10-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  60053590 | PA      | $2136868.87   | 0.08%             | 2049-08-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                                                              | OT Merger Corp                                                                   | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $3880276.58   | 0.14%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2004-2                                                    | CUSIP: 78442GLB0<br>LEI: 549300Y3YMECZJOAL893 | Long             | ABS-O            | CORP              | US        |    385873 | PA      | $358320.99    | 0.01%             | 2039-07-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                      | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAK4<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    707017 | PA      | $547584.29    | 0.02%             | 2028-07-17      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                              | County of Miami-Dade FL Aviation Revenue                                         | CUSIP: 59333P2M9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1797663.00   | 0.06%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                              | Wells Fargo Commercial Mortgage Trust 2014-LC16                                  | CUSIP: 94988XAX4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |  40111428 | PA      | $426388.49    | 0.02%             | 2050-08-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor                                              | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR4              | CUSIP: 65535VMY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2241281 | PA      | $1570683.21   | 0.06%             | 2035-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1173471.70   | 0.04%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trus                                              | CoreVest American Finance 2021-3 Trust                                           | CUSIP: 21873NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  72420129 | PA      | $5092409.68   | 0.18%             | 2054-10-15      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2013-4                                                    | CUSIP: 78448AAA1<br>LEI: 5493004WA7G168XIR344 | Long             | ABS-O            | CORP              | US        |    839835 | PA      | $805991.52    | 0.03%             | 2043-06-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1033697.17   | 0.04%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                                       | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   7892000 | PA      | $0.00         | 0.00%             | 2024-10-15      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-7                                                    | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $811582.95    | 0.03%             | 2083-07-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2020-R3                                                                | CUSIP: 12559NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6926608 | PA      | $6535596.30   | 0.23%             | 2060-01-26      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                            | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1815422.88   | 0.07%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10452440 | PA      | $431.69       | 0.00%             | 2045-10-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                         | CommonSpirit Health                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $908548.84    | 0.03%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                                              | WFRBS Commercial Mortgage Trust 2014-C23                                         | CUSIP: 92939HBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74314821 | PA      | $536657.05    | 0.02%             | 2057-10-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| EagleView Technology Corportion                                             | EagleView Technology Corp                                                        | CUSIP: 27004GAJ2<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |   5118367 | PA      | $4512966.84   | 0.16%             | 2025-08-14      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                        | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |   1040000 | PA      | $174616.55    | 0.01%             | 2025-07-08      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                       | Universal Health Services Inc                                                    | CUSIP: 913903AY6<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    590000 | PA      | $450009.57    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 2 YEAR US TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      2582 | NC      | $617919.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                                                | DNB Bank ASA                                                                     | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    165000 | PA      | $145840.26    | 0.01%             | 2026-09-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2006-AR3                                           | CUSIP: 17306SAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76406 | PA      | $70032.25     | 0.00%             | 2036-06-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                          | VICI Properties LP                                                               | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    713000 | PA      | $631352.47    | 0.02%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1646296.63   | 0.06%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    796000 | PA      | $650055.05    | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                              | ILPT Commercial Mortgage Trust 2022-LPFX                                         | CUSIP: 449653AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11770000 | PA      | $9855055.72   | 0.35%             | 2032-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2520000 | PA      | $2313358.99   | 0.08%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM 2014-CCRE16 Mortgage Trust                                                  | CUSIP: 12591VAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  99087880 | PA      | $816959.76    | 0.03%             | 2047-04-10      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust 2012-5                                                 | CUSIP: 64033BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61548 | PA      | $59733.70     | 0.00%             | 2036-10-27      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                              | Park Avenue Institutional Advisers CLO Ltd 2021-1                                | CUSIP: 70015QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4664875.50   | 0.17%             | 2034-01-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                   | SBA Senior Finance II LLC                                                        | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   1187383 | PA      | $1184913.60   | 0.04%             | 2025-04-11      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                                | CUSIP: 31394V7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11546 | PA      | $13416.11     | 0.00%             | 2036-03-25      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                                     | Park Aerospace Holdings Ltd                                                      | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    861000 | PA      | $850156.87    | 0.03%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust 2015-3                                                 | CUSIP: 64033TAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $10599146.91  | 0.38%             | 2054-06-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                    | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3877000 | PA      | $3631218.59   | 0.13%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5565000 | PA      | $5332995.43   | 0.19%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                     | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    205000 | PA      | $189727.50    | 0.01%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                             | Impac CMB Trust Series 2005-2                                                    | CUSIP: 45254NMY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1962714 | PA      | $1796520.80   | 0.06%             | 2035-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2006-AR4                                        | CUSIP: 45661EAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10822859 | PA      | $10315066.40  | 0.37%             | 2046-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                            | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $763500.00    | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                    | Republic of South Africa Government International Bond                           | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2955000 | PA      | $2639258.25   | 0.09%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2021-9 LLC                                                                  | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13849146 | PA      | $12578965.64  | 0.45%             | 2026-10-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2005-AA12                    | CUSIP: 32051GQ81<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1027275 | PA      | $724916.28    | 0.03%             | 2036-02-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                | Broadcom Inc                                                                     | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1889826.36   | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2020-RPL2 Trust                                                             | CUSIP: 22946BAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10070589 | PA      | $9969343.77   | 0.36%             | 2060-02-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2022-P2                                           | CUSIP: 14686JAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54850 | PA      | $9415783.89   | 0.34%             | 2029-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                 | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $3443950.62   | 0.12%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $4835537.03   | 0.17%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                           | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2605000 | PA      | $2454691.50   | 0.09%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $17205.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    685000 | PA      | $631030.63    | 0.02%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN PROTEUS LTD                                                      | Transocean Proteus Ltd                                                           | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |   1444400 | PA      | $1425078.80   | 0.05%             | 2024-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                        | Petronas Capital Ltd                                                             | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   3405000 | PA      | $3109446.00   | 0.11%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                                    | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4031000 | PA      | $3401156.25   | 0.12%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                                        | Abu Dhabi Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1100000 | PA      | $1023210.10   | 0.04%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing C                                              | Indymac Manufactured Housing Con Pass Thr Cert Series 1998-1                     | CUSIP: 22540AFG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21722 | PA      | $22329.28     | 0.00%             | 2028-09-25      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Herens Holdco Sarl                                                          | Herens US Holdco Corp                                                            | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |   2807499 | PA      | $2587110.02   | 0.09%             | 2028-07-03      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                                    | Bear Stearns ALT-A Trust 2005-8                                                  | CUSIP: 07386HWR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5332485 | PA      | $4772944.03   | 0.17%             | 2035-10-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                              | Banc of America Funding 2006-D Trust                                             | CUSIP: 058933AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    622284 | PA      | $522568.88    | 0.02%             | 2036-05-20      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Waystar Technologies Inc                                                    | Waystar Technologies Inc                                                         | CUSIP: 63939WAG8<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |   2912650 | PA      | $2868960.26   | 0.10%             | 2026-10-22      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                                     | Park Aerospace Holdings Ltd                                                      | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    455000 | PA      | $453910.87    | 0.02%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2020-SFR1 Trust                                             | CUSIP: 74331CAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7100000 | PA      | $6504372.48   | 0.23%             | 2037-04-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BYM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    828741 | PA      | $825593.59    | 0.03%             | 2024-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR12 Trust                   | CUSIP: 92922F3L0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    737276 | PA      | $671402.15    | 0.02%             | 2035-10-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                           | Waste Pro USA Inc                                                                | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   6169000 | PA      | $5461785.84   | 0.20%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Student Loan Consolidation Cen                                              | Student Loan Consolidation Center Student Loan Trust I                           | CUSIP: 86386MAX2<br>LEI: 5493008KMDJ3GC7JUA63 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $138543.60    | 0.00%             | 2042-07-01      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                              | Bayview Commercial Asset Trust 2004-2                                            | CUSIP: 07324SAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475737 | PA      | $475180.62    | 0.02%             | 2034-08-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2220351 | PA      | $2089905.27   | 0.08%             | 2027-10-01      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                      | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |   2140000 | PA      | $1786149.61   | 0.06%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust                                                        | CUSIP: 64033MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1865000 | PA      | $1817168.72   | 0.07%             | 2048-11-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    261000 | PA      | $191371.34    | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $1995085.43   | 0.07%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                        | ACE Securities Corp Home Equity Loan Trust Series 2006-HE3                       | CUSIP: 00441TAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4714751 | PA      | $3430757.18   | 0.12%             | 2036-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue          | CUSIP: 64971XGH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $900407.20    | 0.03%             | 2032-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2006-CH1                                    | CUSIP: 46629TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2989584 | PA      | $2973160.66   | 0.11%             | 2036-07-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465335.09    | 0.02%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                        | ACE Securities Corp Home Equity Loan Trust Series 2006-NC3                       | CUSIP: 00442EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  53098339 | PA      | $15489130.54  | 0.56%             | 2036-12-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                       | Indonesia Government International Bond                                          | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   3600000 | PA      | $3233025.00   | 0.12%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                                | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $352340.36    | 0.01%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                        | Tencent Holdings Ltd                                                             | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   3585000 | PA      | $2573746.61   | 0.09%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $4408143.19   | 0.16%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM 2020-CBM Mortgage Trust                                                     | CUSIP: 20049AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  68872262 | PA      | $745576.67    | 0.03%             | 2037-02-10      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                         | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4985000 | PA      | $4817885.65   | 0.17%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2005-QA7 Trust                                                       | CUSIP: 76110H7B9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496052 | PA      | $455529.71    | 0.02%             | 2035-07-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                              | Securitized Asset Backed Receivables LLC Trust 2006-WM4                          | CUSIP: 81377XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8959017 | PA      | $4243692.93   | 0.15%             | 2036-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-8                                                    | CUSIP: 78445GAE3<br>LEI: 549300R59P5DXM48DO55 | Long             | ABS-O            | CORP              | US        |    735000 | PA      | $702101.44    | 0.03%             | 2075-10-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc                                              | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TBD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10246882 | PA      | $2774062.56   | 0.10%             | 2029-09-15      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                                              | Wells Fargo Alternative Loan 2007-PA5 Trust                                      | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1329647 | PA      | $1110711.62   | 0.04%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                              | Structured Asset Mortgage Investments II Trust 2006-AR5                          | CUSIP: 86360JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186534 | PA      | $141051.86    | 0.01%             | 2036-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                              | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | CUSIP: 93936FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4495461 | PA      | $4073891.34   | 0.15%             | 2047-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                         | CUSIP: 38378XLU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8823210 | PA      | $202446.88    | 0.01%             | 2054-11-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                        | Saudi Arabian Oil Co                                                             | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1100000 | PA      | $1004630.00   | 0.04%             | 2025-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                                                   | Sophia LP                                                                        | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    195425 | PA      | $189074.32    | 0.01%             | 2027-10-07      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4674.07      | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                    | Nationwide Mutual Insurance Co                                                   | CUSIP: 638671AJ6<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3816011.56   | 0.14%             | 2024-12-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                     | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2249000 | PA      | $1966819.27   | 0.07%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2006-ACC1                                   | CUSIP: 46628RAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120793 | PA      | $128873.31    | 0.00%             | 2036-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2005-AR14                                       | CUSIP: 45660LRU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8326668 | PA      | $5917969.51   | 0.21%             | 2035-07-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) | Prime Security Services Borrower LLC                                             | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    608453 | PA      | $603889.47    | 0.02%             | 2026-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                     | Southern Co Gas Capital Corp                                                     | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2736279.87   | 0.10%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1530000 | PA      | $1275730.92   | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                         | TreeHouse Foods Inc                                                              | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $851600.00    | 0.03%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                              | Banc of America Funding Corp                                                     | CUSIP: 05990QAT0<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |   9949852 | PA      | $9311501.46   | 0.33%             | 2036-05-27      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                              | Bear Stearns Asset Backed Securities I Trust 2005-AC6                            | CUSIP: 073879L55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330757 | PA      | $292284.82    | 0.01%             | 2035-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                  | Morgan Stanley Capital I Inc Trust 2006-NC2                                      | CUSIP: 617451EF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1157633 | PA      | $1144566.32   | 0.04%             | 2036-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                     | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $654094.26    | 0.02%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Backed                                               | Merrill Lynch Mortgage Backed Securities Trust Series 2007-2                     | CUSIP: 59025GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    687267 | PA      | $602460.69    | 0.02%             | 2036-08-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                | Hudson Yards 2019-55HY Mortgage Trust                                            | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6555000 | PA      | $5507915.44   | 0.20%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                        | BlueMountain Fuji US Clo I Ltd                                                   | CUSIP: 09629CAQ8<br>LEI: 549300XC3G26BPOECZ28 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5292837.00   | 0.19%             | 2029-07-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                         | CUSIP: 38378W5D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1432405 | PA      | $139036.41    | 0.00%             | 2043-09-16      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                                       | DP World Crescent Ltd                                                            | CUSIP: 26139PAB9<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |   4036000 | PA      | $3992915.70   | 0.14%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                       | Athene Global Funding                                                            | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   8980000 | PA      | $7271849.81   | 0.26%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | Comm 2013-CCRE13 Mortgage Trust                                                  | CUSIP: 12630BBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  58898152 | PA      | $258453.93    | 0.01%             | 2046-11-10      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20205.