# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001410368-26-052200
**Filing Date:** 2026-5
**Character Count:** 451622
**Document Hash:** cf9282429eb090345220b3ba23f4c7fd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-052200.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-052200

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TCW Metropolitan West Funds
- **CENTRAL INDEX KEY:** 0001028621

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07989
- **FILM NUMBER:** 261022435

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** METROPOLITAN WEST FUNDS
- **DATE OF NAME CHANGE:** 19961209

## Series and Classes Contracts Data

### TCW METWEST UNCONSTRAINED BOND FUND (Series ID: S000034126)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000105185 | Class M      | MWCRX           |
| C000105186 | Class I      | MWCIX           |
| C000218402 | Plan Class   | MWCPX           |
| C000263831 | Class I-3    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TCW 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:** 515 South Flower Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

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

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

- **a. Name of Series:** TCW METWEST 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:** 2026-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3245852053.59

**Total Liabilities:** $584090451.97

**Net Assets:** $2661761601.62

**Delayed Delivery Securities:** $40592612.51

**Cash Not Reported:** $13799975.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1986.36000000 | **1-Year:** -38780.71000000 | **5-Year:** -144384.22000000 | **10-Year:** -128525.48000000 | **30-Year:** -27775.98000000

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

- **3-Month:** -5742.90000000 | **1-Year:** -84974.67000000 | **5-Year:** -186253.36000000 | **10-Year:** -113987.53000000 | **30-Year:** -16083.12000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105185 | 0.41%                | 0.67%                | -0.83%               |
| Class ID C000105186 | 0.44%                | 0.70%                | -0.81%               |
| Class ID C000218402 | 0.54%                | 0.61%                | -0.71%               |
| Class ID C000263831 | 0.42%                | 0.70%                | -0.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-201899.47              | $14575189.60                               |
| Month 2  | $2357401.30              | $14441450.72                               |
| Month 3  | $2971474.76              | $-45951288.43                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC                                  | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                        | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    784888 | PA      | $784177.66    | 0.03%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Americold LLC Trust                                              | ACRE Multifamily Housing Mortgage Loan Trust 2022-Q018                           | CUSIP: 00091WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2524703 | PA      | $2523001.28   | 0.09%             | 2027-06-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | AIMCO CLO 24 Ltd                                                                 | CUSIP: 00092QAE1<br>LEI: 254900THVAKUZYK59M09 | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $2169965.90   | 0.08%             | 2038-04-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                                             | AGNC Investment Corp                                                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |    582000 | NS      | $5837460.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR 2022-SFR1 Trust                                                             | CUSIP: 00179WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4469442.30   | 0.17%             | 2039-03-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR 2021-SFR3 Trust                                                             | CUSIP: 00180UAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4937282.00   | 0.19%             | 2038-10-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ASP Dream Acquisition Co LLC                                     | ASP Dream Acquisition Co LLC Term Loan B                                         | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |    995104 | PA      | $922958.86    | 0.03%             | 2028-12-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1065000 | PA      | $1057608.90   | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                       | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2679780.35   | 0.10%             | 2036-03-15      | Fixed         | 4.75%                 | 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        |   3869037 | PA      | $2875580.90   | 0.11%             | 2036-06-25      | Floating      | 4.09%                 | 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        |  49601878 | PA      | $12371477.14  | 0.46%             | 2036-12-25      | Floating      | 4.11%                 | 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        |  25873238 | PA      | $11023406.77  | 0.41%             | 2037-03-25      | Floating      | 4.11%                 | 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        |   2039153 | PA      | $832591.36    | 0.03%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ACORE Issuer, LLC                                                | Acore 2026-FL1 Issuer LLC                                                        | CUSIP: 00485EAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4135000 | PA      | $4126896.64   | 0.16%             | 2043-08-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1303354.00   | 0.05%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                               | The Action Environmental Group Inc 2023 Term Loan B                              | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    506620 | PA      | $505776.92    | 0.02%             | 2030-10-24      | Floating      | 6.69%                 | 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        |   1017051 | PA      | $825303.60    | 0.03%             | 2035-08-25      | Variable      | 4.26%                 | 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        |    949319 | PA      | $768331.06    | 0.03%             | 2037-03-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                        | ADMI Corp 2021 Term Loan B2                                                      | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    486665 | PA      | $457552.49    | 0.02%             | 2027-12-23      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                        | ADMI Corp 2023 Term Loan B5                                                      | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    279773 | PA      | $268232.73    | 0.01%             | 2027-12-23      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                | ADVANTAGE SALES+ MARKETING INC 2026 1st OUT TERM LOAN                            | CUSIP: 00769EBC3<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |    908001 | PA      | $689512.96    | 0.03%             | 2030-04-19      | Floating      | 9.78%                 | 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        |  10100000 | PA      | $9727815.00   | 0.37%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                              | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $5318863.90   | 0.20%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                           | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   8130000 | PA      | $7520656.50   | 0.28%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319000 | PA      | $321902.90    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    531000 | PA      | $524288.16    | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $209472.72    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                 | ALLO Issuer LLC                                                                  | CUSIP: 01983KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3852108.48   | 0.14%             | 2053-06-20      | Fixed         | 12.18%                | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                 | ALLO Issuer LLC                                                                  | CUSIP: 01983KAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1263059.64   | 0.05%             | 2054-07-20      | Fixed         | 11.19%                | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                 | ALLO Issuer LLC                                                                  | CUSIP: 01983KAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5590000 | PA      | $5674136.21   | 0.21%             | 2055-04-20      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  79050000 | PA      | $72466439.33  | 2.72%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 103475000 | PA      | $97622867.90  | 3.67%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1975000 | PA      | $1861477.00   | 0.07%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  53475000 | PA      | $51585861.94  | 1.94%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  63950000 | PA      | $63057897.50  | 2.37%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  43250000 | PA      | $43455005.00  | 1.63%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                             | Alpha Generation LLC Term Loan B                                                 | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   1545080 | PA      | $1543063.60   | 0.06%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                             | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    294000 | PA      | $290333.82    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                     | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1877158.40   | 0.07%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    582684 | PA      | $590101.57    | 0.02%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    781261 | PA      | $739354.16    | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                               | Alternative Loan Trust 2006-HY12                                                 | CUSIP: 02146PAF2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   1422926 | PA      | $1345793.69   | 0.05%             | 2036-08-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | Altice Financing SA                                                              | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   3168000 | PA      | $2343939.84   | 0.09%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2214864.75   | 0.08%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                   | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4665696.75   | 0.18%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                         | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2093748.80   | 0.08%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                              | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   2525000 | PA      | $2588200.75   | 0.10%             | 2029-05-23      | Fixed         | 5.45%                 | 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        |   1492340 | PA      | $1467238.91   | 0.06%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                         | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   2935000 | PA      | $2648133.10   | 0.10%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                          | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   8235000 | PA      | $8133874.20   | 0.31%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | American Express Co                                                              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2323586.00   | 0.09%             | 2026-09-15      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                          | American Home Mortgage Investment Trust 2006-1                                   | CUSIP: 02660THY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6298684 | PA      | $5748056.27   | 0.22%             | 2046-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                          | American Home Mortgage Investment Trust 2006-1                                   | CUSIP: 02660TJB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1952592 | PA      | $1775424.60   | 0.07%             | 2046-03-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                   | American Rock Salt Company LLC 2024 First Out Term Loan                          | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    580465 | PA      | $583913.05    | 0.02%             | 2028-06-09      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                   | American Rock Salt Company LLC 2024 First Out Delayed Draw Term Loan             | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    152354 | PA      | $153259.09    | 0.01%             | 2028-06-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   5440000 | PA      | $5112294.40   | 0.19%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     30000 | PA      | $27249.00     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   4925000 | PA      | $4842457.00   | 0.18%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                         | Americold Realty Operating Partnership LP                                        | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |   4070000 | PA      | $4019328.50   | 0.15%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                    | Amphenol Corp                                                                    | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2665131.90   | 0.10%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                                | Amspec Parent LLC 2025 Term Loan                                                 | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |   1046705 | PA      | $1046485.27   | 0.04%             | 2031-12-22      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                              | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   6145000 | PA      | $5546354.10   | 0.21%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                              | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490090.00    | 0.02%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                 | Arches Buyer Inc 2021 Term Loan B                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    275491 | PA      | $274889.30    | 0.01%             | 2027-12-06      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    867000 | PA      | $729389.76    | 0.03%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| HERITAGE ENVIRONMENTAL SER INC                                   | HERITAGE ENVIRONMENTAL SER INC 2026 TERM LOAN B                                  | CUSIP: 03970GAC8<br>LEI: 549300E3IIHNPMXFHC03 | Long             | LON              | CORP              | US        |    555583 | PA      | $556971.69    | 0.02%             | 2033-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    785000 | PA      | $793548.65    | 0.03%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                  | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $261500.00    | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                           | Argent Securities Trust 2006-W3                                                  | CUSIP: 040104SR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35875427 | PA      | $10119139.40  | 0.38%             | 2036-04-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst                 | Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9              | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809336 | PA      | $765820.05    | 0.03%             | 2034-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst                 | Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE5         | CUSIP: 04544PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1213366 | PA      | $1207150.84   | 0.05%             | 2036-07-25      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certificates                                | ABFC 2007-WMC1 Trust                                                             | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13958106 | PA      | $10075042.96  | 0.38%             | 2037-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certificates                                | ABFC 2007-WMC1 Trust                                                             | CUSIP: 04545EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2567757 | PA      | $2207622.93   | 0.08%             | 2037-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC 2021 Second Lien Term Loan B4                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    258970 | PA      | $257698.32    | 0.01%             | 2029-01-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC 2021                                    | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8406789.85   | 0.32%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RFF6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5010720.00   | 0.19%             | 2028-08-21      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   7310000 | PA      | $7338601.11   | 0.28%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                   | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                 | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1989393 | PA      | $1995610.07   | 0.07%             | 2030-06-24      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2317000 | PA      | $2240585.34   | 0.08%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                     | BAMLL Commercial Mortgage Securities Trust 2018-PARK                             | CUSIP: 05491YAA8<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |   7845000 | PA      | $7676809.48   | 0.29%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                   | BCAP LLC Trust 2007-AA1                                                          | CUSIP: 05530PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925765 | PA      | $1807178.18   | 0.07%             | 2037-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Trust 2015-SRCH                                                            | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1540000 | PA      | $1431695.96   | 0.05%             | 2035-08-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                                         | BCPE Empire Holdings Inc 2025 Term Loan B                                        | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     89612 | PA      | $88416.55     | 0.00%             | 2030-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                     | BAMLL Commercial Mortgage Securities Trust 2020-BOC                              | CUSIP: 05551JAC4<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |  98610000 | PA      | $167977.20    | 0.01%             | 2032-01-15      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                                       | BGME Trust 2021-VR                                                               | CUSIP: 05551XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $2770727.19   | 0.10%             | 2043-01-10      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                                       | BGME Trust 2021-VR                                                               | CUSIP: 05551XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $2427865.77   | 0.09%             | 2043-01-10      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                                | BCPE North Star US HoldCo 2 Inc Term Loan                                        | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |    871209 | PA      | $869793.24    | 0.03%             | 2028-06-09      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| BW Gas & Convenience Holdings LLC                                | BW Gas & Convenience Holdings LLC 2021 Term Loan B                               | CUSIP: 05604YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    842036 | PA      | $842385.50    | 0.03%             | 2028-03-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                               | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7410000 | PA      | $6862180.18   | 0.26%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-LBA                                                                | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1498864.35   | 0.06%             | 2036-02-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2023-LIFE                                                               | CUSIP: 05609DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4362000 | PA      | $4221811.86   | 0.16%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                      | BXHPP Trust 2021-FILM                                                            | CUSIP: 