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                                 | Bacardi Ltd                                                                      | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   3585000 | PA      | $3481746.62   | 0.13%             | 2025-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | AthenaHealth Group Inc                                                           | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     72570 | PA      | $65701.74     | 0.00%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LT                                              | Octagon Investment Partners 46 Ltd                                               | CUSIP: 67577VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6610000 | PA      | $6439680.13   | 0.23%             | 2036-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| RUBY PIPELINE LLC                                                           | Ruby Pipeline LLC                                                                | CUSIP: 781172AB7<br>LEI: 549300VXRTBPBK07QT94 | Long             | DBT              | CORP              | US        |   3943939 | PA      | $4298893.94   | 0.15%             | 2022-04-01      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| Soundview Home Equity Loan Tru                                              | Soundview Home Loan Trust 2007-WMC1                                              | CUSIP: 83612NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984614 | PA      | $288428.23    | 0.01%             | 2037-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                         | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3240000 | PA      | $2919250.37   | 0.10%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                                    | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   2515000 | PA      | $546763.34    | 0.02%             | 2025-01-10      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4125.19      | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                                              | Banc of America Mortgage 2005-K Trust                                            | CUSIP: 05949CMS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711224 | PA      | $627049.32    | 0.02%             | 2035-12-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1490933.45   | 0.05%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming Inc                                                    | Penn Entertainment Inc                                                           | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    610843 | PA      | $605794.20    | 0.02%             | 2029-05-03      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                                     | Farmers Exchange Capital II                                                      | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2385101.25   | 0.09%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                              | MF1 2020-FL4 Ltd                                                                 | CUSIP: 58003UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4850000 | PA      | $4579489.80   | 0.16%             | 2035-11-15      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2171979.75   | 0.08%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                    | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1175000 | PA      | $1082136.11   | 0.04%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                         | CUSIP: 38376LWH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    446196 | PA      | $5579.19      | 0.00%             | 2035-07-20      | Floating      | 0.62%                 | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortg                                              | STARM Mortgage Loan Trust 2007-4                                                 | CUSIP: 78473WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833385 | PA      | $704196.67    | 0.03%             | 2037-10-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                              | PRET 2022-RN2 LLC                                                                | CUSIP: 69377NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16833000 | PA      | $15277462.47  | 0.55%             | 2052-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                     | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3629500 | PA      | $3537673.65   | 0.13%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                    | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5432000 | PA      | $4461301.60   | 0.16%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust 2004-AR4                                                | CUSIP: 23332UBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441299 | PA      | $354075.03    | 0.01%             | 2045-01-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Blackstone Industrial Portfolio - Proj Foxtrot                              | Blackstone Industrial Portfolio - Proj Foxtrot                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3070275.00   | 0.11%             | 2024-04-09      | Floating      | 2.23%                 | No            |                  3 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust Series 2007-FF1                               | CUSIP: 32028TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3989847 | PA      | $2135642.40   | 0.08%             | 2038-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2379324.18   | 0.09%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9143149 | PA      | $4586285.08   | 0.16%             | 2036-12-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1731721.98   | 0.06%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1035000 | PA      | $992629.21    | 0.04%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                              | Fannie Mae-Aces                                                                  | CUSIP: 3136AQ5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8275005 | PA      | $74898.31     | 0.00%             | 2036-04-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Educational Funding of the Sou                                              | Educational Funding of the South Inc                                             | CUSIP: 28148WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31351 | PA      | $31319.19     | 0.00%             | 2036-03-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group Inc (The)                                             | Kenan Advantage Group Inc/The                                                    | CUSIP: 48853UBH2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   2155000 | PA      | $2000561.93   | 0.07%             | 2027-09-01      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                | Sabey Data Center Issuer LLC                                                     | CUSIP: 78520EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7905000 | PA      | $7416435.43   | 0.27%             | 2045-04-20      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                                              | HSI Asset Securitization Corp Trust 2006-WMC1                                    | CUSIP: 40430MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11368027 | PA      | $5220283.28   | 0.19%             | 2036-07-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm                                              | American Home Mortgage Investment Trust 2006-1                                   | CUSIP: 02660THY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8717217 | PA      | $7365918.65   | 0.26%             | 2046-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                     | Philippine Government International Bond                                         | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    930000 | PA      | $760554.00    | 0.03%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2021-R01                                     | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2356393.25   | 0.08%             | 2041-10-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                            | AmWINS Group Inc                                                                 | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   2756421 | PA      | $2710981.75   | 0.10%             | 2028-02-19      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DAC                                                    | C&W Senior Financing DAC                                                         | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $280200.00    | 0.01%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                              | Securitized Asset Backed Receivables LLC Trust 2007-BR2                          | CUSIP: 81378PAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5956925 | PA      | $2758300.89   | 0.10%             | 2037-02-25      | Floating      | 4.62%                 | 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        |   1000000 | PA      | $765061.15    | 0.03%             | 2083-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2005-10                                           | CUSIP: 41161PTN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1809465 | PA      | $1483303.72   | 0.05%             | 2035-11-19      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                                               | Mastr Asset Backed Securities Trust 2007-WMC1                                    | CUSIP: 55275TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16545425 | PA      | $4724918.07   | 0.17%             | 2037-01-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32000000 | PA      | $1424700.80   | 0.05%             | 2044-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5450000 | PA      | $4432629.43   | 0.16%             | 2037-04-15      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1153235.51   | 0.04%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2121438.14   | 0.08%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note                                              | Merrill Lynch Alternative Note Asset Trust Series 2007-A3                        | CUSIP: 59024HAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    883581 | PA      | $38983.85     | 0.00%             | 2037-04-25      | Floating      | 5.05%                 | No            |                  3 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  11287000 | PA      | $8303312.36   | 0.30%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1090000 | PA      | $975301.97    | 0.04%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                               | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1376225.25   | 0.05%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                       | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1076596.05   | 0.04%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $664875.65    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                              | Alternative Loan Trust 2005-76                                                   | CUSIP: 12668BDC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2575904 | PA      | $2289802.97   | 0.08%             | 2036-01-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                                                | Sunshine Luxembourg VII Sarl                                                     | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |   3438750 | PA      | $3301681.43   | 0.12%             | 2026-10-01      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                 | CUSIP: 000000000<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1522852.42   | 0.05%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                                | CUSIP: 3136ABG64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140870 | PA      | $130759.66    | 0.00%             | 2042-10-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holding Inc                           | Element Materials Technology Group US Holdings Inc                               | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    269491 | PA      | $263988.96    | 0.01%             | 2029-06-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1028841 | PA      | $922099.00    | 0.03%             | 2027-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                    | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345085 | PA      | $331437.61    | 0.01%             | 2045-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                | Organon & Co                                                                     | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    432170 | PA      | $429045.15    | 0.02%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2005-QA13 Trust                                                      | CUSIP: 761118PE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1398288 | PA      | $1117284.84   | 0.04%             | 2035-12-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2003-12                                                   | CUSIP: 78442GKD7<br>LEI: GX18J72G8XB30P3MQA62 | Long             | ABS-O            | CORP              | US        |   3028358 | PA      | $2859489.03   | 0.10%             | 2068-12-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                                              | CAMB Commercial Mortgage Trust 2019-LIFE                                         | CUSIP: 12482HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8503000 | PA      | $7956273.26   | 0.29%             | 2037-12-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                      | Extra Space Storage LP                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    593000 | PA      | $533236.75    | 0.02%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1765000 | PA      | $1546151.75   | 0.06%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                    | Republic of South Africa Government International Bond                           | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2607000 | PA      | $2331440.10   | 0.08%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTI Holdco, Inc.                                                            | DTI Holdco Inc                                                                   | CUSIP: 23358EAF6<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |    244369 | PA      | $225735.52    | 0.01%             | 2029-04-26      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                              | BCAP LLC 2014-RR3 Trust                                                          | CUSIP: 05544EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160304 | PA      | $1132742.04   | 0.04%             | 2036-03-26      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th                                              | First Horizon Mortgage Pass-Through Trust 2005-AR4                               | CUSIP: 32051GTV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1319482 | PA      | $877522.47    | 0.03%             | 2035-09-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| A10 Securitization                                                          | A10 Bridge Asset Financing 2021-D                                                | CUSIP: 04681EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5581973 | PA      | $5245030.09   | 0.19%             | 2038-10-01      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                      | Brazilian Government International Bond                                          | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3400000 | PA      | $3214700.00   | 0.12%             | 2025-06-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2021-8 LLC                                                                  | CUSIP: 69360MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9285317 | PA      | $8365617.19   | 0.30%             | 2026-09-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BYPS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 102110966 | PA      | $831974.62    | 0.03%             | 2024-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Pathway Vet Alliance LLC                                                    | Pathway Vet Alliance LLC                                                         | CUSIP: 70323KAE8<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |   1125399 | PA      | $943456.15    | 0.03%             | 2027-03-31      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2021-R03                                     | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1678552.75   | 0.06%             | 2041-12-25      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1371399.67   | 0.05%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                               | CUSIP: 3137APLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68694 | PA      | $6937.29      | 0.00%             | 2042-04-15      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  17748000 | PA      | $14358217.90  | 0.52%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                               | CoreVest American Finance 2020-3 Trust                                           | CUSIP: 21873CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13284570 | PA      | $1201961.34   | 0.04%             | 2053-08-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                           | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   6855000 | PA      | $5466572.81   | 0.20%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust Series 2007-FF2                               | CUSIP: 32029GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550800 | PA      | $278636.80    | 0.01%             | 2037-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                               | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $957262.50    | 0.03%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $242353.90    | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2021-BPNY                                                                   | CUSIP: 12659XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12734000 | PA      | $12237214.83  | 0.44%             | 2023-08-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3076043.63   | 0.11%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                                | CUSIP: 31396XFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51045 | PA      | $3886.16      | 0.00%             | 2037-08-25      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6585000 | PA      | $5111003.59   | 0.18%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                                               | Life 2021-BMR Mortgage Trust                                                     | CUSIP: 53218CAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10535474 | PA      | $9919123.75   | 0.36%             | 2038-03-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4993000 | PA      | $3466059.21   | 0.12%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                          | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $3828539.21   | 0.14%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                  | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1630696.28   | 0.06%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                              | Morgan Stanley Mortgage Loan Trust 2004-7AR                                      | CUSIP: 61748HCH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203398 | PA      | $190325.17    | 0.01%             | 2034-09-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                               | CUSIP: 31397JZ64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7710 | PA      | $10694.62     | 0.00%             | 2037-07-15      | Floating      | 14.77%                | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                         | CommonSpirit Health                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3029939.33   | 0.11%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1291907.28   | 0.05%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust 2005-AR4                                                 | CUSIP: 362341FQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    363570 | PA      | $335998.39    | 0.01%             | 2035-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                    | Republic of South Africa Government International Bond                           | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1064000 | PA      | $964728.80    | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2006-QS13 