05609JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5367000 | PA      | $4538469.38   | 0.17%             | 2036-08-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                              | Banc of America Funding 2006-D Trust                                             | CUSIP: 058933AG7<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |    469944 | PA      | $424765.67    | 0.02%             | 2036-05-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                           | Banc of America Alternative Loan Trust 2003-8                                    | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242534 | PA      | $244284.97    | 0.01%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                              | Banc of America Mortgage 2005-K Trust                                            | CUSIP: 05949CMS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430546 | PA      | $398679.34    | 0.01%             | 2035-12-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                         | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    997481 | PA      | $927552.70    | 0.03%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                              | Banc of America Funding Corp                                                     | CUSIP: 05990QAT0<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |   6177005 | PA      | $6032744.71   | 0.23%             | 2036-05-27      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2305531.80   | 0.09%             | 2027-01-27      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1688820.60   | 0.06%             | 2031-10-24      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117930.80    | 0.00%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc                                           | Barracuda Networks Inc 2022 Term Loan                                            | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    966989 | PA      | $624916.94    | 0.02%             | 2029-08-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | Bayer US Finance II LLC                                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   3059000 | PA      | $3031163.10   | 0.11%             | 2028-12-15      | Fixed         | 4.38%                 | 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      | $2478852.00   | 0.09%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | Bayer US Finance II LLC                                                          | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1176245.12   | 0.04%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                          | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1873642.00   | 0.07%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                              | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                                | CUSIP: 07336PAE4<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   5475749 | PA      | $5536944.09   | 0.21%             | 2047-06-25      | Floating      | 8.36%                 | 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        |    440619 | PA      | $403988.50    | 0.02%             | 2035-04-25      | Variable      | 3.75%                 | 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        |   3665601 | PA      | $3434045.43   | 0.13%             | 2035-10-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                       | Bear Stearns Asset Backed Securities I Trust 2005-AC6                            | CUSIP: 073879L55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202853 | PA      | $193418.65    | 0.01%             | 2035-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                      | Bear Stearns ARM Trust 2005-9                                                    | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    599522 | PA      | $581047.93    | 0.02%             | 2035-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                       | Bear Stearns Asset Backed Securities I Trust 2006-AC2                            | CUSIP: 07387UGR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3628 | PA      | $3621.87      | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                              | Bear Stearns Mortgage Funding Trust 2007-AR4                                     | CUSIP: 07401YAA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-MBS          | CORP              | US        |   3601791 | PA      | $3347531.89   | 0.13%             | 2047-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                              | Bear Stearns Mortgage Funding Trust 2007-AR4                                     | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2799941 | PA      | $2669732.39   | 0.10%             | 2037-06-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                                   | Becle SAB de CV                                                                  | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   4450000 | PA      | $3813205.00   | 0.14%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELO CORP                                                        | Belo Corp                                                                        | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $535683.20    | 0.02%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102837.00    | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | Berry Global Inc                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    556000 | PA      | $556161.24    | 0.02%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                   | Blackhawk Network Holdings Inc 2026 Term Loan B                                  | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    861429 | PA      | $851630.65    | 0.03%             | 2029-03-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                          | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6100000 | PA      | $6194640.89   | 0.23%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                                           | BradyPlus Holdings LLC 2025 Term Loan B                                          | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |   2314550 | PA      | $2282736.36   | 0.09%             | 2032-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    830000 | PA      | $831726.40    | 0.03%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                            | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    910000 | PA      | $909499.50    | 0.03%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                            | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5435000 | PA      | $5557178.80   | 0.21%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT7                                                               | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3982151.20   | 0.15%             | 2044-07-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2510706 | PA      | $2521499.29   | 0.09%             | 2042-08-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2874854 | PA      | $2890933.56   | 0.11%             | 2042-08-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5405000 | PA      | $5371398.20   | 0.20%             | 2042-03-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2020-VIVA                                           | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4634841.50   | 0.17%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | C-BASS 2007-CB5 Trust                                                            | CUSIP: 12464YAA7<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |   1102766 | PA      | $659651.40    | 0.02%             | 2037-04-25      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | C-BASS 2006-CB9 TRUST                                                            | CUSIP: 12465MAB0<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |   6408542 | PA      | $2968843.77   | 0.11%             | 2036-11-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    653000 | PA      | $656251.94    | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | C-BASS Mortgage Loan Trust 2007-CB2                                              | CUSIP: 1248MBAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3432683 | PA      | $1958279.38   | 0.07%             | 2037-02-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | C-BASS Mortgage Loan Trust 2007-CB2                                              | CUSIP: 1248MBAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    821584 | PA      | $468697.86    | 0.02%             | 2037-02-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | C-BASS 2007-CB1 TRUST                                                            | CUSIP: 1248MGAK0<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |   2284104 | PA      | $620310.24    | 0.02%             | 2037-01-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 12498NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560947 | PA      | $457432.07    | 0.02%             | 2036-12-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                          | CARS-DB5 LP                                                                      | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   2485465 | PA      | $2453960.82   | 0.09%             | 2051-08-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                  | CCRR Parent Inc Term Loan B                                                      | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    351659 | PA      | $100857.48    | 0.00%             | 2028-03-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                  | CCRR Parent Inc US Acquisition Facility                                          | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    727929 | PA      | $183802.06    | 0.01%             | 2028-03-06      | Floating      | 8.02%                 | 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        |  45233320 | PA      | $2171.20      | 0.00%             | 2049-08-10      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | CFMT 2024-NR1 LLC                                                                | CUSIP: 12531DAA2<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |   8266262 | PA      | $8279151.11   | 0.31%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                  | Cigna Group/The                                                                  | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7019740.00   | 0.26%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2020-R1                                                                | CUSIP: 12558VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7405409 | PA      | $6901698.34   | 0.26%             | 2059-10-27      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2020-R6                                                                | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3390183 | PA      | $3108350.78   | 0.12%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2020-R7                                                                | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5216532 | PA      | $4823917.51   | 0.18%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R3                                                                | CUSIP: 12566LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18287000 | PA      | $15497857.62  | 0.58%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM TRUST 2025-R1                                                                | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7397523 | PA      | $7325822.41   | 0.28%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Antylia Scientific                                               | Antylia Scientific Term Loan                                                     | CUSIP: 12592HAG6<br>LEI: 549300EZRMS5BZD8TN98 | Long             | LON              | CORP              | US        |    721460 | PA      | $716950.68    | 0.03%             | 2032-05-27      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R5                                                                | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6502806 | PA      | $5842720.11   | 0.22%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                  | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAE4<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |  85384620 | PA      | $3289032.62   | 0.12%             | 2052-06-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R4                                                                | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6580364 | PA      | $6240978.59   | 0.23%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R4                                                                | CUSIP: 12598HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10243493 | PA      | $8570460.47   | 0.32%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAS2<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   8525699 | PA      | $191480.38    | 0.01%             | 2045-10-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3183000 | PA      | $2034478.11   | 0.08%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    376000 | PA      | $142387.44    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $177935.00    | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2629000 | PA      | $1905341.46   | 0.07%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                              | CSN Inova Ventures                                                               | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |   2867000 | PA      | $2107015.64   | 0.08%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                 | CSN Resources SA                                                                 | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |   4937000 | PA      | $3040155.23   | 0.11%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMCM 2018-SP3 Trust                                                             | CUSIP: 12654RAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9844340 | PA      | $8411207.94   | 0.32%             | 2048-06-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2022-RPL1 Trust                                                             | CUSIP: 12661QAH0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   9232254 | PA      | $8308303.25   | 0.31%             | 2061-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CSMCM Trust Certificates                                         | CSMCM 2022-RPL1 Trust                                                            | CUSIP: 12662JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390193 | PA      | $321934.68    | 0.01%             | 2061-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    525000 | PA      | $483971.25    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2323069.00   | 0.09%             | 2054-12-10      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                               | Alternative Loan Trust 2005-74T1                                                 | CUSIP: 12668AL37<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   4733256 | PA      | $2625302.56   | 0.10%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                               | Alternative Loan Trust 2005-76                                                   | CUSIP: 12668BDC4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   1753625 | PA      | $1696808.60   | 0.06%             | 2036-01-25      | Floating      | 5.34%                 | 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        |   1747105 | PA      | $1689893.54   | 0.06%             | 2035-04-25      | Floating      | 4.37%                 | 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      | $12703802.72  | 0.48%             | 2036-10-25      | Floating      | 4.03%                 | 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      | $3182135.30   | 0.12%             | 2028-12-11      | None          | 0.00%                 | 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      | $5580839.79   | 0.21%             | 2029-05-10      | None          | 0.00%                 | 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      | $1421486.76   | 0.05%             | 2028-06-12      | None          | 0.00%                 | 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        |     26800 | PA      | $1088563.77   | 0.04%             | 2028-09-12      | None          | 0.00%                 | 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      | $1482975.58   | 0.06%             | 2028-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust 2023-P3                                           | CUSIP: 14688GAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16200 | PA      | $1595850.50   | 0.06%             | 2030-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                           | Cascade MH Asset Trust 2022-MH1                                                  | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5586487 | PA      | $5475698.91   | 0.21%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                        | Cast and Crew Payroll LLC 2021 Incremental Term Loan                             | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    307035 | PA      | $123351.13    | 0.00%             | 2028-12-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                             | Celsius Holdings Inc 2025 Term Loan B                                            | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    504485 | PA      | $506376.76    | 0.02%             | 2032-04-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1978800.00   | 0.07%             | 2056-04-01      | Fixed         | 5.95%                 | 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        |    570000 | PA      | $423732.30    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1027830.00   | 0.04%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $835200.00    | 0.03%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2347000 | PA      | $2438227.89   | 0.09%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                            | Charter Communications Operating LLC 2024 Term Loan B5                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   3472027 | PA      | $3475725.20   | 0.13%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                               | Chase Mortgage Finance Trust Series 2007-A1                                      | CUSIP: 161630AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270748 | PA      | $267430.62    | 0.01%             | 2037-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                    | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7232000 | PA      | $7392214.84   | 0.28%             | 2042-04-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| CIT EDUCATION LOAN TRUST                                         | CIT Education Loan Trust 2007-1                                                  | CUSIP: 17284LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801300 | PA      | $745164.16    | 0.03%             | 2042-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                | Citigroup Mortgage Loan Trust 2005-9                                             | CUSIP: 17307GK31<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     31273 | PA      | $27664.53     | 0.00%             | 2035-11-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                | Citigroup Mortgage Loan Trust 2006-HE3                                           | CUSIP: 17310VAC4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   5625203 | PA      | $3936743.13   | 0.15%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                | Citigroup Mortgage Loan Trust 2006-HE3                                           | CUSIP: 17310VAD2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   6011667 | PA      | $4206664.14   | 0.16%             | 2036-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | C-BASS Mortgage Loan Trust 2007-CB3                                              | CUSIP: 17311YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4898319 | PA      | $1767986.05   | 0.07%             | 2037-03-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | Citibank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1590321.70   | 0.06%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                      | City Football Group Limited 2024 Term Loan                                       | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    825022 | PA      | $824250.60    | 0.03%             | 2030-07-22      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Cleanova US Holdings LLC                                         | Cleanova US Holdings LLC 2025 Term Loan B                                        | CUSIP: 18452UAB4<br>LEI: 254900Q8HEK85N92G859 | Long             | LON              | CORP              | US        |    470193 | PA      | $471368.45    | 0.02%             | 2032-06-14      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2369015.73   | 0.09%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                       | Clover