Trust                                                      | CUSIP: 75115DAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3449 | PA      | $2089.75      | 0.00%             | 2021-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                   | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998123.40   | 0.07%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                   | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     73000 | PA      | $66854.52     | 0.00%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th                                              | First Horizon Mortgage Pass-Through Trust 2005-AR4                               | CUSIP: 32051GTX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45452 | PA      | $42422.18     | 0.00%             | 2035-10-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                            | Berry Global Inc                                                                 | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |   4737697 | PA      | $4708630.93   | 0.17%             | 2026-07-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2006-AA7                     | CUSIP: 32052CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1985914 | PA      | $1484478.66   | 0.05%             | 2037-01-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                       | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $236374.28    | 0.01%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                          | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2427633.41   | 0.09%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | AthenaHealth Group Inc                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    426021 | PA      | $385702.07    | 0.01%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM 2012-CCRE5 Mortgage Trust                                                   | CUSIP: 12623SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1104009 | PA      | $37.09        | 0.00%             | 2045-12-10      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BQYV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  54740574 | PA      | $1846197.01   | 0.07%             | 2026-05-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Intelsat SA/Luxembourg                                                      | Intelsat SA/Luxembourg                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141055 | NS      | $3413531.00   | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| Zayo Group Holdings Inc                                                     | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1050319 | PA      | $876685.77    | 0.03%             | 2027-03-09      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2022-RPL1 Trust                                                             | CUSIP: 12661QAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12150841 | PA      | $10970044.13  | 0.39%             | 2061-04-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                          | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   3000000 | PA      | $2232766.26   | 0.08%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                         | LCM XXI LP                                                                       | CUSIP: 50189CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    843267 | PA      | $838891.75    | 0.03%             | 2028-04-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2010-1A PTT                                                      | US Airways 2010-1 Class A Pass Through Trust                                     | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437867 | PA      | $436812.41    | 0.02%             | 2023-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14771 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7327211 | PA      | $4414015.74   | 0.16%             | 2036-12-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1769357.74   | 0.06%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Safe Fleet Holdings LLC                                                     | Safe Fleet Holdings LLC                                                          | CUSIP: 000000000<br>LEI: 549300ZCMGQ2DH2RZB13 | Long             | LON              | CORP              | US        |    356769 | PA      | $345844.49    | 0.01%             | 2029-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                        | ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1                     | CUSIP: 00442JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28438153 | PA      | $13928472.83  | 0.50%             | 2037-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MSCG Trust                                                                  | MSCG Trust 2018-SELF                                                             | CUSIP: 55358PAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4625104 | PA      | $4321869.49   | 0.16%             | 2037-10-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust Series 2006-11                    | CUSIP: 86362HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    994692 | PA      | $896179.88    | 0.03%             | 2036-12-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                              | Chase Mortgage Finance Trust Series 2007-A1                                      | CUSIP: 161630AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442964 | PA      | $422236.22    | 0.02%             | 2037-02-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP                                                              | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    496250 | PA      | $472482.11    | 0.02%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                                | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1425000 | PA      | $1316634.39   | 0.05%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-163947.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                                | CUSIP: 31398NQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29563 | PA      | $2870.31      | 0.00%             | 2040-10-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                     | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   2424000 | PA      | $2178742.01   | 0.08%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $899946.68    | 0.03%             | 2024-01-05      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-R3                                                                | CUSIP: 12566LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18287000 | PA      | $13480642.42  | 0.48%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                    | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3722000 | PA      | $2811375.48   | 0.10%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                              | Structured Asset Securities Corp Mortgage Loan Trust 2005-4XS                    | CUSIP: 86359B4Y4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    912867 | PA      | $874625.88    | 0.03%             | 2035-03-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                                                      | Metropolitan Edison Co                                                           | CUSIP: 591894CB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2512139.75   | 0.09%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2021-RPL7 Trust                                                             | CUSIP: 12598JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8521894 | PA      | $7735250.00   | 0.28%             | 2061-07-27      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS 2006-CB9 TRUST                                                            | CUSIP: 12465MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7247856 | PA      | $3456375.05   | 0.12%             | 2036-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2020-TMIC                                                                   | CUSIP: 126390AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11515000 | PA      | $11481966.92  | 0.41%             | 2035-12-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                           | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1159067.89   | 0.04%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2001888.97   | 0.07%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9496874.20   | 0.34%             | 2041-11-25      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                                       | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   6820000 | PA      | $0.00         | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                    | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BE6<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   6470000 | PA      | $6207406.96   | 0.22%             | 2054-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                                                   | ACRES Commercial Realty 2021-FL1 Ltd                                             | CUSIP: 00103CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9831000 | PA      | $9456445.78   | 0.34%             | 2036-06-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                     | Southwestern Electric Power Co                                                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2081838.05   | 0.07%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10020000 | PA      | $8826846.36   | 0.32%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    745219 | PA      | $696640.63    | 0.03%             | 2029-10-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Azz Inc                                                                     | AZZ Inc                                                                          | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |    249730 | PA      | $250003.04    | 0.01%             | 2029-05-11      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 123200000 | PA      | $104248399.02 | 3.75%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TransDigm Inc                                                                    | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    459745 | PA      | $455032.90    | 0.02%             | 2025-12-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                               | Caesars Resort Collection LLC                                                    | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |   1708767 | PA      | $1706725.12   | 0.06%             | 2025-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                         | CUSIP: 38377WLC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    372306 | PA      | $2459.42      | 0.00%             | 2037-06-16      | Floating      | 0.60%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                     | Jazz Financing Lux Sarl                                                          | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    568150 | PA      | $564022.69    | 0.02%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                    | NCR Corp                                                                         | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   4863000 | PA      | $4072464.79   | 0.15%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                               | Corevest American Finance 2019-3 Trust                                           | CUSIP: 21872NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4660528 | PA      | $199217.08    | 0.01%             | 2052-10-15      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| BW Gas & Convenience Holdings LLC                                           | BW Gas & Convenience Holdings LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3546000 | PA      | $3421890.00   | 0.12%             | 2028-03-31      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  97125000 | PA      | $93524127.53  | 3.36%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                               | 321 Henderson Receivables VI LLC                                                 | CUSIP: 88576XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186353 | PA      | $193149.04    | 0.01%             | 2061-07-15      | Fixed         | 9.31%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                     | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    495000 | PA      | $405118.14    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housin                                              | Greenpoint Manufactured Housing                                                  | CUSIP: 395383AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4823585 | PA      | $3620015.24   | 0.13%             | 2030-03-20      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2005-AA10                    | CUSIP: 32051GA54<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785371 | PA      | $650037.98    | 0.02%             | 2035-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 863579PF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2004142 | PA      | $1859048.32   | 0.07%             | 2035-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                    | Elanco Animal Health Inc                                                         | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   1227594 | PA      | $1181363.21   | 0.04%             | 2027-08-01      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2020-R6                                                                | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5412821 | PA      | $4629208.43   | 0.17%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4494109.42   | 0.16%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                        | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $3868951.32   | 0.14%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                               | ModivCare Inc                                                                    | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1233148.18   | 0.04%             | 2025-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                          | Panama Government International Bond                                             | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   6851000 | PA      | $5915727.99   | 0.21%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2018-R5                                                                | CUSIP: 12553UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3540442 | PA      | $3380607.84   | 0.12%             | 2058-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-R5                                                                | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9475088 | PA      | $7970630.10   | 0.29%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                                                          | Scripps Escrow Inc                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2082000 | PA      | $1873800.00   | 0.07%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hostess Brands LLC                                                          | Hostess Brands LLC                                                               | CUSIP: 44108HAJ0<br>LEI: 549300SW7FLS4O41LD19 | Long             | LON              | CORP              | US        |    701035 | PA      | $699976.27    | 0.03%             | 2025-08-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                  | AMSR 2020-SFR3 Trust                                                             | CUSIP: 001807AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5619856.80   | 0.20%             | 2037-09-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                                             | Spin Holdco Inc                                                                  | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   3703926 | PA      | $3142781.01   | 0.11%             | 2028-03-04      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                                | CUSIP: 31396WAS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25686 | PA      | $1294.54      | 0.00%             | 2037-06-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                                                        | AGNC Investment Corp                                                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    582000 | NS      | $6023700.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                    | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    955000 | PA      | $892567.12    | 0.03%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2006-AR9                                        | CUSIP: 45661EGK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2771716 | PA      | $2268123.38   | 0.08%             | 2036-06-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2003-7                                     | CUSIP: 576433HK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104619 | PA      | $96356.71     | 0.00%             | 2033-11-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1112429.61   | 0.04%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                        | Grifols Worldwide Operations USA Inc                                             | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    618651 | PA      | $599578.06    | 0.02%             | 2027-11-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                                    | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567PAP5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   2100000 | PA      | $1847296.50   | 0.07%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $3999448.01   | 0.14%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                    | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1144775.47   | 0.04%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2005-QA8 Trust                                                       | CUSIP: 761118BS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569822 | PA      | $327533.07    | 0.01%             | 2035-07-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2006-OA2                                   | CUSIP: 55275NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16597846 | PA      | $12000783.39  | 0.43%             | 2046-12-25      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                           | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   9904000 | PA      | $8716304.89   | 0.31%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust                    | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263297 | PA      | $978510.55    | 0.04%             | 2047-06-25      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust 2006-AR2                                                 | CUSIP: 36297TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172466 | PA      | $113223.12    | 0.00%             | 2036-04-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                                | CUSIP: 31396XUR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561516 | PA      | $46924.17     | 0.00%             | 2037-04-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                       | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    930000 | PA      | $684206.74    | 0.02%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                     | Nationwide Building Society                                                      | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2570000 | PA      | $2556095.35   | 0.09%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                                               | BAMLL Commercial Mortgage Securities Trust 2020-BOC                              | CUSIP: 05551JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4293873.00   | 0.15%             | 2032-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                                              | CAMB Commercial Mortgage Trust 2019-LIFE                                         | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9700000 | PA      | $9263311.82   | 0.33%             | 2037-12-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3412000 | PA      | $3081581.92   | 0.11%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                             | Rolls-Royce PLC                                                                  | CUSIP: 000000000<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1055000 | PA      | $896326.48    | 0.03%             | 2028-05-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                     | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    313487 | PA      | $255341.30    | 0.01%             | 2027-03-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                       | Grifols Escrow Issuer SA                                                         | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1624924.95   | 0.06%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                           | Cedar Funding XII CLO Ltd                                                        | CUSIP: 15033TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $970000.00    | 0.03%             | 2034-10-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                       | Grifols Escrow Issuer SA                                                         | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   1064000 | PA      | $921236.16    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $6247594.45   | 0.22%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                              | Long Beach Mortgage Loan Trust 2006-9                                            | CUSIP: 54251WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  49458023 | PA      | $15241709.07  | 0.55%             | 2036-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                                | MKT 2020-525M Mortgage Trust                                                     | CUSIP: 55316PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 147585000 | PA      | $1925939.97   | 0.07%             | 2040-02-12      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                                              | HSI Asset Securitization Corp Trust 2006-HE1                                     | CUSIP: 44328AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11007782 | PA      | $3648091.25   | 0.13%             | 2036-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AAdvantage Loyalty IP Ltd                                                        | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   2899029 | PA      | $2891332.30   | 0.10%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                     | Nationwide Building Society                                                      | CUSIP: 63861VAC1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2490000 | PA      | $2458001.81   | 0.09%             | 2024-08-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                           | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1920000 | PA      | $1139938.88   | 0.04%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2006-AR27                                       | CUSIP: 45661LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5126807 | PA      | $2404631.92   | 0.09%             | 2036-10-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8650000 | PA      | $6856787.53   | 0.25%             | 2057-06-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                            | Farmers Insurance Exchange                                                       | CUSIP: 309601AA0<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    942000 | PA      | $972219.48    | 0.03%             | 2024-05-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                                    | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $1849328.18   | 0.07%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $4943429.13   | 0.18%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-1A PTT                                                      | US Airways 2012-1 Class A Pass Through Trust                                     | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49491 | PA      | $47714.11     | 0.00%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                           | Chile Government International Bond                                              | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3764000 | PA      | $3132314.38   | 0.11%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                              | Option One Mortgage Loan Trust 2007-4                                            | CUSIP: 68403FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13011353 | PA      | $7675982.60   | 0.28%             | 2037-04-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                  | Morgan Stanley ABS Capital I Inc Trust 2007-NC3                                  | CUSIP: 61755AAD8<br>LEI: 549300LT6TIGKPKJS707 | Long             | ABS-O            | CORP              | US        |  22251483 | PA      | $15671051.64  | 0.56%             | 2037-05-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                                              | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 22541QZR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340648 | PA      | $323409.80    | 0.01%             | 2033-11-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                       | Universal Health Services Inc                                                    | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1294028.75   | 0.05%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | CDS W BCULC                                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |         1 | NC      | $182362.31    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                                               | Metropolitan Transportation Authority                                            | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    975000 | PA      | $870287.77    | 0.03%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                              | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  90794751 | PA      | $6439858.32   | 0.23%             | 2052-06-15      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2007-6                                            | CUSIP: 41165BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9815413 | PA      | $8012754.30   | 0.29%             | 2037-08-19      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                                          | Coherent Corp                                                                    | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    447867 | PA      | $444284.42    | 0.02%             | 2029-07-02      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                                              | GMACM Mortgage Loan Trust 2005-AR5                                               | CUSIP: 76112BXZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1257736 | PA      | $869268.33    | 0.03%             | 2035-09-19      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6995000 | PA      | $5106762.84   | 0.18%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -137 | NC      | $1156331.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Frankin Mortgage Loan Trust 2006-FF4                                       | CUSIP: 362334FT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2814003 | PA      | $2775839.55   | 0.10%             | 2036-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                      | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    781013 | PA      | $698194.15    | 0.03%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $213996.88    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shearer's Foods LLC                                                         | Shearer's Foods LLC                                                              | CUSIP: 82087UAL1<br>LEI: 549300AQWIJSYS2CIH04 | Long             | LON              | CORP              | US        |   2450000 | PA      | $2342812.50   | 0.08%             | 2027-09-23      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                         | CUSIP: 38378BF61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23389971 | PA      | $69353.60     | 0.00%             | 2053-02-16      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                           | Magnetite XXI Ltd                                                                | CUSIP: 55954PAQ7<br>LEI: 5493007R5RBJT1RFJC86 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7580480.00   | 0.27%             | 2034-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5245000 | PA      | $5149040.36   | 0.19%             | 2033-10-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                                            | Santander UK PLC                                                                 | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |   3415000 | PA      | $3426843.22   | 0.12%             | 2023-11-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      3727 | NC      | $-261904.45   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                                                 | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $54159.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                             | Lehman XS Trust Series 2007-18N                                                  | CUSIP: 52525DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3058411 | PA      | $2773624.61   | 0.10%             | 2037-10-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc (The)                                                | Michaels Cos Inc/The                                                             | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   3447500 | PA      | $2988792.89   | 0.11%             | 2028-04-15      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                                              | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254W0NE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530613 | PA      | $282736.62    | 0.01%             | 2035-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                                           | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |   6900000 | PA      | $6483810.29   | 0.23%             | 2039-02-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2004-AA3                     | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148508 | PA      | $134120.80    | 0.00%             | 2034-09-25      | Variable      | 3.86%                 | 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        |    710000 | PA      | $683262.96    | 0.02%             | 2073-04-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                         | Dominion Energy Inc                                                              | CUSIP: 25746UBY4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2357604.38   | 0.08%             | 2054-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                  | AMSR 2020-SFR1 Trust                                                             | CUSIP: 00180AAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10503000 | PA      | $9653094.09   | 0.35%             | 2037-04-17      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                                                       | Southern Gas Corridor CJSC                                                       | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |   2776000 | PA      | $2854546.92   | 0.10%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                                              | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAJ7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   6918675 | PA      | $5995011.82   | 0.22%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                     | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7266415 | PA      | $6278093.62   | 0.23%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                      | Cascade MH Asset Trust 2022-MH1                                                  | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6962754 | PA      | $6115302.77   | 0.22%             | 2054-08-25      | Variable      | 4.25%                 | 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        |   7315000 | PA      | $6932312.85   | 0.25%             | 2073-07-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1595000 | PA      | $1014220.63   | 0.04%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CDK Global Inc                                                              | Central Parent Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1303729 | PA      | $1294173.08   | 0.05%             | 2029-07-06      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $993746.54    | 0.04%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2000000 | PA      | $1491427.48   | 0.05%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1965283.61   | 0.07%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC                                                             | Cleco Power LLC                                                                  | CUSIP: 185508AG3<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |    825000 | PA      | $805770.68    | 0.03%             | 2040-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance P                                              | Grace Trust 2020-GRCE                                                            | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $6151919.20   | 0.22%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                | Comerica Inc                                                                     | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2075073.00   | 0.07%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                                | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2150000 | PA      | $1663506.02   | 0.06%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                                              | New York State Dormitory Authority                                               | CUSIP: 6499022E2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   3100000 | PA      | $3133856.65   | 0.11%             | 2033-03-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $2099684.39   | 0.08%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2196080.78   | 0.08%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                       | Genesee & Wyoming Inc                                                            | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    773066 | PA      | $770023.50    | 0.03%             | 2026-12-30      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1774003.42   | 0.06%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                              | DBJPM 2016-SFC Mortgage Trust                                                    | CUSIP: 23312RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3252600.40   | 0.12%             | 2036-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                       | Open Text Corp                                                                   | CUSIP: 000000000<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    489277 | PA      | $479063.14    | 0.02%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                             | Lehman XS Trust 2006-17                                                          | CUSIP: 52523KAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13378025 | PA      | $11782785.04  | 0.42%             | 2046-08-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                             | Cano Health LLC                                                                  | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1071770.00   | 0.04%             | 2028-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   3900000 | PA      | $3333330.00   | 0.12%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                       | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $317220.51    | 0.01%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                            | Arches Buyer Inc                                                                 | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    592794 | PA      | $550373.87    | 0.02%             | 2027-12-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2005-3                                                    | CUSIP: 78442GPD2<br>LEI: 5493000ZPP19J8RRD157 | Long             | ABS-O            | CORP              | US        |   2254497 | PA      | $2064524.48   | 0.07%             | 2040-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1172395.55   | 0.04%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                                              | Bear Stearns ARM Trust 2005-9                                                    | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    953644 | PA      | $886324.35    | 0.03%             | 2035-10-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                               | Citigroup Commercial Mortgage Trust 2015-GC27                                    | CUSIP: 17323CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59841787 | PA      | $1215548.27   | 0.04%             | 2048-02-10      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2021-P4                                           | CUSIP: 14687KAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14200 | PA      | $6483359.29   | 0.23%             | 2028-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                 | Netflix Inc                                                                      | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $4111605.17   | 0.15%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                  | AMSR 2022-SFR3 Trust                                                             | CUSIP: 66981YAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $8277632.00   | 0.30%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3408089.70   | 0.12%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Resid                                              | Specialty Underwriting & Residential Finance Trust Series 2007-BC2               | CUSIP: 84752EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20116670 | PA      | $14344267.88  | 0.52%             | 2037-04-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                                              | Securitized Asset Backed Receivables LLC Trust 2007-BR4                          | CUSIP: 81378EAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9833317 | PA      | $6043878.94   | 0.22%             | 2037-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                             | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1533444.73   | 0.06%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2005-3                                           | CUSIP: 12669GTQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2623037 | PA      | $2404544.18   | 0.09%             | 2035-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BM7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44865280 | PA      | $1800791.39   | 0.06%             | 2043-10-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $1794363.18   | 0.06%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                                      | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1962780 | PA      | $1764412.10   | 0.06%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Curia Global INC                                                            | Curia Global Inc                                                                 | CUSIP: 000000000<br>LEI: CHZJRCSC4ACUSUD2MV11 | Long             | LON              | CORP              | US        |   1097215 | PA      | $908976.95    | 0.03%             | 2026-08-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                                              | ABFC 2007-WMC1 Trust                                                             | CUSIP: 04545EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3054254 | PA      | $2471479.69   | 0.09%             | 2037-06-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                               | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363331.28    | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | Acrisure LLC                                                                     | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1126826 | PA      | $1060123.69   | 0.04%             | 2027-02-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2005-AR19                                       | CUSIP: 45660LXA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1803023 | PA      | $1429144.52   | 0.05%             | 2035-10-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                             | Lehman XS Trust Series 2005-5N                                                   | CUSIP: 86359DUR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900052 | PA      | $872167.39    | 0.03%             | 2035-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                          | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   5076000 | PA      | $4712330.03   | 0.17%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                              | Carrington Mortgage Loan Trust Series 2006-NC4                                   | CUSIP: 14453MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14364300 | PA      | $11423909.12  | 0.41%             | 2036-10-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                               | Corevest American Finance 2020-4 Trust                                           | CUSIP: 21873AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23364754 | PA      | $2074617.26   | 0.07%             | 2052-12-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| MED Trust                                                                   | Med Trust 2021-MDLN                                                              | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3688418.44   | 0.13%             | 2038-11-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2092845.36   | 0.08%             | 2025-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2006-HE3                                           | CUSIP: 17310VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6792459 | PA      | $4265461.58   | 0.15%             | 2036-12-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                                | CUSIP: 31397LX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65242 | PA      | $3973.17      | 0.00%             | 2038-07-25      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2005-9                                           | CUSIP: 12669GYY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63811 | PA      | $52710.81     | 0.00%             | 2035-05-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18803000 | PA      | $14893154.95  | 0.54%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                           | NatWest Group PLC                                                                | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   7587000 | PA      | $7414716.60   | 0.27%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1                   | CUSIP: 59023LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17285976 | PA      | $6939214.74   | 0.25%             | 2037-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                           | Chile Government International Bond                                              | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1257000 | PA      | $1032751.20   | 0.04%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                       | Prologis Euro Finance LLC                                                        | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    850000 | PA      | $518521.02    | 0.02%             | 2041-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC Mortgage-Backed Trust 2006-8                                                | CUSIP: 22942MAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24960 | PA      | $12436.69     | 0.00%             | 2021-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                  | Morgan Stanley ABS Capital I Inc Trust 2006-HE4                                  | CUSIP: 61748BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9946834 | PA      | $5274639.06   | 0.19%             | 2036-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortg                                              | STARM Mortgage Loan Trust 2007-S1                                                | CUSIP: 855541AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310804 | PA      | $299952.77    | 0.01%             | 2037-01-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Secu                                              | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |   1840000 | PA      | $1264848.57   | 0.05%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                         | General Electric Co                                                              | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |  10370000 | PA      | $8573416.68   | 0.31%             | 2036-08-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                         | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1159571.02   | 0.04%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2005-QA4 Trust                                                       | CUSIP: 76110H4L0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7758 | PA      | $7516.40      | 0.00%             | 2035-04-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 102150000 | PA      | $89606498.92  | 3.22%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                          | TIF Funding II LLC                                                               | CUSIP: 872480AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2970550 | PA      | $2554334.65   | 0.09%             | 2045-08-20      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   4025000 | PA      | $3413612.56   | 0.12%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    902000 | PA      | $729334.78    | 0.03%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL AMERICAS HLDG                                                    | SES GLOBAL Americas Holdings Inc                                                 | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |   8494000 | PA      | $6535535.79   | 0.23%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust Series 2006-FF18                              | CUSIP: 32029AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745983 | PA      | $665594.38    | 0.02%             | 2037-12-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-6                                                    | CUSIP: 78445CAE2<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $647168.48    | 0.02%             | 2083-07-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Goal Capital Funding Trust                                                  | Goal Capital Funding Trust 2006-1                                                | CUSIP: 38021BAG5<br>LEI: 5493009VZI2B6V83UU74 | Long             | ABS-MBS          | CORP              | US        |    265334 | PA      | $243538.24    | 0.01%             | 2042-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-6                                                    | CUSIP: 78445CAD4<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |   9229686 | PA      | $8884821.99   | 0.32%             | 2023-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                         | CUSIP: 38378XDR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14339178 | PA      | $112303.01    | 0.00%             | 2055-05-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $355168.23    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                             | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5025000 | PA      | $4758172.50   | 0.17%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                           | Brown & Brown Inc                                                                | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2438211.18   | 0.09%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                         | AssuredPartners Inc                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1479689.29   | 0.05%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                                              | WFRBS Commercial Mortgage Trust 2013-C14                                         | CUSIP: 92890PAL8<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |  58270381 | PA      | $32345.89     | 0.00%             | 2046-06-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                               | J.G. Wentworth XXXVII LLC                                                        | CUSIP: 46620DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5256162 | PA      | $4442975.73   | 0.16%             | 2067-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BGK40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  58000000 | PA      | $1778317.70   | 0.06%             | 2043-02-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2006-HE3                                           | CUSIP: 17310VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6355801 | PA      | $3975725.48   | 0.14%             | 2036-12-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2006-8                                                    | CUSIP: 78443HAJ2<br>LEI: 5493008U32QWNGB0TW72 | Long             | ABS-O            | CORP              | US        |   2613468 | PA      | $2349048.03   | 0.08%             | 2041-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                                              | Soundview Home Loan Trust 2006-WF2                                               | CUSIP: 83612MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40409 | PA      | $40420.06     | 0.00%             | 2036-12-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FRESENIUS FIN IRELAND PL                                                    | Fresenius Finance Ireland PLC                                                    | CUSIP: 000000000<br>LEI: 549300GFSOR556BX2290 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $740221.46    | 0.03%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                      | Extra Space Storage LP                                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1617128.84   | 0.06%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1354900.06   | 0.05%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Secu                                              | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAQ1<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |  13330000 | PA      | $7066181.01   | 0.25%             | 2043-01-05      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                       | Athene Global Funding                                                            | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1269999.21   | 0.05%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                                                     | J&J Ventures Gaming LLC                                                          | CUSIP: 46604BAB4<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |   1019107 | PA      | $979616.30    | 0.04%             | 2028-04-26      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| IndyMac Residential Asset Back                                              | Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2005-D                 | CUSIP: 456606JN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1433184 | PA      | $1408470.54   | 0.05%             | 2036-03-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Commscope Inc                                                               | CommScope Inc                                                                    | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    329915 | PA      | $311851.92    | 0.01%             | 2026-04-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                                                | Deerfield Dakota Holding LLC                                                     | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    200713 | PA      | $187950.02    | 0.01%             | 2027-04-09      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                                                  | California State University                                                      | CUSIP: 13077DQP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1995000 | PA      | $1423368.60   | 0.05%             | 2035-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                     | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1935000 | PA      | $1873632.93   | 0.07%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15752000 | PA      | $13415294.76  | 0.48%             | 2026-05-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                                                    | Diamond Sports Group LLC / Diamond Sports Finance Co                             | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8511000 | PA      | $1010681.25   | 0.04%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                        | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3406756.04   | 0.12%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                               | CUSIP: 3137FU6Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2189984 | PA      | $1929044.09   | 0.07%             | 2058-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                | CubeSmart LP                                                                     | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $3124364.56   | 0.11%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2020-R1                                                                | CUSIP: 12558VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10859211 | PA      | $9409133.99   | 0.34%             | 2059-10-27      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed                                              | Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust         | CUSIP: 93934TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28373632 | PA      | $8651474.83   | 0.31%             | 2037-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                    | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2130758.28   | 0.08%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                              | Avolon TLB Borrower 1 US LLC                                                     | CUSIP: 05400KAE0<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    175812 | PA      | $175519.49    | 0.01%             | 2025-01-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                                              | HSI Asset Securitization Corp Trust 2006-WMC1                                    | CUSIP: 40430MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10271008 | PA      | $4695985.06   | 0.17%             | 2036-07-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $206243.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                       | Athene Global Funding                                                            | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $1986379.34   | 0.07%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2012-1                                                    | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    649064 | PA      | $608154.14    | 0.02%             | 2028-09-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2649000 | PA      | $2071209.26   | 0.07%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                     | Philippine Government International Bond                                         | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2534000 | PA      | $2217250.00   | 0.08%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BRQL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 120098915 | PA      | $3876180.48   | 0.14%             | 2026-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| KAZTRANSGAS JSC                                                             | KazTransGas JSC                                                                  | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    650000 | PA      | $589036.50    | 0.02%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                          | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    500000 | PA      | $513936.50    | 0.02%             | 2026-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                    | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2220000 | PA      | $2031411.00   | 0.07%             | 2030-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                        | ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1                     | CUSIP: 00442JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2274188 | PA      | $1103015.84   | 0.04%             | 2037-03-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                              | Alternative Loan Trust 2006-HY12                                                 | CUSIP: 02146PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2214191 | PA      | $1887420.49   | 0.07%             | 2036-08-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                                               | BAMLL Commercial Mortgage Securities Trust 2018-PARK                             | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7985000 | PA      | $7225659.64   | 0.26%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2303073.32  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                                | CUSIP: 3136AKWF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4570880 | PA      | $4528865.93   | 0.16%             | 2043-07-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                              | Structured Asset Mortgage Investments II Trust 2006-AR7                          | CUSIP: 86361HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6359818 | PA      | $5347802.65   | 0.19%             | 2036-08-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                         | Charles Schwab Corp/The                                                          | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1849306.95   | 0.07%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-202423.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                              | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |   6852000 | PA      | $5215399.80   | 0.19%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                      | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2272000 | PA      | $1826120.00   | 0.07%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                      | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $1943248.24   | 0.07%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust 2019-101C                                               | CALI Mortgage Trust 2019-101C                                                    | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2020000 | PA      | $1753261.73   | 0.06%             | 2039-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                       | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   4515000 | PA      | $3735711.00   | 0.13%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                                              | ABFC 2007-WMC1 Trust                                                             | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16959620 | PA      | $12046713.04  | 0.43%             | 2037-06-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                      | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5028000 | PA      | $4074439.80   | 0.15%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                 | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    286884 | PA      | $272109.64    | 0.01%             | 2025-07-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                     | PetVet Care Centers LLC                                                          | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    172116 | PA      | $162287.97    | 0.01%             | 2025-02-14      | Floating      | 7.73%                 | 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        |    325090 | PA      | $297348.88    | 0.01%             | 2031-08-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                           | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $201000.00    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                              | Structured Asset Securities Corp Mortgage Loan Trust 2005-2XS                    | CUSIP: 86359B2J9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55398 | PA      | $54649.69     | 0.00%             | 2035-02-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                   | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1297660.65   | 0.05%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                                               | BAMLL Commercial Mortgage Securities Trust 2020-BHP3                             | CUSIP: 05891HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8585000 | PA      | $8429086.10   | 0.30%             | 2037-03-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2006-QS16 Trust                                                      | CUSIP: 74922LAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342902 | PA      | $276962.46    | 0.01%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                      | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   8130000 | PA      | $7028293.78   | 0.25%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortg                                              | STARM Mortgage Loan Trust 2007-S1                                                | CUSIP: 855541AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73783 | PA      | $68239.44     | 0.00%             | 2037-01-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc                                                           | Phoenix Newco Inc                                                                | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   2513370 | PA      | $2426105.79   | 0.09%             | 2028-11-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1367694.87   | 0.05%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CT Technologies Intermediate Holdings Inc                                   | CT Technologies Intermediate Holdings Inc                                        | CUSIP: 12650JAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    933375 | PA      | $858849.67    | 0.03%             | 2025-12-16      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                              | Golub Capital Partners CLO 54M L.P                                               | CUSIP: 381743AA1<br>LEI: 2549007JA1TZWEDGPD41 | Long             | ABS-CBDO         | CORP              | KY        |   9600000 | PA      | $9247104.00   | 0.33%             | 2033-08-05      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                    | Capital One Financial Corp                                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2298442.63   | 0.08%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust 2006-AR2                                                | CUSIP: 23332QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5434668 | PA      | $3707538.37   | 0.13%             | 2036-10-19      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                        | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |   4170000 | PA      | $3224699.94   | 0.12%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                                    | Proampac PG Borrower LLC                                                         | CUSIP: 74274NAG8<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   3201413 | PA      | $3074012.29   | 0.11%             | 2025-11-03      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                              | KFC Holding Co                                                                   | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    464092 | PA      | $458870.76    | 0.02%             | 2028-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                                              | New Century Home Equity Loan Trust Series 2005-D                                 | CUSIP: 64352VPP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48662 | PA      | $48625.85     | 0.00%             | 2036-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Liqui-Box Holdings Inc                                                      | Liqui-Box Holdings Inc                                                           | CUSIP: 53631QAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1706250 | PA      | $1690603.69   | 0.06%             | 2027-02-26      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-6032283.81  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1261225.28   | 0.05%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                        | Smithfield Foods Inc                                                             | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $3371235.13   | 0.12%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                              | Merrill Lynch Mortgage Investors Trust Series 2003-A6                            | CUSIP: 5899294H8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69660 | PA      | $66704.68     | 0.00%             | 2033-10-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                    | Uruguay Government International Bond                                            | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2788717 | PA      | $2783139.57   | 0.10%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1700000 | PA      | $1530000.00   | 0.06%             | 2025-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                            | TRESTLES CLO V LTD                                                               | CUSIP: 89532UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7025000 | PA      | $6809613.50   | 0.24%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4555000 | PA      | $4209726.58   | 0.15%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                               | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1591006.88   | 0.06%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                                               | BAMLL Commercial Mortgage Securities Trust 2020-BOC                              | CUSIP: 05551JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  98610000 | PA      | $1559270.63   | 0.06%             | 2032-01-15      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                       | Amcor Finance USA Inc                                                            | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2016190.65   | 0.07%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                         | CUSIP: 38380HJF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279543 | PA      | $53427.84     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                                               | Mastr Asset Backed Securities Trust 2007-HE1                                     | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $2417748.48   | 0.09%             | 2037-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th                                              | First Horizon Mortgage Pass-Through Trust 2005-AR5                               | CUSIP: 32051GXQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573513 | PA      | $458367.14    | 0.02%             | 2035-11-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2014-1                                                    | CUSIP: 78448EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    828188 | PA      | $774685.41    | 0.03%             | 2029-02-26      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                                | CUSIP: 31394VZ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492708 | PA      | $43257.05     | 0.00%             | 2036-03-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| GLOBAL BANK CORPORATION                                                     | Global Bank Corp                                                                 | CUSIP: 000000000<br>LEI: 5493005ROG3FS85TE513 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $183640.00    | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                     | Nationwide Building Society                                                      | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3890000 | PA      | $3429953.58   | 0.12%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                       | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2795625 | PA      | $2727775.18   | 0.10%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th                                              | First Horizon