CLO 2018-1 LLC                                                            | CUSIP: 18914GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9300000 | PA      | $9309430.20   | 0.35%             | 2037-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    340000 | PA      | $348102.20    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAJ2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   6119000 | PA      | $6268261.99   | 0.24%             | 2041-12-25      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754LAJ8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   7125000 | PA      | $7313095.01   | 0.27%             | 2041-12-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   3717330 | PA      | $3888049.66   | 0.15%             | 2039-11-25      | Floating      | 13.03%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAJ5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   8995000 | PA      | $9182827.29   | 0.34%             | 2041-10-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8142000 | PA      | $8484016.92   | 0.32%             | 2055-05-20      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                                      | Corevest American Finance 2019-3 Trust                                           | CUSIP: 21872NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355136 | PA      | $3.55         | 0.00%             | 2052-10-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                                      | Corevest American Finance 2020-1 Trust                                           | CUSIP: 21872UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1909504 | PA      | $1816413.32   | 0.07%             | 2050-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                                      | Corevest American Finance 2020-4 Trust                                           | CUSIP: 21873AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8369802 | PA      | $388720.38    | 0.01%             | 2052-12-15      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                  | CoreVest American Finance 2021-3 Trust                                           | CUSIP: 21873NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  42082955 | PA      | $391245.24    | 0.01%             | 2054-10-15      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                       | Cornerstone Generation LLC Term Loan B                                           | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    317194 | PA      | $317874.07    | 0.01%             | 2032-08-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                       | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8650000 | PA      | $7931764.55   | 0.30%             | 2056-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                       | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10350000 | PA      | $9445580.78   | 0.35%             | 2056-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                       | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  56050000 | PA      | $52470562.93  | 1.97%             | 2056-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG                                   | CREDIT SUISSE FIRST BOSTON MTG                                                   | CUSIP: 22540AFG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4402 | PA      | $4394.11      | 0.00%             | 2028-09-25      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                   | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 22541QZR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149028 | PA      | $146530.26    | 0.01%             | 2033-11-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                   | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-AR5                   | CUSIP: 22541SJH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22058 | PA      | $21192.10     | 0.00%             | 2034-06-25      | Variable      | 3.85%                 | 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        |   2095042 | PA      | $1849669.24   | 0.07%             | 2036-02-25      | Fixed         | 5.50%                 | 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        |     20037 | PA      | $3644.54      | 0.00%             | 2021-10-25      | Fixed         | 6.00%                 | 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        |   4539468 | PA      | $3086703.23   | 0.12%             | 2036-10-19      | Floating      | 3.99%                 | 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        |    338352 | PA      | $257590.41    | 0.01%             | 2045-01-19      | Floating      | 4.51%                 | 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        |   2751932 | PA      | $2577805.84   | 0.10%             | 2045-10-19      | Floating      | 4.37%                 | 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        |    969589 | PA      | $825870.52    | 0.03%             | 2037-03-19      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                       | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4740000 | PA      | $4027477.51   | 0.15%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| DGWD Trust                                                       | DGWD Trust 2025-INFL                                                             | CUSIP: 23347FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2743486.08   | 0.10%             | 2035-08-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc                                                   | DTI Holdco Inc 2025 Term Loan B                                                  | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |   1276299 | PA      | $1105064.77   | 0.04%             | 2029-04-26      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                            | Dave & Buster's Inc 2024 1st Lien Term Loan B                                    | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    854421 | PA      | $717867.23    | 0.03%             | 2031-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4139509.80   | 0.16%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    760000 | PA      | $769811.60    | 0.03%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                  | SkyMiles IP Ltd 2025 Repriced Term Loan B                                        | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   1322938 | PA      | $1331345.16   | 0.05%             | 2028-10-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1705042.44   | 0.06%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $803615.40    | 0.03%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   7030000 | PA      | $6985218.90   | 0.26%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DROP Mortgage Trust 2021-FILE                                    | DROP Mortgage Trust 2021-FILE                                                    | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5520000 | PA      | $5506890.00   | 0.21%             | 2043-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| DROP Mortgage Trust 2021-FILE                                    | DROP Mortgage Trust 2021-FILE                                                    | CUSIP: 26210YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3145000 | PA      | $3076203.13   | 0.12%             | 2043-10-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                 | EOC Borrower LLC Term Loan A                                                     | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    371178 | PA      | $371641.76    | 0.01%             | 2028-03-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-349846.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $27998.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                          | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $323368.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $988332.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-25962.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-30100.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-71096.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $16131.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $23773.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $22476.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $11198.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $5501.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $19668.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-28059.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $8457.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-18351.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $36609.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $12820.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $50555.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $38864.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $59554.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $50191.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $15612.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $-5806.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $-4261.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $14535.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $8640.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $44231.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $45895.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-3895.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $86346.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $34306.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $5638.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $780.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $9026.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $6549.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $10898.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $4325.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $7429.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $5594.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $2609.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $7488.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $10669.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $15851.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $214604.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $47.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4268.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $545.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $-58479.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-5446.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $3169.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $4583.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $6827.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $1448.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $3059.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $7055.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $6872.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $4981.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $82.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $130.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-384022.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $382792.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $7367.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $3708.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-1211.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $-113357.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $112365.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-92.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-45.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    891000 | PA      | $963206.64    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    718000 | PA      | $756197.60    | 0.03%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2437000 | PA      | $2475455.86   | 0.09%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-INV2                                                                   | CUSIP: 281914AE1<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |   6876000 | PA      | $6950360.50   | 0.26%             | 2070-05-26      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    760000 | PA      | $879912.80    | 0.03%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 30 Ltd                                               | Elmwood CLO 30 Ltd                                                               | CUSIP: 29001JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6006798.00   | 0.23%             | 2037-07-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                             | Abu Dhabi Government International Bond                                          | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   3219000 | PA      | $3078844.74   | 0.12%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1782713.00   | 0.07%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2743489.77   | 0.10%             | 2028-02-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Astrion Group, LLC                                               | Astrion Group LLC 2024 Term Loan                                                 | CUSIP: 29288KAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1488693 | PA      | $1181032.26   | 0.04%             | 2031-08-29      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | Entergy Corp                                                                     | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4146282.00   | 0.16%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FIN CORP                                            | Equinix Asia Financing Corp Pte Ltd                                              | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              |  | SG        |   2300000 | PA      | $2254069.00   | 0.08%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                | First Franklin Mortgage Loan Trust 2006-FF13                                     | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12207488 | PA      | $8026273.14   | 0.30%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF 2020-KF75 Mortgage Trust                                                   | CUSIP: 30294SAA8<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |    832573 | PA      | $781183.54    | 0.03%             | 2029-12-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF 2020-KF78 Mortgage Trust                                                   | CUSIP: 302979AG4<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | CORP              | US        |   3228631 | PA      | $3190263.74   | 0.12%             | 2030-03-25      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF 2017-KW03 Mortgage Trust                                                   | CUSIP: 30302YAQ0<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   6135000 | PA      | $5465566.59   | 0.21%             | 2027-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  12600000 | PA      | $12365892.00  | 0.46%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1219348.00   | 0.05%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAA0<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |    578866 | PA      | $546091.18    | 0.02%             | 2029-10-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF 2020-KF88 Mortgage Trust                                                   | CUSIP: 30316MAJ6<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   2828630 | PA      | $2847436.65   | 0.11%             | 2030-09-25      | Floating      | 12.78%                | No            |                  2 | On Loan: No      |
| FRTKL                                                            | FRTKL 2021-SFR1                                                                  | CUSIP: 30322DAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9435000 | PA      | $9281635.96   | 0.35%             | 2038-09-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                         | FHF Issuer Trust 2025-1                                                          | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3009453 | PA      | $3009287.20   | 0.11%             | 2031-02-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                         | Farmers Exchange Capital                                                         | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152272.50    | 0.01%             | 2048-07-15      | Fixed         | 7.20%                 | 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      | $2437950.00   | 0.09%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                 | Farmers Insurance Exchange                                                       | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3188200.00   | 0.12%             | 2057-11-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                 | Freddie Mac Strips                                                               | CUSIP: 31325YBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  33518720 | PA      | $4326106.33   | 0.16%             | 2052-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15975593 | PA      | $15134854.26  | 0.57%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13399894 | PA      | $12988434.43  | 0.49%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7668831 | PA      | $7265841.75   | 0.27%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5857913 | PA      | $5678583.60   | 0.21%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23596401 | PA      | $22352777.29  | 0.84%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28812370 | PA      | $27924973.76  | 1.05%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9288037 | PA      | $9197180.07   | 0.35%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9360549 | PA      | $9062844.70   | 0.34%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136ABG64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103379 | PA      | $102873.60    | 0.00%             | 2042-10-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136AKWF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4570880 | PA      | $4556880.81   | 0.17%             | 2043-07-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136AQ5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4625968 | PA      | $46.26        | 0.00%             | 2036-04-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136ARP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15070705 | PA      | $527938.84    | 0.02%             | 2039-01-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136AT5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6927119 | PA      | $124156.15    | 0.00%             | 2039-07-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136B7HP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 117375779 | PA      | $1816014.58   | 0.07%             | 2029-03-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BG5M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8095500 | PA      | $1785564.68   | 0.07%             | 2051-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BGB75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8247169 | PA      | $2027542.96   | 0.08%             | 2051-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BUDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10837879 | PA      | $989659.39    | 0.04%             | 2054-12-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BUDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7660525 | PA      | $688702.22    | 0.03%             | 2054-12-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWAH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13313053 | PA      | $675873.74    | 0.03%             | 2055-06-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137ABTX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5578 | PA      | $5202.04      | 0.00%             | 2033-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137APLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43884 | PA      | $4625.57      | 0.00%             | 2042-04-15      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BM7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    736016 | PA      | $7.36         | 0.00%             | 2043-10-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17987327 | PA      | $179.87       | 0.00%             | 2044-04-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BQYV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37278495 | PA      | $21539.51     | 0.00%             | 2026-05-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BRQL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  91980149 | PA      | $120696.35    | 0.00%             | 2026-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BS5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23568550 | PA      | $235.69       | 0.00%             | 2026-08-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137FFBT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4945666 | PA      | $793968.22    | 0.03%             | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137FFL96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5836937 | PA      | $1142806.01   | 0.04%             | 2044-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  49444667 | PA      | $1931.31      | 0.00%             | 2027-12-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  57671187 | PA      | $464725.96    | 0.02%             | 2027-06-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  63433543 | PA      | $194956.65    | 0.01%             | 2026-09-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                              | Freddie Mac Multifamily PC REMIC Trust 2019-P002                                 | CUSIP: 3137FQKX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14520699 | PA      | $739395.45    | 0.03%             | 2033-07-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137H2S62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6020000 | PA      | $1176690.59   | 0.04%             | 2048-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHBV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23760236 | PA      | $1750155.96   | 0.07%             | 2054-10-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHGM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37895317 | PA      | $2142512.94   | 0.08%             | 2054-11-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHZY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25747422 | PA      | $1960443.18   | 0.07%             | 2055-01-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HK5N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11717389 | PA      | $871891.65    | 0.03%             | 2055-03-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLK35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3156624 | PA      | $3036026.38   | 0.11%             | 2055-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLMB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3222500 | PA      | $3062857.32   | 0.12%             | 2055-06-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLPB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34324058 | PA      | $2007593.90   | 0.08%             | 2055-06-25      | Floating      | 1.