Mortgage Pass-Through Trust 2007-AR2                               | CUSIP: 32055GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53343 | PA      | $18302.18     | 0.00%             | 2037-08-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2004-3                                     | CUSIP: 576433KT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31002 | PA      | $28791.39     | 0.00%             | 2034-04-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                        | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $927546.73    | 0.03%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                                              | HSI Asset Securitization Corp Trust 2006-HE2                                     | CUSIP: 44328BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27013751 | PA      | $11423494.13  | 0.41%             | 2036-12-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                               | CUSIP: 3137ABTX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10639 | PA      | $8845.88      | 0.00%             | 2033-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137B3NY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 323039073 | PA      | $92308.42     | 0.00%             | 2023-04-25      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Trugreen Limited Partnership                                                | TruGreen LP                                                                      | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    172133 | PA      | $153306.52    | 0.01%             | 2027-11-02      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                                     | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $293370.00    | 0.01%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                     | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    336000 | PA      | $250918.08    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                    | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1772500.00   | 0.06%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1097933.75   | 0.04%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3032531.90   | 0.11%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2020-R7                                                                | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8837013 | PA      | $7766133.73   | 0.28%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1567214 | PA      | $1223665.03   | 0.04%             | 2037-03-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-9009403.39  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3685000 | PA      | $2716508.30   | 0.10%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                       | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1385705.05   | 0.05%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1210000 | PA      | $1066985.15   | 0.04%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                              | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    557000 | PA      | $342699.00    | 0.01%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| U.S. Renal Care Inc                                                         | US Renal Care Inc                                                                | CUSIP: 90290PAQ7<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    246875 | PA      | $139330.08    | 0.01%             | 2026-06-26      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2237555.06   | 0.08%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                       | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |  12245000 | PA      | $10508420.96  | 0.38%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2004-10                                                   | CUSIP: 78442GND4<br>LEI: 54930060UIG70QCSNY68 | Long             | ABS-O            | CORP              | US        |   6642852 | PA      | $6101040.85   | 0.22%             | 2040-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                      | Brazilian Government International Bond                                          | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    830000 | PA      | $796800.00    | 0.03%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                              | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   7960000 | PA      | $6126183.08   | 0.22%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                              | Structured Asset Mortgage Investments II Trust 2006-AR3                          | CUSIP: 86360KAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    444303 | PA      | $244442.77    | 0.01%             | 2036-05-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 152550000 | PA      | $150315421.67 | 5.40%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                            | Farmers Insurance Exchange                                                       | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3060625.64   | 0.11%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  18320000 | PA      | $15446677.28  | 0.56%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                             | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11725000 | PA      | $10359627.27  | 0.37%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                    | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   9558000 | PA      | $8357584.11   | 0.30%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                               | Corevest American Finance 2020-1 Trust                                           | CUSIP: 21872UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5197000 | PA      | $4510359.89   | 0.16%             | 2050-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                 | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    915000 | PA      | $714135.62    | 0.03%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Pre Paid Legal Services Inc                                                 | Pre-Paid Legal Services Inc                                                      | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |    585591 | PA      | $564468.74    | 0.02%             | 2028-12-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CSMCM Trust Certificates                                                    | CSMCM Trust                                                                      | CUSIP: 12652YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13696174 | PA      | $11259908.06  | 0.40%             | 2058-10-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                               | Discover Bank                                                                    | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   2811000 | PA      | $2591865.82   | 0.09%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2019-R3                                                                | CUSIP: 12559PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7111996 | PA      | $6454602.28   | 0.23%             | 2058-06-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                          | Vodafone Group PLC                                                               | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $38669.63     | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC Mortgage-Backed Trust Series 2006-1                                         | CUSIP: 225470UL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2885926 | PA      | $2508965.87   | 0.09%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KFV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4389498.75   | 0.16%             | 2033-12-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2003-7                                                    | CUSIP: 78442GHK5<br>LEI: 549300IWUQEXD0TZWG69 | Long             | ABS-O            | CORP              | US        |   2149112 | PA      | $2029498.96   | 0.07%             | 2039-09-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                | Centene Corp                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11838000 | PA      | $9997073.80   | 0.36%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                                         | Artera Services LLC                                                              | CUSIP: 73937UAK4<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |   1970000 | PA      | $1620334.85   | 0.06%             | 2025-03-06      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center Inc                                                           | Rent-A-Center Inc/TX                                                             | CUSIP: 76009WAW0<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |   3910450 | PA      | $3778472.30   | 0.14%             | 2028-02-17      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                                    | Bear Stearns ALT-A Trust 2005-2                                                  | CUSIP: 07386HRA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850476 | PA      | $765771.49    | 0.03%             | 2035-04-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR                                                    | Cogent Communications Group Inc                                                  | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $998327.27    | 0.04%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                                      | 1011778 BC ULC                                                                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    697718 | PA      | $687063.56    | 0.02%             | 2026-11-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-R4                                                                | CUSIP: 12598HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10243493 | PA      | $7173704.58   | 0.26%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                   | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                      | CUSIP: 61765LAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 103984020 | PA      | $1516069.33   | 0.05%             | 2048-05-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 863579AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351762 | PA      | $339640.22    | 0.01%             | 2034-09-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                     | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $937550.68    | 0.03%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                          | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $5131550.85   | 0.18%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                       | Tenet Healthcare Corp                                                            | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3367000 | PA      | $3027572.73   | 0.11%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                       | Global Switch Finance BV                                                         | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |   4505000 | PA      | $4082309.36   | 0.15%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOMER CITY HOLDINGS LLC (PLACEHOLDER)                                       | HOMER CITY HOLDINGS LLC (PLACEHOLDER)                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112222 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust 2014-GC20                                           | CUSIP: 36252WAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  55359890 | PA      | $451481.49    | 0.02%             | 2047-04-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2176670.40   | 0.08%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                                   | ADMI Corp                                                                        | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   1477500 | PA      | $1344155.63   | 0.05%             | 2027-12-23      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                    | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $913490.67    | 0.03%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANNINGTON FUNDING PLC                                                       | Annington Funding PLC                                                            | CUSIP: 000000000<br>LEI: 549300KK63W8VZIONZ83 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1562288.59   | 0.06%             | 2032-10-06      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                               | CUSIP: 31397PSV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35644 | PA      | $2801.59      | 0.00%             | 2038-01-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                              | County of Miami-Dade FL Aviation Revenue                                         | CUSIP: 59333P6K9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $781571.43    | 0.03%             | 2034-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $2530866.58   | 0.09%             | 2032-04-28      | Fixed         | 1.93%                 | 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        |    710000 | PA      | $654473.67    | 0.02%             | 2083-04-26      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Tr                                              | GreenPoint Mortgage Funding Trust Series 2007-AR1                                | CUSIP: 39539KAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8729039 | PA      | $7696378.10   | 0.28%             | 2047-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                                 | Bacardi Ltd                                                                      | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1361882.79   | 0.05%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2019-SFR3 Trust                                             | CUSIP: 74332WAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8200000 | PA      | $7711303.78   | 0.28%             | 2036-09-17      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2660393.03   | 0.10%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8237000 | PA      | $7480518.62   | 0.27%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                                              | VOLT XCIV LLC                                                                    | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12572099 | PA      | $11427373.09  | 0.41%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding                                               | Bear Stearns Mortgage Funding Trust 2007-AR4                                     | CUSIP: 07401YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4735721 | PA      | $4177850.56   | 0.15%             | 2047-09-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                                                                  | GSCG Trust 2019-600C                                                             | CUSIP: 36260TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9212000 | PA      | $7296067.05   | 0.26%             | 2034-09-06      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                      | Pertamina Persero PT                                                             | CUSIP: 69370PAH4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   4579000 | PA      | $3959180.20   | 0.14%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                              | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    540000 | PA      | $524115.90    | 0.02%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                      | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3206951.86   | 0.12%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   9281000 | PA      | $8730916.99   | 0.31%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                   | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | CUSIP: 61690FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  68137111 | PA      | $1054217.38   | 0.04%             | 2048-04-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6095000 | PA      | $5374782.50   | 0.19%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                  | Morgan Stanley ABS Capital I Inc Trust 2006-HE4                                  | CUSIP: 61748BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9324217 | PA      | $4897446.35   | 0.18%             | 2036-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                      | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    997500 | PA      | $892513.13    | 0.03%             | 2028-08-21      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management                                          | Dreyfus Government Cash Management                                               | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  38021000 | NS      | $38021000.00  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                      | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1849320 | PA      | $1576545.30   | 0.06%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    565000 | PA      | $479052.71    | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                                              | HSI Asset Securitization Corp Trust 2005-OPT1                                    | CUSIP: 40430HCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1556335 | PA      | $1516085.70   | 0.05%             | 2035-11-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2022-N1                                           | CUSIP: 14686GAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71000 | PA      | $12860501.65  | 0.46%             | 2028-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                                              | HSI Asset Securitization Corp Trust 2006-WMC1                                    | CUSIP: 40430MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9940808 | PA      | $4620260.70   | 0.17%             | 2036-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    507125 | PA      | $498673.51    | 0.02%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                              | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    700000 | PA      | $572155.50    | 0.02%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AIG CLO LTD                                                                 | AIG CLO 2018-1 LLC                                                               | CUSIP: 00141UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15800000 | PA      | $15274176.00  | 0.55%             | 2032-04-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 863579B31<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    723904 | PA      | $580223.13    | 0.02%             | 2035-11-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9450000 | PA      | $8712823.74   | 0.31%             | 2033-08-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Schweitzer-Mauduit International Inc                                        | Mativ Holdings Inc                                                               | CUSIP: 000000000<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |   3570625 | PA      | $3374240.63   | 0.12%             | 2028-04-20      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TransDigm Inc                                                                    | CUSIP: 89364MBQ6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    485000 | PA      | $480647.13    | 0.02%             | 2025-05-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                              | Fannie Mae-Aces                                                                  | CUSIP: 3136B7HP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 117375779 | PA      | $3699760.85   | 0.13%             | 2029-03-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust 2006-FF13                                     | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12417435 | PA      | $8476304.07   | 0.30%             | 2036-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                     | Hungary Government International Bond                                            | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   4200000 | PA      | $3108189.00   | 0.11%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | Securitized Asset Backed Receivables LLC Trust 2006-CB1                          | CUSIP: 81375WHK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3642121 | PA      | $2848901.62   | 0.10%             | 2036-01-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                                             | VMC Finance 2021-HT1 LLC                                                         | CUSIP: 91835TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9379932.00   | 0.34%             | 2037-01-18      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Structured Receivables Finance                                              | Structured Receivables Finance 2010-B LLC                                        | CUSIP: 86365LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1022896 | PA      | $1048506.69   | 0.04%             | 2036-08-15      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                                              | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-AR5                   | CUSIP: 22541SJH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29049 | PA      | $28268.78     | 0.00%             | 2034-06-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                                              | Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE5         | CUSIP: 04544PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9754000 | PA      | $9197214.86   | 0.33%             | 2036-07-25      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGE PARTNERS                                                      | TransMontaigne Partners LP / TLP Finance Corp                                    | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3846000 | PA      | $3326790.00   | 0.12%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                             | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5417000 | PA      | $4894904.01   | 0.18%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                              | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    170000 | PA      | $148011.73    | 0.01%             | 2033-06-21      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                     | Philippine Government International Bond                                         | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1241000 | PA      | $994413.30    | 0.04%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2012-2                                                    | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    996168 | PA      | $926216.86    | 0.03%             | 2029-01-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                        | FREMF 2020-KF75 Mortgage Trust                                                   | CUSIP: 30294SAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1763719 | PA      | $1634022.45   | 0.06%             | 