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLT85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1058922 | PA      | $1009434.99   | 0.04%             | 2055-06-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLVW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3389246 | PA      | $3076063.69   | 0.12%             | 2055-06-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HMVM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26183602 | PA      | $2579021.73   | 0.10%             | 2055-09-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HPNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11804270 | PA      | $2507645.25   | 0.09%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31394V7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7213 | PA      | $8291.24      | 0.00%             | 2036-03-25      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31394VZ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300409 | PA      | $28429.79     | 0.00%             | 2036-03-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31396WAS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15704 | PA      | $1290.24      | 0.00%             | 2037-06-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31396XFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40375 | PA      | $3014.46      | 0.00%             | 2037-08-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31396XUR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302336 | PA      | $27234.59     | 0.00%             | 2037-04-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31396YXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21803 | PA      | $2309.25      | 0.00%             | 2038-03-25      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 31397JZ64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4092 | PA      | $5814.76      | 0.00%             | 2037-07-15      | Floating      | 18.22%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31397LX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55473 | PA      | $4052.87      | 0.00%             | 2038-07-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 31397PSV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22351 | PA      | $1745.39      | 0.00%             | 2038-01-15      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 31397TAZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17624 | PA      | $1144.67      | 0.00%             | 2038-04-15      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31398NQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16941 | PA      | $1503.74      | 0.00%             | 2040-10-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11174157 | PA      | $11074800.35  | 0.42%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XRP41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2826782 | PA      | $2739719.28   | 0.10%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6675564 | PA      | $6326322.78   | 0.24%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10879249 | PA      | $10548223.67  | 0.40%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15016131 | PA      | $14556439.76  | 0.55%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10791531 | PA      | $10460164.71  | 0.39%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7036120 | PA      | $6664742.90   | 0.25%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12510805 | PA      | $12382288.59  | 0.47%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1850159 | PA      | $1790632.85   | 0.07%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                  | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7061247 | PA      | $952622.19    | 0.04%             | 2051-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                  | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26661753 | PA      | $3580208.45   | 0.13%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                  | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15324750 | PA      | $2059615.61   | 0.08%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                  | Fannie Mae Interest Strip                                                        | CUSIP: 31423XZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40619179 | PA      | $5200972.68   | 0.20%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                  | Fannie Mae Interest Strip                                                        | CUSIP: 31424UGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13580065 | PA      | $1843590.08   | 0.07%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                 | Freddie Mac Strips                                                               | CUSIP: 3142G4V99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5616682 | PA      | $1090931.40   | 0.04%             | 2052-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                         | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2519000 | PA      | $2629735.24   | 0.10%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2026-HE2                                                             | CUSIP: 31684VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5208826 | PA      | $5173079.56   | 0.19%             | 2056-01-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                       | GC Ferry Acquisition I Inc Term Loan                                             | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    703291 | PA      | $694500.08    | 0.03%             | 2032-08-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                       | GC Ferry Acquisition I Inc Delayed Draw Term Loan                                | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    120074 | PA      | $118573.19    | 0.00%             | 2032-08-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                | First Franklin Mortgage Loan Trust 2006-FF9                                      | CUSIP: 320276AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10218000 | PA      | $9610242.56   | 0.36%             | 2036-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                | First Franklin Mortgage Loan Trust 2006-FF5                                      | CUSIP: 32027EAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3860000 | PA      | $3155025.04   | 0.12%             | 2036-04-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                | First Franklin Mortgage Loan Trust Series 2007-FF1                               | CUSIP: 32028TAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3430329 | PA      | $1885170.95   | 0.07%             | 2038-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                | First Franklin Mortgage Loan Trust Series 2006-FF18                              | CUSIP: 32029AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    573597 | PA      | $533969.88    | 0.02%             | 2037-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                | First Franklin Mortgage Loan Trust Series 2007-FF2                               | CUSIP: 32029GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475845 | PA      | $225271.57    | 0.01%             | 2037-03-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2004-AA3                     | CUSIP: 32051D6B3<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |     61058 | PA      | $61372.07     | 0.00%             | 2034-09-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2004-AA3                     | CUSIP: 32051D6D9<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |     93888 | PA      | $94371.14     | 0.00%             | 2034-09-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA10                    | CUSIP: 32051GA54<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |    533915 | PA      | $441329.08    | 0.02%             | 2035-12-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA3                     | CUSIP: 32051GLU7<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |    501984 | PA      | $475759.04    | 0.02%             | 2035-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA12                    | CUSIP: 32051GQ81<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |    686774 | PA      | $407253.34    | 0.02%             | 2036-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA7                     | CUSIP: 32051GSQ9<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |    779957 | PA      | $696060.41    | 0.03%             | 2035-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                        | First Horizon Mortgage Pass-Through Trust 2005-AR4                               | CUSIP: 32051GTV7<br>LEI: 549300YB0SYOI7JLTH61 | Long             | ABS-MBS          | CORP              | US        |   1134827 | PA      | $733927.46    | 0.03%             | 2035-09-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA8                     | CUSIP: 32051GWF8<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |   1223721 | PA      | $657907.20    | 0.02%             | 2035-10-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA9                     | CUSIP: 32051GXE0<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |    653998 | PA      | $570819.89    | 0.02%             | 2035-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                        | First Horizon Mortgage Pass-Through Trust 2005-AR5                               | CUSIP: 32051GXQ3<br>LEI: 549300YB0SYOI7JLTH61 | Long             | ABS-MBS          | CORP              | US        |    385820 | PA      | $283206.71    | 0.01%             | 2035-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                        | First Horizon Mortgage Pass-Through Trust 2007-AR2                               | CUSIP: 32055GAB7<br>LEI: 549300YB0SYOI7JLTH61 | Long             | ABS-MBS          | CORP              | US        |     45502 | PA      | $9252.19      | 0.00%             | 2037-08-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                         | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   3153000 | PA      | $3034951.68   | 0.11%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                   | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6285000 | PA      | $6232374.44   | 0.23%             | 2038-08-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | Fiserv Inc                                                                       | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    820000 | PA      | $829061.00    | 0.03%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2348695.60   | 0.09%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | Fiserv Inc                                                                       | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1356967.60   | 0.05%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | Fiserv Inc                                                                       | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2246937.00   | 0.08%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    825000 | PA      | $843521.25    | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |   5410000 | PA      | $5510121.79   | 0.21%             | 2041-09-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |   6310000 | PA      | $6491155.05   | 0.24%             | 2041-10-25      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   6550000 | PA      | $6774095.81   | 0.25%             | 2041-11-25      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $608600.00    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2025-NQM2 Trust                                                             | CUSIP: 36171HAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4030000 | PA      | $4047900.05   | 0.15%             | 2070-04-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                          | Guggenheim Partners LLC 2024 Term Loan B                                         | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    613866 | PA      | $615093.83    | 0.02%             | 2031-11-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7025559 | PA      | $6658178.25   | 0.25%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |   6241000 | PA      | $6344163.73   | 0.24%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan Trust                             | GMACM Mortgage Loan Trust 2006-AR1                                               | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2172704 | PA      | $1808531.28   | 0.07%             | 2036-04-19      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                      | GSAMP Trust 2007-FM2                                                             | CUSIP: 3622MHAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15124353 | PA      | $9412568.61   | 0.35%             | 2037-01-25      | Floating      | 3.93%                 | 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        |    162001 | PA      | $156835.47    | 0.01%             | 2035-07-25      | Variable      | 5.36%                 | 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        |      7771 | PA      | $415.37       | 0.00%             | 2035-09-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAC9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   5160000 | PA      | $5187986.81   | 0.19%             | 2028-03-15      | Floating      | 6.46%                 | 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        |    131993 | PA      | $77613.25     | 0.00%             | 2036-04-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    890852 | PA      | $790336.73    | 0.03%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   4230000 | PA      | $3867446.70   | 0.15%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | General Electric Co                                                              | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   7370000 | PA      | $6937086.20   | 0.26%             | 2036-08-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                 | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1270358.85   | 0.05%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                              | Global Payments Inc                                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $4132219.80   | 0.16%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goal Capital Funding Trust                                       | Goal Capital Funding Trust 2006-1                                                | CUSIP: 38021BAG5<br>LEI: 5493009VZI2B6V83UU74 | Long             | ABS-O            | CORP              | US        |    136575 | PA      | $132968.25    | 0.00%             | 2042-08-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                                   | GOGO Intermediate Holdings LLC Term Loan B                                       | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |    671955 | PA      | $589979.71    | 0.02%             | 2028-04-30      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | Goldentree Loan Management US Clo 15 Ltd                                         | CUSIP: 38139BBJ7<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |   3300000 | PA      | $3283533.00   | 0.12%             | 2038-10-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | GoldenTree Loan Management US CLO 25 Ltd                                         | CUSIP: 38139XAL5<br>LEI: 254900NWYEI4MM854T50 | Long             | ABS-CBDO         | CORP              | KY        |   6325000 | PA      | $6345246.33   | 0.24%             | 2038-04-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4236244.40   | 0.16%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38376G6L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2392282 | PA      | $63.16        | 0.00%             | 2051-08-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38376LWH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    269042 | PA      | $4565.82      | 0.00%             | 2035-07-20      | Floating      | 0.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38377WLC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    252202 | PA      | $4516.06      | 0.00%             | 2037-06-16      | Floating      | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38378AMF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40585 | PA      | $7191.59      | 0.00%             | 2041-11-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38378BF61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15446674 | PA      | $45780.85     | 0.00%             | 2053-02-16      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38378BWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16639086 | PA      | $986.70       | 0.00%             | 2052-06-16      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38378W5D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    999455 | PA      | $96311.91     | 0.00%             | 2043-09-16      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38378XDR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13163463 | PA      | $63041.14     | 0.00%             | 2055-05-16      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38378XLU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5867082 | PA      | $149909.24    | 0.01%             | 2054-11-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38380HJF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190855 | PA      | $39773.95     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38381JMQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 153287501 | PA      | $2607956.89   | 0.10%             | 2057-07-16      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384JMH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    764646 | PA      | $770540.73    | 0.03%             | 2054-02-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384WAV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17980039 | PA      | $1015321.30   | 0.04%             | 2054-09-20      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384WFA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15524558 | PA      | $906202.78    | 0.03%             | 2054-09-20      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384YMZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19715854 | PA      | $1147809.29   | 0.04%             | 2054-10-20      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                                 | Grace Trust 2020-GRCE                                                            | CUSIP: 38406JAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2607890.86   | 0.10%             | 2040-12-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                          | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |    710000 | PA      | $692952.90    | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housing                                  | Greenpoint Manufactured Housing                                                  | CUSIP: 395383AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3202446 | PA      | $1666063.27   | 0.06%             | 2030-03-20      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                | GreenPoint Mortgage Funding Trust Series 2007-AR1                                | CUSIP: 39539KAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6759837 | PA      | $6464019.44   | 0.24%             | 2047-03-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation               | HDI Aerospace Intermediate Holding III Corporation Term Loan B                   | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |    851400 | PA      | $855129.13    | 0.03%             | 2032-02-11      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    960000 | PA      | $962054.40    | 0.04%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                       | HSI Asset Securitization Corp Trust 2006-WMC1                                    | CUSIP: 40430MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9316576 | PA      | $3933872.14   | 0.15%             | 2036-07-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                       | HSI Asset Securitization Corp Trust 2006-WMC1                                    | CUSIP: 40430MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10311655 | PA      | $4378175.99   | 0.16%             | 2036-07-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                       | HSI Asset Securitization Corp Trust 2006-WMC1                                    | CUSIP: 40430MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9017059 | PA      | $3877139.90   | 0.15%             | 2036-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                                   | HPS Loan Management 2024-20 Ltd                                                  | CUSIP: 40443WAC4<br>LEI: 213800WIAH3I2V9VZZ91 | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4860524.50   | 0.18%             | 2037-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust 2005-10                                           | CUSIP: 41161PTN3<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    707462 | PA      | $447102.20    | 0.02%             | 2035-11-19      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust 2006-7                                            | CUSIP: 41161VAA8<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |   7108942 | PA      | $6392267.09   | 0.24%             | 2046-09-19      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust 2007-6                                            | CUSIP: 41165BAA8<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |   7668085 | PA      | $6704213.80   | 0.25%             | 2037-08-19      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   2257000 | PA      | $2249461.62   | 0.08%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    625000 | PA      | $612487.50    | 0.02%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                             | Heartland Dental LLC 2025 Term Loan                                              | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |   1235289 | PA      | $1234374.81   | 0.05%             | 2032-08-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                        | Healthpeak Properties Inc Term Loan A1                                           | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    824832 | PA      | $816583.65    | 0.03%             | 2027-08-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                        | Healthpeak Properties Inc Term Loan A2                                           | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    824832 | PA      | $816583.65    | 0.03%             | 2027-02-22      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                        | Healthpeak Properties Inc 2024 Term Loan A3                                      | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |   1664689 | PA      | $1639718.50   | 0.06%             | 2029-03-01      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing III LP                                                   | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5569500 | PA      | $5497050.27   | 0.21%             | 2027-12-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing III LP                                                   | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4225000 | PA      | $4172839.84   | 0.16%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing LLC                                                      | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6625860.75   | 0.25%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                            | Hilton Domestic Operating Company Inc 2023 Term Loan B4                          | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1457180 | PA      | $1461660.33   | 0.05%             | 2030-11-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                 | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7840000 | PA      | $7721510.16   | 0.29%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1175000 | PA      | $1205503.00   | 0.05%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                       | HSI Asset Securitization Corp Trust 2006-HE1                                     | CUSIP: 44328AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10071741 | PA      | $2661930.86   | 0.10%             | 2036-10-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                       | HSI Asset Securitization Corp Trust 2006-HE2                                     | CUSIP: 44328BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23837061 | PA      | $8841683.09   | 0.33%             | 2036-12-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                         | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   4202000 | PA      | $3981605.10   | 0.15%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                         | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    805000 | PA      | $764669.50    | 0.03%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                     | Hudson Yards 2019-55HY Mortgage Trust                                            | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6891000 | PA      | $5934720.77   | 0.22%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1182918.55   | 0.04%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                            | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1146000 | PA      | $972060.12    | 0.04%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                     | Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | CUSIP: 44644NAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2683235 | PA      | $2611672.76   | 0.10%             | 2033-09-20      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                     | Huntington Bank Auto Credit-Linked Notes Series 2026-1                           | CUSIP: 44644NAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1970000 | PA      | $1972967.21   | 0.07%             | 2034-02-20      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| Hudson Yards                                                     | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4065056.80   | 0.15%             | 2040-01-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                     | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3358000 | PA      | $3365716.68   | 0.13%             | 2040-01-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3739072.00   | 0.14%             | 2028-03-30      | Fixed         | 5.05%                 | 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        |  11000000 | PA      | $10037765.10  | 0.38%             | 2032-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                        | IQVIA Inc 2025 Incremental Term Loan B5                                          | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    491421 | PA      | $493448.40    | 0.02%             | 2031-01-02      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1048641.00   | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2536169.00   | 0.10%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1403434.93   | 0.05%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Pass-through Certificates                    | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4970000 | PA      | $5080431.91   | 0.19%             | 2042-07-13      | Variable      | 8.20%                 | 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        |    986072 | PA      | $984660.67    | 0.04%             | 2035-04-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                          | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   6815000 | PA      | $6821133.50   | 0.26%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC 2023 Term Loan                                                      | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    706714 | PA      | $609540.42    | 0.02%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC 2024 Term Loan B4                                                   | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1055018 | PA      | $708180.72    | 0.03%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2005-AR14                                       | CUSIP: 45660LRU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6919216 | PA      | $4998873.92   | 0.19%             | 2035-07-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2005-AR19                                       | CUSIP: 45660LXA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1453658 | PA      | $1161786.19   | 0.04%             | 2035-10-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2006-AR4                                        | CUSIP: 45661EAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7787396 | PA      | $7754595.26   | 0.29%             | 2046-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2006-AR9                                        | CUSIP: 45661EGK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2261995 | PA      | $1967346.09   | 0.07%             | 2036-06-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2006-AR27                                       | CUSIP: 45661LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4479916 | PA      | $1800517.12   | 0.07%             | 2036-10-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2007-FLX4                                       | CUSIP: 456687AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9378687 | PA      | $8798312.03   | 0.33%             | 2037-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                                                                       | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1992927.00   | 0.07%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                                                                       | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    826000 | PA      | $500514.70    | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                         | International Flavors & Fragrances Inc                                           | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   7835000 | PA      | $6976597.40   | 0.26%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                  | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151DAC5<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $0.80         | 0.00%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| Invesco CLO LTD                                                  | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151DAE1<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $4415976.00   | 0.17%             | 2038-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                        | Invitation Homes Operating Partnership LP 2024 Term Loan                         | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |   3604245 | PA      | $3577212.76   | 0.13%             | 2028-09-09      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                             | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2048784.84   | 0.08%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc 2022 Term Loan A                                               | CUSIP: 46284NAU3<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |   1443750 | PA      | $1429312.50   | 0.05%             | 2030-03-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    781000 | PA      | $732210.93    | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2940000 | PA      | $2612660.40   | 0.10%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                         | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129747.80    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                         | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1398866.00   | 0.05%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3129000 | PA      | $3121383.08   | 0.12%             | 2042-01-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2006-A3                                                 | CUSIP: 46628KAC4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     13252 | PA      | $11170.36     | 0.00%             | 2036-05-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                              | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6161578 | PA      | $3916854.52   | 0.15%             | 2036-12-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                              | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8013278 | PA      | $4109251.22   | 0.15%             | 2036-12-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5119048 | PA      | $4868429.60   | 0.18%             | 2037-04-15      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2842000 | PA      | $2494707.60   | 0.09%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $10233395.00  | 0.38%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $3810837.60   | 0.14%             | 2029-06-01      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2337562.50   | 0.09%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                            | Jane Street Group LLC 2024 Term Loan B1                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    824845 | PA      | $810785.14    | 0.03%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2419000 | PA      | $2658190.72   | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                          | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    160000 | PA      | $151371.20    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                             | Kelso Industries LLC Term Loan                                                   | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    631618 | PA      | $630038.56    | 0.02%             | 2029-12-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                      | Kedrion SpA                                                                      | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   1135000 | PA      | $1095377.15   | 0.04%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Knock Issuer Trust 2025-1                                        | Knock Issuer Trust 2025-1                                                        | CUSIP: 49917PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2835000 | PA      | $2860775.54   | 0.11%             | 2030-02-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust                                    | KRE Commercial Mortgage Trust 2025-AIP4                                          | CUSIP: 50077KAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3855231 | PA      | $3841197.44   | 0.14%             | 2042-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                       | KUEHG Corp 2025 Term Loan                                                        | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    405116 | PA      | $364604.24    | 0.01%             | 2030-06-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                                 | Kuwait International Government Bond                                             | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   7863000 | PA      | $7541403.30   | 0.28%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LMRK Issuer Co. LLC                                              | Lmrk Issuer Co 2 LLC                                                             | CUSIP: 50209AAK7<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3452445.34   | 0.13%             | 2055-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                              | LSF12 Crown US Commercial Bidco LLC 2026 Term Loan B                             | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    510483 | PA      | $511631.65    | 0.02%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                 | Lseg US Fin Corp                                                                 | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1337620.50   | 0.05%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5535075.00   | 0.21%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                                     | Lavender Dutch BorrowerCo BV USD Term Loan                                       | CUSIP: 51944RAB8<br>LEI: 254900WC9QQXLKNE2931 | Long             | LON              | CORP              | US        |   1034523 | PA      | $1021591.19   | 0.04%             | 2032-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                  | Lehman XS Trust Series 2006-GP2                                                  | CUSIP: 525227AH7<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |   2520914 | PA      | $2474929.09   | 0.09%             | 2046-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                  | Lehman XS Trust 2006-17                                                          | CUSIP: 52523KAQ7<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-O            | CORP              | US        |   9732642 | PA      | $8968063.17   | 0.34%             | 2046-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                  | Lehman XS Trust Series 2007-18N                                                  | CUSIP: 52525DAA6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |   1835757 | PA      | $1815180.89   | 0.07%             | 2037-10-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                                    | Darktrace PLC 1st Lien Term Loan                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1888894 | PA      | $1813583.63   | 0.07%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                             | LXP Industrial Trust                                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |   2000000 | PA      | $1825500.00   | 0.07%             | 2030-09-15      | Fixed         | 2.70%                 | 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        |   2800000 | PA      | $2461382.00   | 0.09%             | 2038-03-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                    | Lmdv Issuer Co LLC                                                               | CUSIP: 538908AE4<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2620524.40   | 0.10%             | 2055-12-15      | Fixed         | 7.88%                 | 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-O            | CORP              | US        |   4777658 | PA      | $4215351.61   | 0.16%             | 2046-03-25      | Floating      | 4.15%                 | 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        |  45876814 | PA      | $13944858.55  | 0.52%             | 2036-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                            | MASTR Adjustable Rate Mortgages Trust 2006-OA2                                   | CUSIP: 55275NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13299837 | PA      | $10345904.28  | 0.39%             | 2046-12-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                              | Mastr Asset Backed Securities Trust 2007-WMC1                                    | CUSIP: 55275TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15290852 | PA      | $4212863.59   | 0.16%             | 2037-01-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| MAPS Trust                                                       | MAPS 2026-1 Trust                                                                | CUSIP: 55293WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2667271 | PA      | $2648732.27   | 0.10%             | 2051-01-15      | Fixed         | 6.13%                 | 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      | $1087583.38   | 0.04%             | 2040-02-12      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                     | MKT 2020-525M Mortgage Trust                                                     | CUSIP: 55316PAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4970000 | PA      | $4169443.83   | 0.16%             | 2040-02-12      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                     | MKT 2020-525M Mortgage Trust                                                     | CUSIP: 55316PAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3782000 | PA      | $3092747.52   | 0.12%             | 2040-02-12      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXXIX Ltd                                                   | CUSIP: 55821LAL8<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8006216.00   | 0.30%             | 2034-10-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    782000 | PA      | $474830.40    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     59000 | PA      | $39458.02     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                      | Magnite Inc 2025 Repriced Term Loan B                                            | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |    920107 | PA      | $913206.32    | 0.03%             | 2031-02-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                | Magnetite Xlii Ltd                                                               | CUSIP: 55955YAE4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |   7550000 | PA      | $4769017.90   | 0.18%             | 2038-01-25      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                            | MASTR Adjustable Rate Mortgages Trust 2003-7                                     | CUSIP: 576433HK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52270 | PA      | $52310.03     | 0.00%             | 2033-11-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                            | MASTR Adjustable Rate Mortgages Trust 2004-3                                     | CUSIP: 576433KT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17070 | PA      | $16775.95     | 0.00%             | 2034-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                            | MASTR Adjustable Rate Mortgages Trust 2004-15                                    | CUSIP: 576433VT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22377 | PA      | $22505.39     | 0.00%             | 2034-10-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                              | Mastr Asset Backed Securities Trust 2006-WMC1                                    | CUSIP: 57643LRK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14747977 | PA      | $4756191.74   | 0.18%             | 2036-02-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                              | Mastr Asset Backed Securities Trust 2007-HE1                                     | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $2736893.25   | 0.10%             | 2037-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                      | McAfee LLC 2024 USD 1st Lien Term Loan B                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    713301 | PA      | $639296.42    | 0.02%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                           | Merrill Lynch Mortgage Investors Trust Series 2003-A6                            | CUSIP: 5899294H8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     48769 | PA      | $48277.48     | 0.00%             | 2033-10-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 5901886X1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4413904.00   | 0.17%             | 2026-12-01      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                 | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1                   | CUSIP: 59023LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14925908 | PA      | $5464780.92   | 0.21%             | 2037-04-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note Asset                             | Merrill Lynch Alternative Note Asset Trust Series 2007-OAR2                      | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5303099 | PA      | $4298277.89   | 0.16%             | 2037-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                 | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-4                   | CUSIP: 59025CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320184 | PA      | $327412.31    | 0.01%             | 2037-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Backed Securities Trust                   | Merrill Lynch Mortgage Backed Securities Trust Series 2007-2                     | CUSIP: 59025GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435782 | PA      | $375720.16    | 0.01%             | 2036-08-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                 | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5                   | CUSIP: 59025RAW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19487094 | PA      | $11928539.61  | 0.45%             | 2037-10-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                             | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    270000 | PA      | $252277.20    | 0.01%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $989696.05    | 0.04%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc. (The)                                   | MICHAELS COMPANIES INC THE 2026 TERM LOAN B                                      | CUSIP: 59408UAE7<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1458840.00   | 0.05%             | 2033-03-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                         | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    925000 | PA      | $865550.25    | 0.03%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CONTRA GCB144A MODIVCA                                           | CONTRA GCB144A MODIVCA                                                           | CUSIP: 607PMTAB0<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   5514600 | PA      | $82719.00     | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    735000 | PA      | $713133.75    | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    919000 | PA      | $906758.92    | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | CUSIP: 61690FAN3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |  10521177 | PA      | $105.21       | 0.00%             | 2048-04-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65049.75     | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | 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-O            | CORP              | US        |    110703 | PA      | $110552.73    | 0.00%             | 2036-02-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                       | Morgan Stanley ABS Capital I Inc Trust 2006-HE4                                  | CUSIP: 61748BAC8<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |   7907835 | PA      | $3899792.34   | 0.15%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                       | Morgan Stanley ABS Capital I Inc Trust 2006-HE4                                  | CUSIP: 61748BAD6<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |   8435874 | PA      | $4180367.04   | 0.16%             | 2036-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                               | Morgan Stanley Mortgage Loan Trust 2004-7AR                                      | CUSIP: 61748HCH2<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |     77953 | PA      | $76675.08     | 0.00%             | 2034-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                               | Morgan Stanley Mortgage Loan Trust 2006-2                                        | CUSIP: 61748HVE8<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |     32202 | PA      | $29255.53     | 0.00%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loan Trust                            | Morgan Stanley Home Equity Loan Trust 2006-3                                     | CUSIP: 61749GAD4<br>LEI: 549300C5U61AIRK1S645 | Long             | ABS-MBS          | CORP              | US        |   9932982 | PA      | $6856000.24   | 0.26%             | 2036-04-25      | Floating      | 4.31%                 | 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        |  17344056 | PA      | $13232137.82  | 0.50%             | 2037-05-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $5216820.40   | 0.20%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2152958.40   | 0.08%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5468748.00   | 0.21%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                 | MortgageIT Trust 2005-2                                                          | CUSIP: 61915RAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385154 | PA      | $378287.61    | 0.01%             | 2035-05-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   9625000 | PA      | $9319598.75   | 0.35%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                       | NLT 2021-INV2 Trust                                                              | CUSIP: 62917JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5383405 | PA      | $4761772.59   | 0.18%             | 2056-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1282060.80   | 0.05%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                        | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7719083 | PA      | $7742006.36   | 0.29%             | 2029-08-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                  | Naked Juice LLC 2025 FLFO Term Loan                                              | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   3494262 | PA      | $3484740.60   | 0.13%             | 2029-01-24      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                  | Naked Juice LLC 2025 FLSO Term Loan                                              | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     43138 | PA      | $23150.76     | 0.00%             | 2029-01-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                  | Naked Juice LLC 2025 FLTO Term Loan                                              | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    396304 | PA      | $87628.71     | 0.00%             | 2030-01-24      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| NAPA Management Services Corporation                             | NAPA Management Services Corporation Term Loan B                                 | CUSIP: 63035HAC3<br>LEI: 549300C5SN85QZ48R870 | Long             | LON              | CORP              | US        |   1217581 | PA      | $768220.71    | 0.03%             | 2029-02-23      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                           | Natixis Commercial Mortgage Securities Trust 2018-ALXA                           | CUSIP: 63874GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $922315.91    | 0.03%             | 2043-01-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                             | New Mountain CLO 8 Ltd                                                           | CUSIP: 64755HAB1<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $4596026.50   | 0.17%             | 2038-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                             | New Mountain CLO 8 Ltd                                                           | CUSIP: 64755HAE5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $0.07         | 0.00%             | 2038-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| New York Mortgage Trust                                          | New York Mortgage Trust 2005-3                                                   | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52261 | PA      | $52263.18     | 0.00%             | 2036-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    825000 | PA      | $762300.00    | 0.03%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corporation                              | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR4              | CUSIP: 65535VMY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664321 | PA      | $628611.72    | 0.02%             | 2035-08-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                                          | Northwest Natural Holding Co                                                     | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    869000 | PA      | $878385.20    | 0.03%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR 2022-SFR3 Trust                                                             | CUSIP: 66981YAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9742451.00   | 0.37%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc.                                  | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TBD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10211723 | PA      | $1054915.88   | 0.04%             | 2029-09-15      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2320000 | PA      | $2318344.68   | 0.09%             | 2042-02-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                              | ELECTRONIC ARTS INC USD TERM LOAN B                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    290100 | PA      | $288649.20    | 0.01%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2025-44 Ltd                                                              | CUSIP: 67570VAC4<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $3664819.75   | 0.14%             | 2038-10-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                           | Oman Government International Bond                                               | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1189000 | PA      | $1242017.51   | 0.05%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                               | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2630000 | PA      | $2489130.63   | 0.09%             | 2036-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2510000 | PA      | $2558819.50   | 0.10%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                         | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |   1535000 | PA      | $1473047.40   | 0.06%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1120000 | PA      | $1003632.00   | 0.04%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   5545000 | PA      | $5699927.30   | 0.21%             | 2027-12-01      | Fixed         | 6.90%                 | 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        |  11289304 | PA      | $6493691.15   | 0.24%             | 2037-04-25      | Floating      | 3.97%                 | 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        |  16014814 | PA      | $8665721.76   | 0.33%             | 2037-05-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                               | Oregon Tool Lux LP                                                               | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2242299 | PA      | $394061.63    | 0.01%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OWNIT Mortgage Loan Asset-Backed Certificates                    | Ownit Mortgage Loan Trust Series 2006-2                                          | CUSIP: 69121PDC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1516572 | PA      | $1490156.13   | 0.06%             | 2037-01-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO                                                     | Owl Rock CLO XV LLC                                                              | CUSIP: 69121VAA8<br>LEI: 254900QMVISVTLAZCH37 | Long             | ABS-CBDO         | CORP              | US        |   4650000 | PA      | $4653673.50   | 0.17%             | 2036-01-20      | Floating      | 5.97%                 | 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        |   4058518 | PA      | $3692090.22   | 0.14%             | 2037-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1950715.80   | 0.07%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2023-NQM3 Trust                                                             | CUSIP: 69380TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2366585.36   | 0.09%             | 2068-11-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-RPL1 LLC                                                               | CUSIP: 69380XAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6782000 | PA      | $6649679.79   | 0.25%             | 2064-12-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| PGA National Resort Commercial Mortgage Trust                    | PGA Trust 2024-RSR2                                                              | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8873000 | PA      | $8855404.84   | 0.33%             | 2039-06-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2026-NPL1 LLC                                                               | CUSIP: 69383TAA6<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-O            | CORP              | US        |   3381668 | PA      | $3356810.56   | 0.13%             | 2056-01-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2024-3 Ltd                                                     | CUSIP: 69688HAC0<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   3975000 | PA      | $2420504.70   | 0.09%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                         | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1494215.05   | 0.06%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                              | Paradigm Parent LLC 1st Lien Term Loan                                           | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |    746250 | PA      | $619387.50    | 0.02%             | 2032-04-16      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                      | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1297224.00   | 0.05%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                             | Pelican Products Inc 2021 Term Loan                                              | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |   2012095 | PA      | $1795815.14   | 0.07%             | 2028-12-29      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company LLC                         | Pediatric Associates Holding Company LLC 2021 Term Loan B                        | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1856720 | PA      | $1781420.64   | 0.07%             | 2028-12-29      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                     | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    851536 | PA      | $728774.21    | 0.03%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    658000 | PA      | $524504.96    | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                          | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |   2730000 | PA      | $2663469.90   | 0.10%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    382000 | PA      | $347031.72    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $991509.30    | 0.04%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3345024.00   | 0.13%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                   | KFC Holding Co 2021 Term Loan B                                                  | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    449921 | PA      | $452170.59    | 0.02%             | 2028-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                                 | Plano HoldCo Inc Term Loan B                                                     | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |    267300 | PA      | $216513.00    | 0.01%             | 2031-10-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                              | Planview Parent Inc 2024 1st Lien Term Loan                                      | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    950530 | PA      | $715872.30    | 0.03%             | 2027-12-17      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Plaze Inc                                                        | Plaze Inc 2019 Term Loan B                                                       | CUSIP: 72819QAM4<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |   1645809 | PA      | $1645808.71   | 0.06%             | 2026-08-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Plaze Inc                                                        | Plaze Inc 2020 Incremental Term Loan                                             | CUSIP: 72819QAN2<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |   4241663 | PA      | $4241662.60   | 0.16%             | 2026-08-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Through Trust                          | Popular ABS Mortgage Pass-Through Trust 2007-A                                   | CUSIP: 73316NAC9<br>LEI: 5493000XG3O6HY7E1142 | Long             | ABS-O            | CORP              | US        |   3330030 | PA      | $3143518.00   | 0.12%             | 2047-06-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER LLC                                        | Potomac Energy Center LLC 2026 Term Loan B                                       | CUSIP: 73767TAE6<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    379706 | PA      | $380655.63    | 0.01%             | 2032-08-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-NPL6 LLC                                                               | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |   4495155 | PA      | $4505442.28   | 0.17%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-NPL9 LLC                                                               | CUSIP: 740937AA5<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-O            | CORP              | US        |   6801101 | PA      | $6812130.03   | 0.26%             | 2055-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-NPL4 LLC                                                               | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |   6599881 | PA      | $6611024.72   | 0.25%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2026-NPL4 LLC                                                               | CUSIP: 74144EAA9<br>LEI: 254900TGLU13U3CRAM81 | Long             | ABS-O            | CORP              | US        |   6325000 | PA      | $6329536.29   | 0.24%             | 2056-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                            | Priority Holdings LLC 2025 Term Loan B                                           | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1142845 | PA      | $1117490.70   | 0.04%             | 2032-08-02      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2021-SFR8 Trust                                             | CUSIP: 74333TAQ2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   4886000 | PA      | $4827299.11   | 0.18%             | 2038-10-17      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAN4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3687151.75   | 0.14%             | 2026-05-17      | Fixed         | 3.44%                 | 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      | $15692123.50  | 0.59%             | 2026-05-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2021-SFR10 Trust                                            | CUSIP: 74333WAQ5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3315723 | PA      | $3246542.03   | 0.12%             | 2040-12-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2021-SFR11 Trust                                            | CUSIP: 74333XAQ3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2900739.00   | 0.11%             | 2039-01-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAQ1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   5517817 | PA      | $5394715.05   | 0.20%             | 2041-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                         | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1621987 | PA      | $1236400.20   | 0.05%             | 2030-10-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                     | Cloudera Inc 2021 Term Loan                                                      | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   1401691 | PA      | $1255389.85   | 0.05%             | 2028-10-08      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                          | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    856451 | PA      | $845479.58    | 0.03%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                   | Qatar Government International Bond                                              | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    610000 | PA      | $561736.80    | 0.02%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                   | Qatar Government International Bond                                              | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    678000 | PA      | $597948.54    | 0.02%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                                             | Quartz Acquireco LLC 2025 Term Loan B                                            | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1074552 | PA      | $899937.66    | 0.03%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                 | QuidelOrtho Corp Term Loan A                                                     | CUSIP: 74840YAF1<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    899362 | PA      | $864511.64    | 0.03%             | 2030-08-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                 | QuidelOrtho Corp Term Loan                                                       | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |   1120310 | PA      | $1120309.55   | 0.04%             | 2032-08-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2007-QH6 Trust                                                       | CUSIP: 74922AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5469868 | PA      | $5241858.49   | 0.20%             | 2037-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2007-QS1 Trust                                                       | CUSIP: 74922KAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1116432 | PA      | $7420.03      | 0.00%             | 2037-01-25      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2006-QS16 Trust                                                      | CUSIP: 74922LAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260839 | PA      | $208873.15    | 0.01%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2007-QA3 Trust                                                       | CUSIP: 74923XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11511049 | PA      | $10896480.71  | 0.41%             | 2037-05-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2025-CES8                                                    | CUSIP: 74939WAN0<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4157630.40   | 0.16%             | 2055-08-25      | Variable      | 6.04%                 | 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        |    179863 | PA      | $91044.73     | 0.00%             | 2037-04-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                       | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2608060.00   | 0.10%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants, LLC                                  | Raising Cane's Restaurants LLC 2025 Term Loan B                                  | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |    877744 | PA      | $873631.93    | 0.03%             | 2032-11-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2006-QS13 Trust                                                      | CUSIP: 75115DAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1343 | PA      | $602.48       | 0.00%             | 2061-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                         | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $776264.00    | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                                 | Red Ventures LLC 2024 Term Loan B                                                | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |    859062 | PA      | $762739.94    | 0.03%             | 2030-03-04      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                        | Renaissance Holding Corp 2024 1st Lien Term Loan                                 | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |   2464780 | PA      | $1772336.73   | 0.07%             | 2030-04-05      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                            | Rentokil Terminix Funding LLC                                                    | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2611570.00   | 0.10%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Research Now Group Inc                                           | Research Now Group Inc 2024 First Lien First Out Term Loan                       | CUSIP: 76100MAB6<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |    682931 | PA      | $673544.36    | 0.03%             | 2028-07-15      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2005-QA7 Trust                                                       | CUSIP: 76110H7B9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286528 | PA      | $271112.70    | 0.01%             | 2035-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2005-QA8 Trust                                                       | CUSIP: 761118BS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    439930 | PA      | $219057.19    | 0.01%             | 2035-07-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2005-QA13 Trust                                                      | CUSIP: 761118PE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1038171 | PA      | $917497.03    | 0.03%             | 2035-12-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| RAAC Series                                                      | RAAC Series 2005-SP1 Trust                                                       | CUSIP: 76112BQY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17432 | PA      | $9291.89      | 0.00%             | 2034-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan Trust                             | GMACM Mortgage Loan Trust 2005-AR5                                               | CUSIP: 76112BYB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772003 | PA      | $619793.92    | 0.02%             | 2035-09-19      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                           | Residential Asset Securitization Trust 2006-A9CB                                 | CUSIP: 76112HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4928706 | PA      | $1382625.84   | 0.05%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                   | RIDE 2025-SHRE                                                                   | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3225000 | PA      | $3293880.84   | 0.12%             | 2047-02-14      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                   | RIDE 2025-SHRE                                                                   | CUSIP: 765692AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2066052.60   | 0.08%             | 2047-02-14      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                                          | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1369068.40   | 0.05%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                           | Rockford Tower CLO 2025-2 Ltd                                                    | CUSIP: 77342RAJ4<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |   6710000 | PA      | $6621495.10   | 0.25%             | 2038-03-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                      | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2366776.80   | 0.09%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                     | State Street Institutional U.S. Government Money Market Fund                     | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  24046135 | NS      | $24046134.75  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                       | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |   1840000 | PA      | $1597090.93   | 0.06%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                       | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAN8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $7925541.00   | 0.30%             | 2043-01-05      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                       | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAQ1<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |  13330000 | PA      | $9931555.16   | 0.37%             | 2043-01-05      | Variable      | 4.39%                 | 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        |    260147 | PA      | $229775.19    | 0.01%             | 2031-08-15      | Floating      | 4.34%                 | 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        |   1234233 | PA      | $1174611.69   | 0.04%             | 2039-09-15      | Floating      | 4.52%                 | 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        |   1753769 | PA      | $1695057.67   | 0.06%             | 2068-12-15      | Floating      | 4.54%                 | 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        |    211644 | PA      | $202433.58    | 0.01%             | 2039-07-25      | Floating      | 4.62%                 | 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        |   4422470 | PA      | $4166868.45   | 0.16%             | 2040-01-25      | Floating      | 4.52%                 | 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        |   1457502 | PA      | $1393997.93   | 0.05%             | 2040-04-25      | Floating      | 4.30%                 | 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        |   1538917 | PA      | $1455015.84   | 0.05%             | 2041-01-25      | Floating      | 4.38%                 | 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      | $1065856.40   | 0.04%             | 2083-01-25      | Floating      | 5.35%                 | 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      | $2288773.47   | 0.09%             | 2070-10-27      | Floating      | 4.90%                 | 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      | $739133.86    | 0.03%             | 2083-04-26      | Floating      | 5.35%                 | 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        |   2509253 | PA      | $2435209.26   | 0.09%             | 2083-04-27      | Floating      | 5.15%                 | 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      | $7774749.21   | 0.29%             | 2073-07-25      | Floating      | 6.00%                 | 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        |    280423 | PA      | $281170.33    | 0.01%             | 2022-07-25      | Floating      | 5.80%                 | 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      | $753850.45    | 0.03%             | 2073-04-25      | Floating      | 6.00%                 | 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      | $737699.23    | 0.03%             | 2083-07-26      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2008-7                                                    | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $820819.18    | 0.03%             | 2083-07-26      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2012-1                                                    | CUSIP: 78446WAC1<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |    357554 | PA      | $354095.89    | 0.01%             | 2028-09-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2012-2                                                    | CUSIP: 78446YAA1<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |    575646 | PA      | $562670.40    | 0.02%             | 2029-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2012-7                                                    | CUSIP: 78447KAD4<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2120840.26   | 0.08%             | 2043-09-25      | Floating      | 5.58%                 | 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      | $963885.53    | 0.04%             | 2029-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2014-1                                                    | CUSIP: 78448EAC9<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |    492524 | PA      | $478271.94    | 0.02%             | 2029-02-26      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                 | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2487843.60   | 0.09%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                                        | SLG Office Trust 2026-OMA                                                        | CUSIP: 78451FAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2670000 | PA      | $2693010.49   | 0.10%             | 2041-04-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| SMRT                                                             | SMRT 2022-MINI                                                                   | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6570000 | PA      | $6413484.20   | 0.24%             | 2039-01-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortgage Loan Trust                     | STARM Mortgage Loan Trust 2007-4                                                 | CUSIP: 78473WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    544472 | PA      | $487073.41    | 0.02%             | 2037-10-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                      | SVC ABS LLC                                                                      | CUSIP: 78488JAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5248856.06   | 0.20%             | 2056-03-20      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                   | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7445000 | PA      | $7335208.59   | 0.28%             | 2042-02-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                   | Sabre GLBL Inc 2024 Term Loan B1                                                 | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    318813 | PA      | $252959.26    | 0.01%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    156000 | PA      | $133646.76    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    199000 | PA      | $166387.88    | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1442923.20   | 0.05%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                   | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2662604.10   | 0.10%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1630000 | PA      | $1619877.70   | 0.06%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                              | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    809000 | PA      | $786315.64    | 0.03%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                     | Saxon Asset Securities Trust 2007-2                                              | CUSIP: 80556YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10818892 | PA      | $8034899.32   | 0.30%             | 2047-05-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                         | Secretariat Advisors LLC 2025 Term Loan B                                        | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    483654 | PA      | $476398.98    | 0.02%             | 2032-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                                         | Secretariat Advisors LLC 2025 Delayed Draw Term Loan                             | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58712 | PA      | $57831.20     | 0.00%             | 2032-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | Securitized Asset Backed Receivables LLC Trust 2006-CB1                          | CUSIP: 81375WHK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3102031 | PA      | $2661054.06   | 0.10%             | 2036-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                   | Securitized Asset Backed Receivables LLC Trust 2006-WM4                          | CUSIP: 81377XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7712866 | PA      | $3468252.82   | 0.13%             | 2036-11-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                   | Securitized Asset Backed Receivables LLC Trust 2007-NC1                          | CUSIP: 81378AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4915712 | PA      | $2438300.42   | 0.09%             | 2036-12-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                   | Securitized Asset Backed Receivables LLC Trust 2007-BR4                          | CUSIP: 81378EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8185161 | PA      | $5032999.21   | 0.19%             | 2037-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                   | Securitized Asset Backed Receivables LLC Trust 2007-BR2                          | CUSIP: 81378PAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5234244 | PA      | $2344147.27   | 0.09%             | 2037-02-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Serenity-Peace Park CLO LTD                                      | Serenity-Peace Park Clo Ltd                                                      | CUSIP: 81750HAC8<br>LEI: 3912001A818O0ZP8HP89 | Long             | ABS-CBDO         | CORP              | KY        |   6400000 | PA      | $5012147.20   | 0.19%             | 2038-10-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Showtime Acquisition LLC                                         | Showtime Acquisition LLC 2024 1st Lien Term Loan                                 | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |    649876 | PA      | $643377.11    | 0.02%             | 2031-08-16      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1275000.00   | 0.05%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                              | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1342858.50   | 0.05%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XX Ltd                                                          | CUSIP: 83012RAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $1990326.10   | 0.07%             | 2038-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SKYLINE CL A TR 2020 1                                           | SKYLINE CL A TR 2020 1                                                           | CUSIP: 83084RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7222367 | PA      | $6824558.87   | 0.26%             | 2038-07-03      | Fixed         | 3.23%                 | No            |                  3 | On Loan: No      |