2029-12-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5278000 | PA      | $4226454.72   | 0.15%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                                               | Mastr Asset Backed Securities Trust 2006-WMC1                                    | CUSIP: 57643LRK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16482125 | PA      | $6441350.40   | 0.23%             | 2036-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY TRADING LLC                                                    | QatarEnergy Trading LLC                                                          | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   1000000 | PA      | $830181.00    | 0.03%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-NR4                                                               | CUSIP: 12566DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13963097 | PA      | $12948016.11  | 0.47%             | 2061-10-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2006-AR7 Trust                    | CUSIP: 93363CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3063506 | PA      | $2614225.46   | 0.09%             | 2046-07-25      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3848000 | PA      | $3277234.36   | 0.12%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                     | New York Mortgage Trust 2005-3                                                   | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204769 | PA      | $199708.03    | 0.01%             | 2036-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc                                                            | Ingram Micro Inc                                                                 | CUSIP: 45258FAB6<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |    662193 | PA      | $653915.51    | 0.02%             | 2028-06-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                              | Carrington Mortgage Loan Trust Series 2005-OPT2                                  | CUSIP: 144531CM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123565 | PA      | $123460.65    | 0.00%             | 2035-05-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust 2007-AR2                                                 | CUSIP: 3622N6AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456222 | PA      | $394174.06    | 0.01%             | 2037-05-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                              | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1510000 | PA      | $1525100.00   | 0.05%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                         | CUSIP: 38376G6L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4849693 | PA      | $5.09         | 0.00%             | 2051-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                    | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1602722.04   | 0.06%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                        | Petronas Capital Ltd                                                             | CUSIP: 71675CAB4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   2550000 | PA      | $2113185.00   | 0.08%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                    | OHA Credit Funding 8 Ltd                                                         | CUSIP: 67707GAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6650000 | PA      | $6332462.50   | 0.23%             | 2034-01-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                         | Global Payments Inc                                                              | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2177224.20   | 0.08%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Alpha Topco Limited - Delta 2 (Lux) Sarl                                    | Delta 2 Lux Sarl                                                                 | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    141635 | PA      | $141741.45    | 0.01%             | 2030-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10564552 | PA      | $9616404.30   | 0.35%             | 2038-10-15      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                                              | Structured Asset Investment Loan Trust 2004-6                                    | CUSIP: 86358EJS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8415870 | PA      | $8120667.73   | 0.29%             | 2034-07-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 86359BLF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    713219 | PA      | $662487.01    | 0.02%             | 2034-03-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                              | Carrington Mortgage Loan Trust Series 2006-OPT1                                  | CUSIP: 144531FN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1365134 | PA      | $1314110.87   | 0.05%             | 2036-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   7075000 | PA      | $6629905.74   | 0.24%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2004-15                                    | CUSIP: 576433VT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83270 | PA      | $79105.07     | 0.00%             | 2034-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KPV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3485000 | PA      | $3313745.01   | 0.12%             | 2042-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust                    | CUSIP: 92925CDA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3167285 | PA      | $2754788.25   | 0.10%             | 2046-02-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $2213161.83   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                           | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    785000 | PA      | $629026.43    | 0.02%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                                | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2340000 | PA      | $2020278.48   | 0.07%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                       | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   4443000 | PA      | $3703802.32   | 0.13%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                               | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    840000 | PA      | $752237.57    | 0.03%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                              | Morgan Stanley Mortgage Loan Trust 2006-2                                        | CUSIP: 61748HVE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44851 | PA      | $41844.31     | 0.00%             | 2021-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SKYAF 2020-1 A                                                              | SKYAF 2020-1 A                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9247724 | PA      | $8196878.66   | 0.29%             | 2038-05-10      | Floating      | 3.23%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Home Equity Trust                                               | Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust                     | CUSIP: 9497EVAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4690000 | PA      | $4086375.43   | 0.15%             | 2037-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   6211000 | PA      | $6108711.48   | 0.22%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $2579645.31   | 0.09%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                          | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    855000 | PA      | $670283.17    | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                              | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   3226000 | PA      | $3246323.80   | 0.12%             | 2028-04-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $2855093.90   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                       | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1178190.00   | 0.04%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                                              | GMACM Mortgage Loan Trust 2005-AR5                                               | CUSIP: 76112BYB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1011238 | PA      | $857600.95    | 0.03%             | 2035-09-19      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2021-N3                                           | CUSIP: 14687GAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19250 | PA      | $4347645.80   | 0.16%             | 2028-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                    | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    675000 | PA      | $516728.59    | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                           | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   6320000 | PA      | $6510007.01   | 0.23%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                              | Long Beach Mortgage Loan Trust 2006-2                                            | CUSIP: 542514TQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6402762 | PA      | $5257774.25   | 0.19%             | 2046-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                              | Alternative Loan Trust 2005-74T1                                                 | CUSIP: 12668AL37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5372150 | PA      | $3440151.76   | 0.12%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2021-N4                                           | CUSIP: 14687HAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19100 | PA      | $3725279.28   | 0.13%             | 2028-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                          | Vodafone Group PLC                                                               | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   6292000 | PA      | $5572130.14   | 0.20%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1519426.82   | 0.05%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                              | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   2290000 | PA      | $1765286.05   | 0.06%             | 2032-06-23      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                               | J.G. Wentworth XXXVIII LLC                                                       | CUSIP: 46620JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3011130 | PA      | $2615981.98   | 0.09%             | 2060-08-16      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                    | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2602148.13   | 0.09%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                               | Corevest American Finance 2019-1 Trust                                           | CUSIP: 21872FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2822976 | PA      | $105573.64    | 0.00%             | 2052-03-15      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Homer City Generation LP                                                    | Homer City Generation LP                                                         | CUSIP: 43741UAB3<br>LEI: 549300WURUOM5UICZI86 | Long             | LON              | CORP              | US        |    575805 | PA      | $345482.84    | 0.01%             | 2023-04-05      | Floating      | 15.00%                | No            |                  3 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                              | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $918348.14    | 0.03%             | 2025-10-14      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2007-2                                     | CUSIP: 576429AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2274089 | PA      | $2006144.19   | 0.07%             | 2047-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan EDC Repackaging Trust 2013-M1                                   | CUSIP: 78447T103<br>LEI: 549300QFNKDN6MY4H751 | Long             | ABS-O            | CORP              | US        |      6250 | PA      | $2877416.88   | 0.10%             | 2029-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                         | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1896772.40   | 0.07%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                              | Adjustable Rate Mortgage Trust 2005-4                                            | CUSIP: 007036KF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1247225 | PA      | $978430.66    | 0.04%             | 2035-08-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                                               | Fidelity Government Portfolio                                                    | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2176833 | NS      | $2176832.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                     | ASP Unifrax Holdings Inc                                                         | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $1982988.98   | 0.07%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-2603336.41  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                           | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1160000 | PA      | $962800.00    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                            | Lenovo Group Ltd                                                                 | CUSIP: 526250AE5<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |   1210000 | PA      | $1169723.15   | 0.04%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                    | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $2665685.55   | 0.10%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                          | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1584432.00   | 0.06%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding                                               | Bear Stearns Mortgage Funding Trust 2007-AR4                                     | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3577554 | PA      | $3038825.01   | 0.11%             | 2037-06-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note                                              | Merrill Lynch Alternative Note Asset Trust Series 2007-OAR2                      | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7759066 | PA      | $6446216.35   | 0.23%             | 2037-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                    | Amentum Government Services Holdings LLC                                         | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   3313658 | PA      | $3248760.00   | 0.12%             | 2027-01-29      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2006-AR4 Trust                    | CUSIP: 93934FPN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1401265 | PA      | $1209911.69   | 0.04%             | 2046-05-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                    | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4209000 | PA      | $3470635.29   | 0.12%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5                   | CUSIP: 59025RAW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23444163 | PA      | $13804773.60  | 0.50%             | 2037-10-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                              | Structured Asset Mortgage Investments II Trust 2007-AR6                          | CUSIP: 86364RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9158043 | PA      | $7544320.36   | 0.27%             | 2047-08-25      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| Blackrock Rainier CLO Ltd                                                   | Blackrock Rainier CLO VI Ltd                                                     | CUSIP: 09261MAA4<br>LEI: 549300HF4E86WXQDUX86 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9714700.00   | 0.35%             | 2033-04-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                     | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4137000 | PA      | $3795159.69   | 0.14%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2347000 | PA      | $1942001.68   | 0.07%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brazos Higher Education Author                                              | Brazos Higher Education Authority Inc                                            | CUSIP: 10620NCG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3453 | PA      | $3437.27      | 0.00%             | 2030-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR9 Trust                    | CUSIP: 92922FU48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424583 | PA      | $388084.77    | 0.01%             | 2045-07-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo                                              | Banc of America Alternative Loan Trust 2003-8                                    | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440765 | PA      | $416520.91    | 0.01%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                    | DSLA Mortgage Loan Trust 2007-AR1                                                | CUSIP: 23333YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1224955 | PA      | $965085.60    | 0.03%             | 2037-03-19      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Applovin Corporation                                                        | AppLovin Corp                                                                    | CUSIP: 03835EAC8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |   3737054 | PA      | $3608199.98   | 0.13%             | 2025-08-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                    | OHA Credit Funding 7 Ltd                                                         | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4851200.00   | 0.17%             | 2037-02-24      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $3615550.26   | 0.13%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US ULTRA TREASURY BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -876 | NC      | $-245972.04   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WAMU Asset-Backed Certificates                                              | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                        | CUSIP: 933631AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5314887 | PA      | $2436261.21   | 0.09%             | 2037-01-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2004-AR6 Trust                    | CUSIP: 92922FSL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10589 | PA      | $10510.02     | 0.00%             | 2044-05-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7970000 | PA      | $6137195.21   | 0.22%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1554771.99   | 0.06%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2005-AA3                     | CUSIP: 32051GLU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120022 | PA      | $1011152.69   | 0.04%             | 2035-05-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust                   | CUSIP: 92922FB49<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108933 | PA      | $97554.81     | 0.00%             | 2034-11-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loa                                              | Morgan Stanley Home Equity Loan Trust 2006-3                                     | CUSIP: 61749GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11998080 | PA      | $8406613.76   | 0.30%             | 2036-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                           | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2090000 | PA      | $1882704.96   | 0.07%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR16 Trust                   | CUSIP: 92922F6Y9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925354 | PA      | $833247.08    | 0.03%             | 2035-12-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust 2015-1                                                 | CUSIP: 64031MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1298575 | PA      | $1255777.30   | 0.05%             | 2046-04-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Thro                                              | Popular ABS Mortgage Pass-Through Trust 2007-A                                   | CUSIP: 73316NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4873288 | PA      | $4363353.75   | 0.16%             | 2047-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                                               | First Franklin Mortgage Loan Trust 2006-FF5                                      | CUSIP: 32027EAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3860000 | PA      | $2922446.14   | 0.11%             | 2036-04-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS Mortgage Loan Trust 2007-CB2                                              | CUSIP: 1248MBAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4371619 | PA      | $2684275.61   | 0.10%             | 2037-02-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                      | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   3213508 | PA      | $2488861.70   | 0.09%             | 2028-07-17      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 1248MEAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824920 | PA      | $798542.28    | 0.03%             | 2037-04-25      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                      | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1507069.80   | 0.05%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                              | Natixis Commercial Mortgage Securities Trust 2018-ALXA                           | CUSIP: 63874GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1095000 | PA      | $870182.59    | 0.03%             | 2043-01-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                              | Option One Mortgage Loan Trust 2007-5                                            | CUSIP: 68403HAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19190000 | PA      | $10186139.51  | 0.37%             | 2037-05-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                                      | Argent Securities Trust 2006-W3                                                  | CUSIP: 040104SR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  38892219 | PA      | $12085571.53  | 0.43%             | 2036-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-R4                                                                | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11684744 | PA      | $10161152.82  | 0.37%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2417877.56   | 0.09%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                        | Crown Finance US Inc                                                             | CUSIP: 22834KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1924096 | PA      | $363634.99    | 0.01%             | 2025-02-28      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| GBX Leasing 2022-1 LLC.                                                     | GBX Leasing 2022-1                                                               | CUSIP: 361528AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9719764 | PA      | $8161949.57   | 0.29%             | 2052-02-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                  | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $355570.83    | 0.01%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                    | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1447885.96   | 0.05%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6295000 | PA      | $5499461.07   | 0.20%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ZEP INC                                                                     | ZEP INC                                                                          | CUSIP: 98944EAN2<br>LEI: NU75S1Y8UH3706J5CS61 | Long             | LON              | CORP              | US        |   2160548 | PA      | $1883997.88   | 0.07%             | 2024-08-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                    | Farmers Exchange Capital                                                         | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154592.19    | 0.01%             | 2048-07-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                         | Global Payments Inc                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1355476.07   | 0.05%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                       | Level 3 Financing Inc                                                            | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   2131128 | PA      | $2047598.86   | 0.07%             | 2027-03-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Educational Services of Americ                                              | Edsouth Indenture No 3 LLC                                                       | CUSIP: 28137QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49652 | PA      | $49088.53     | 0.00%             | 2039-04-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                      | CUSIP: 912796ZG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19628530.00  | 0.71%             | 2023-06-01      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| DIGITAL INTREPID HOLDING                                                    | Digital Intrepid Holding BV                                                      | CUSIP: 000000000<br>LEI: 5493003H2CB2KXPP7461 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $760380.94    | 0.03%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS Mortgage Loan Trust 2007-CB2                                              | CUSIP: 1248MBAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1046311 | PA      | $659960.49    | 0.02%             | 2037-02-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| ASCENDAS REIT                                                               | CapitaLand Ascendas REIT                                                         | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | DBT              | CORP              | SG        |    525000 | PA      | $439809.58    | 0.02%             | 2028-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                              | Pretium Mortgage Credit Partners LLC                                             | CUSIP: 69381PAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14985000 | PA      | $13567021.90  | 0.49%             | 2052-08-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                   | Triton Water Holdings Inc                                                        | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |   5721200 | PA      | $5340024.93   | 0.19%             | 2028-03-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                                              | Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9              | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180961 | PA      | $1074896.11   | 0.04%             | 2034-12-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust                   | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354358 | PA      | $321231.58    | 0.01%             | 2035-01-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2007-QA3 Trust                                                       | CUSIP: 74923XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12870474 | PA      | $11434628.56  | 0.41%             | 2037-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                         | Artera Services LLC                                                              | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $3364978.43   | 0.12%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                         | DataBank Issuer                                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6047860 | PA      | $5228847.31   | 0.19%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                                              | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1159577.00   | 0.04%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                                              | GMACM Mortgage Loan Trust 2006-AR1                                               | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2694457 | PA      | $2033286.35   | 0.07%             | 2036-04-19      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                              | Bear Stearns Asset Backed Securities I Trust 2006-AC2                            | CUSIP: 07387UGR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19433 | PA      | $19004.56     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                                | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3620000 | PA      | $3297346.97   | 0.12%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2006-S2                                                 | CUSIP: 46628YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3617 | PA      | $3648.12      | 0.00%             | 2021-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                             | CUSIP: 5901886X1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4121784.48   | 0.15%             | 2026-12-01      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-9                                                    | CUSIP: 78445JAB3<br>LEI: 549300MTK92VF84VT259 | Long             | ABS-O            | CORP              | US        |   7235000 | PA      | $7237705.31   | 0.26%             | 2083-10-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                                              | Becle SAB de CV                                                                  | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   4450000 | PA      | $3464080.25   | 0.12%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                                            | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $2732681.77   | 0.10%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                    | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8790000 | PA      | $8414718.69   | 0.30%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                      | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   4640000 | PA      | $4590352.00   | 0.17%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                                       | Intelsat Jackson Holdings SA                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   3214000 | PA      | $2888341.26   | 0.10%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  11100000 | PA      | $9328152.84   | 0.34%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                             | AREIT 2020-CRE4 Trust                                                            | CUSIP: 04002RAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   6464394 | PA      | $6415992.68   | 0.23%             | 2037-04-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6060000 | PA      | $5955144.49   | 0.21%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GK31<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     42095 | PA      | $34765.46     | 0.00%             | 2035-11-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                                              | Residential Asset Securitization Trust 2006-A9CB                                 | CUSIP: 76112HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4941886 | PA      | $1622841.71   | 0.06%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1345 Ave of the Americas & Par                                              | 1345 Avenue of the Americas & Park Avenue Plaza Trust                            | CUSIP: 68275CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7801704 | PA      | $7473111.82   | 0.27%             | 2035-08-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-NR3                                                               | CUSIP: 12564UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4224169 | PA      | $3969021.99   | 0.14%             | 2057-06-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                              | Fannie Mae-Aces                                                                  | CUSIP: 3136ARP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21052795 | PA      | $332261.53    | 0.01%             | 2039-01-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                | DNB Bank ASA                                                                     | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   6000000 | PA      | $5079405.30   | 0.18%             | 2028-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    387317 | PA      | $303352.59    | 0.01%             | 2029-01-20      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                                       | FRTKL 2021-SFR1                                                                  | CUSIP: 30322DAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4550000 | PA      | $3797351.74   | 0.14%             | 2038-09-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2003-4                                                    | CUSIP: 78442GGG5<br>LEI: 549300JLVVUXV7DNSJ85 | Long             | ABS-O            | CORP              | US        |   1450125 | PA      | $1368305.60   | 0.05%             | 2033-03-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                      | China Aoyuan Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |   2660000 | PA      | $224770.00    | 0.01%             | 2024-02-08      | Fixed         | 6.35%                 | No            |                  3 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                | Intelsat Jackson Holdings SA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14771 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                    | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $3179424.84   | 0.11%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BNGU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  52300247 | PA      | $1514565.47   | 0.05%             | 2026-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                    | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1232109.14   | 0.04%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2007-8                                                    | CUSIP: 78444XAF4<br>LEI: 549300ACL5XN4G87UX85 | Long             | ABS-O            | CORP              | US        |   4075226 | PA      | $3883950.00   | 0.14%             | 2083-04-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                               | Corevest American Finance 2020-4 Trust                                           | CUSIP: 21873AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $1156747.50   | 0.04%             | 2052-12-15      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  49531000 | PA      | $2191135.54   | 0.08%             | 2027-12-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -3406 | NC      | $1302205.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                               | CUSIP: 31397TAZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28704 | PA      | $1606.16      | 0.00%             | 2038-04-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| CIT EDUCATION LOAN TRUST                                                    | CIT Education Loan Trust 2007-1                                                  | CUSIP: 17284LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2469696 | PA      | $2164998.99   | 0.08%             | 2042-06-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust 2005-7F                                                  | CUSIP: 362341MV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11335 | PA      | $169.96       | 0.00%             | 2035-09-25      | Floating      | 1.11%                 | No            |                  3 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                        | LXP Industrial Trust                                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1598021.96   | 0.06%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                         | American Express Co                                                              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1928460.29   | 0.07%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                           | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1000000 | PA      | $732780.00    | 0.03%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $307032.46    | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2004-AA3                     | CUSIP: 32051D6D9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228360 | PA      | $206236.01    | 0.01%             | 2034-09-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                                              | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-34A         | CUSIP: 86359A5B5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17889 | PA      | $17355.45     | 0.00%             | 2033-11-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  14100000 | PA      | $11413171.12  | 0.41%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2005-A6                                                 | CUSIP: 466247UG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16632 | PA      | $13737.06     | 0.00%             | 2035-08-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Corp Trust 2020-UPTN                                      | CUSIP: 36258PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40999000 | PA      | $265558.72    | 0.01%             | 2037-02-10      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                           | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    525000 | PA      | $505312.50    | 0.02%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                            | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1083351.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    625000 | PA      | $555297.21    | 0.02%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                              | Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                           | CUSIP: 94984MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328364 | PA      | $299362.90    | 0.01%             | 2036-10-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                      | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1880000 | PA      | $1798146.91   | 0.06%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                            | Connecticut Avenue Securities Trust 2019-R06                                     | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6300000 | PA      | $6093936.01   | 0.22%             | 2039-09-25      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                              | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LBC6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |  77076147 | PA      | $3035339.60   | 0.11%             | 2059-03-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2238980.30   | 0.08%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHH Alternative Mortgage Trust                                              | PHH Alternative Mortgage Trust Series 2007-2                                     | CUSIP: 69337HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7044957 | PA      | $6427262.88   | 0.23%             | 2037-05-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                                                     | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5439000 | PA      | $4623150.00   | 0.17%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                       | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1719743.99   | 0.06%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                           | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   7920000 | PA      | $5505869.24   | 0.20%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BP7A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 113104323 | PA      | $3170794.85   | 0.11%             | 2026-03-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                              | Fannie Mae-Aces                                                                  | CUSIP: 3136AT5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11515530 | PA      | $252225.23    | 0.01%             | 2039-07-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1555000 | PA      | $1484191.61   | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    790000 | PA      | $731164.08    | 0.03%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                              | Banc of America Funding 2004-B Trust                                             | CUSIP: 05946XJN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153283 | PA      | $146101.89    | 0.01%             | 2034-11-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2007-FLX4                                       | CUSIP: 456687AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12351740 | PA      | $11089036.39  | 0.40%             | 2037-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                                              | RALI Series 2007-QH6 Trust                                                       | CUSIP: 74922AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7859244 | PA      | $7100938.94   | 0.26%             | 2037-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                        | Paraguay Government International Bond                                           | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   3926000 | PA      | $3166580.08   | 0.11%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                                          | CDS W BERRY                                                                      | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | N/A              | DCR              | CORP              | US        |         1 | NC      | $338552.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitnick Corporate Purchaser, Inc.                                           | Mitnick Corporate Purchaser Inc                                                  | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |    159600 | PA      | $149925.05    | 0.01%             | 2029-05-02      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holding Inc                           | Element Materials Technology Group US Holdings Inc                               | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    124380 | PA      | $121841.06    | 0.00%             | 2029-06-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust                   | CUSIP: 92922F4F2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16950 | PA      | $15347.74     | 0.00%             | 2035-12-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company, The                                                   | EW Scripps Co/The                                                                | CUSIP: 26928BAM1<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    220965 | PA      | $215422.39    | 0.01%             | 2028-01-07      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 863579SU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282957 | PA      | $254223.83    | 0.01%             | 2035-06-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                         | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1593870.71   | 0.06%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS Mortgage Loan Trust 2007-CB3                                              | CUSIP: 17311YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5521957 | PA      | $2114999.71   | 0.08%             | 2037-03-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3889000 | PA      | $2902166.25   | 0.10%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  86090918 | PA      | $2790167.90   | 0.10%             | 2027-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                              | MF1 2020-FL4 Ltd                                                                 | CUSIP: 58003UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11579000 | PA      | $11221682.48  | 0.40%             | 2035-11-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                          | CUSIP: 07274NAY9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979084.78   | 0.07%             | 2025-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   6200000 | PA      | $5929216.80   | 0.21%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                    | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   3891000 | PA      | $3321300.83   | 0.12%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                              | PRET 2022-RN1 LLC                                                                | CUSIP: 69363JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15630760 | PA      | $14662081.11  | 0.53%             | 2051-07-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| EFS Volunteer No 2 LLC                                                      | EFS Volunteer No 2 LLC                                                           | CUSIP: 26845BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1291798 | PA      | $1278572.41   | 0.05%             | 2036-03-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                               | RFMSI Series 2007-SA2 Trust                                                      | CUSIP: 74958XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235308 | PA      | $135743.35    | 0.00%             | 2037-04-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                      | Brazilian Government International Bond                                          | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3010000 | PA      | $2618098.00   | 0.09%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                 | Legacy Mortgage Asset Trust 2017-RPL1                                            | CUSIP: 52472WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2742446 | PA      | $2741941.79   | 0.10%             | 2070-01-28      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** METROPOLITAN WEST FUNDS

**Signature:** Eric Chan

**Name of Signer:** Eric Chan

**Title:** Managing Director