| SMITHFIELD FOODS INC                                             | Smithfield Foods Inc                                                             | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4125699.20   | 0.15%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947620.00    | 0.04%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1411590.00   | 0.05%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                 | TTF Holdings LLC 2024 Term Loan                                                  | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |   1459990 | PA      | $1094992.28   | 0.04%             | 2031-07-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SONARSOURCE FINANCING LLC                                        | SonarSource Financing LLC Term Loan                                              | CUSIP: 83541WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    830305 | PA      | $763880.20    | 0.03%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                 | Soundview Home Loan Trust 2007-WMC1                                              | CUSIP: 83612NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    908256 | PA      | $241125.54    | 0.01%             | 2037-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                 | Soundview Home Loan Trust 2007-OPT1                                              | CUSIP: 83612TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15534343 | PA      | $10484954.20  | 0.39%             | 2037-06-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                          | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    827000 | PA      | $809285.66    | 0.03%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    675000 | PA      | $679617.00    | 0.03%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    883000 | PA      | $865737.35    | 0.03%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    864000 | PA      | $860734.08    | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                                  | South Field LLC 2025 1st Lien Term Loan C                                        | CUSIP: 83783XAF3<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     25124 | PA      | $25249.67     | 0.00%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                                  | South Field LLC 2025 1st Lien Term Loan B                                        | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |    401755 | PA      | $403765.75    | 0.02%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                      | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991600.00    | 0.04%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                      | Southern Co/The                                                                  | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4022360.00   | 0.15%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2178633.90   | 0.08%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Residential Finance                     | Specialty Underwriting & Residential Finance Trust Series 2007-BC2               | CUSIP: 84752EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16888981 | PA      | $12512541.09  | 0.47%             | 2037-04-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | Spectrum Brands Inc                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $1850043.00   | 0.07%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    600000 | PA      | $557592.00    | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1787293.98   | 0.07%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                                          | SolarWinds Holdings Inc 2025 Term Loan                                           | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    767333 | PA      | $654151.45    | 0.02%             | 2032-04-16      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                   | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 863579AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140579 | PA      | $137874.67    | 0.01%             | 2034-09-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                   | Structured Adjustable Rate Mortgage Loan Trust Series 2005-7                     | CUSIP: 863579PF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1301155 | PA      | $1180572.58   | 0.04%             | 2035-04-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                   | Structured Adjustable Rate Mortgage Loan Trust Series 2005-12                    | CUSIP: 863579SU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118677 | PA      | $99916.45     | 0.00%             | 2035-06-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust                           | Structured Asset Investment Loan Trust 2004-6                                    | CUSIP: 86358EJS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4798925 | PA      | $4965631.46   | 0.19%             | 2034-07-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                          | Structured Asset Securities Corp Mortgage Loan Trust 2005-4XS                    | CUSIP: 86359B4Y4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550163 | PA      | $548089.84    | 0.02%             | 2035-03-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                   | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 86359BLF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383926 | PA      | $368791.06    | 0.01%             | 2034-03-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                        | Structured Asset Mortgage Investments II Trust 2006-AR5                          | CUSIP: 86360JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165221 | PA      | $116839.39    | 0.00%             | 2036-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                        | Structured Asset Mortgage Investments II Trust 2006-AR7                          | CUSIP: 86361HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4907530 | PA      | $4379415.64   | 0.16%             | 2036-08-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Structured Receivables Finance LLC                               | Structured Receivables Finance 2010-A LLC                                        | CUSIP: 86365FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    327368 | PA      | $329221.55    | 0.01%             | 2046-01-16      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| Structured Receivables Finance LLC                               | Structured Receivables Finance 2010-B LLC                                        | CUSIP: 86365LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    567840 | PA      | $576871.42    | 0.02%             | 2036-08-15      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                         | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1217912.50   | 0.05%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3867391.80   | 0.15%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Surf Holdings LLC                                                | Surf Holdings LLC 2025 Incremental Term Loan                                     | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1243408 | PA      | $1187261.82   | 0.04%             | 2027-03-05      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                           | Switch ABS Issuer LLC                                                            | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6215000 | PA      | $6343624.40   | 0.24%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                           | Switch ABS Issuer LLC                                                            | CUSIP: 871044AY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3375000 | PA      | $3304349.78   | 0.12%             | 2055-10-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                  | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    312544 | PA      | $309447.12    | 0.01%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                        | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5650000 | PA      | $5655487.28   | 0.21%             | 2039-12-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| TCP Sunbelt Acquisition Co                                       | TCP Sunbelt Acquisition Co 2024 Term Loan B                                      | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |    281438 | PA      | $281965.20    | 0.01%             | 2031-10-24      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                                            | TCW Central Cash Fund                                                            | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        | 197304435 | NS      | $197304434.81 | 7.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TIF Funding II LLC                                               | TIF Funding II LLC                                                               | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2294292 | PA      | $2089025.09   | 0.08%             | 2046-02-20      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6470000 | PA      | $6370491.40   | 0.24%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TCW Private Asset Income Fund                                    | TCW Private Asset Income Fund                                                    | CUSIP: 87807Y206<br>LEI: 254900JOZ7KOHWZ5ZD02 | Long             | EC               | RF                | US        |   4557392 | NS      | $45437198.22  | 1.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                    | Vistra Operations Company LLC 1st Lien Term Loan B3                              | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    637736 | PA      | $639397.46    | 0.02%             | 2030-12-20      | Floating      | 5.42%                 | 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        |     52119 | PA      | $52580.13     | 0.00%             | 2061-07-15      | Fixed         | 9.31%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                         | Cloud Software Group Inc 2025 Term Loan B (2031)                                 | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    654308 | PA      | $601309.17    | 0.02%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    820000 | PA      | $706208.60    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    775000 | PA      | $582900.75    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAE7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   8650000 | PA      | $7544740.20   | 0.28%             | 2057-06-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2019-1                                                 | CUSIP: 89177BAE5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   7087000 | PA      | $5685209.12   | 0.21%             | 2058-03-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                         | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3676635.75   | 0.14%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    888108 | PA      | $889227.37    | 0.03%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc 2025 Term Loan M                                                   | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1239868 | PA      | $1241238.32   | 0.05%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc 2025 Term Loan K                                                   | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    176330 | PA      | $176530.60    | 0.01%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                               | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAG1<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   5820000 | PA      | $5780037.55   | 0.22%             | 2038-07-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XXII Ltd                                                            | CUSIP: 89640HAU5<br>LEI: 254900Y31HLFEBSJXC19 | Long             | ABS-CBDO         | CORP              | BM        |   3040000 | PA      | $2983158.08   | 0.11%             | 2038-03-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                  | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    624257 | PA      | $594083.19    | 0.02%             | 2031-07-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                         | Primo Brands Corporation 2025 Term Loan B                                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    524180 | PA      | $525315.25    | 0.02%             | 2028-03-31      | None          | 0.00%                 | 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        |   1762375 | PA      | $1622533.19   | 0.06%             | 2046-03-20      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                                | 245 Park Avenue Trust 2017-245P                                                  | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7400000 | PA      | $7151802.52   | 0.27%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                   | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5537500 | PA      | $5457413.91   | 0.21%             | 2034-09-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                   | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5889000 | PA      | $5775458.31   | 0.22%             | 2034-09-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                       | TKO Worldwide Holdings LLC 2025 Term Loan                                        | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    953782 | PA      | $954377.63    | 0.04%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1339201.50   | 0.05%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                   | US Bank C&I Credit-Linked Notes Series 2025-2                                    | CUSIP: 90355PAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1316090 | PA      | $1344040.23   | 0.05%             | 2032-09-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                   | US Bank C&I Credit-Linked Notes Series 2025-2                                    | CUSIP: 90355PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2364849 | PA      | $2390285.63   | 0.09%             | 2032-09-25      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1833000 | PA      | $1737793.98   | 0.07%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3151000 | PA      | $3223094.88   | 0.12%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5598000 | PA      | $5414385.60   | 0.20%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                         | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    755250 | PA      | $760536.98    | 0.03%             | 2031-05-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US Bancorp                                                                       | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2617000 | PA      | $2654815.65   | 0.10%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5030000 | PA      | $4951799.24   | 0.19%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    778000 | PA      | $775568.75    | 0.03%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    551000 | PA      | $551871.70    | 0.02%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2649534.60   | 0.10%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                            | Universal Health Services Inc                                                    | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482495.00   | 0.06%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                            | Universal Health Services Inc                                                    | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    590000 | PA      | $514025.70    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                                   | VCAT 2026-NPL1 LLC                                                               | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5498762 | PA      | $5472127.57   | 0.21%             | 2056-01-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                     | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |   2539000 | PA      | $2584473.49   | 0.10%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1630000 | PA      | $1402354.20   | 0.05%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                    | Valvoline Inc Term Loan B                                                        | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |    989712 | PA      | $994536.89    | 0.04%             | 2032-12-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                                   | VCAT 2026-NPL2 LLC                                                               | CUSIP: 921968AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6549829 | PA      | $6525244.65   | 0.25%             | 2056-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2659877.19   | 0.10%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2570686.20   | 0.10%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    113000 | PA      | $108339.88    | 0.00%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    865000 | PA      | $841134.65    | 0.03%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                                            | Virgin Media O2 Vendor Financing Notes VI DAC                                    | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |   1617000 | PA      | $1410978.03   | 0.05%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                      | Visio 2023-2 Trust                                                               | CUSIP: 92839CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6088000 | PA      | $6115521.41   | 0.23%             | 2058-10-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    540000 | PA      | $559180.80    | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    431000 | PA      | $371224.61    | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                         | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279422.00    | 0.01%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                 | WFRBS Commercial Mortgage Trust 2013-C14                                         | CUSIP: 92890PAL8<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |    729288 | PA      | $7.29         | 0.00%             | 2046-06-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1138022.10   | 0.04%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | Voyager Parent LLC Repriced Term Loan B                                          | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1382831 | PA      | $1375198.11   | 0.05%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust                   | CUSIP: 92922F4F2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7065 | PA      | $6620.20      | 0.00%             | 2035-12-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR16 Trust                   | CUSIP: 92922F6Y9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539763 | PA      | $499937.56    | 0.02%             | 2035-12-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust                   | CUSIP: 92922FB49<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62526 | PA      | $62221.94     | 0.00%             | 2034-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                    | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176004 | PA      | $177082.18    | 0.01%             | 2045-01-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust                    | CUSIP: 92925CDA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2607147 | PA      | $2427060.51   | 0.09%             | 2046-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                 | WFRBS Commercial Mortgage Trust 2014-C23                                         | CUSIP: 92939HBE4<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    826340 | PA      | $1147.54      | 0.00%             | 2057-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                              | WEC US Holdings Ltd 2024 Term Loan                                               | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    618823 | PA      | $618435.77    | 0.02%             | 2031-01-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                   | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                        | CUSIP: 933631AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4636630 | PA      | $2095184.27   | 0.08%             | 2037-01-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210996 | PA      | $1026310.61   | 0.04%             | 2037-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2006-AR7 Trust                    | CUSIP: 93363CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1989654 | PA      | $1921998.85   | 0.07%             | 2046-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| NCFA LLC LOAN PARTICIPATION 3                                    | NCFA LLC LOAN PARTICIPATION 3                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2670000.00   | 0.10%             | 2030-04-11      | Variable      | 7.90%                 | No            |                  3 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust                   | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223954 | PA      | $219228.73    | 0.01%             | 2035-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2006-AR4 Trust                    | CUSIP: 93934FPN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1084386 | PA      | $993313.78    | 0.04%             | 2046-05-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CTFS                              | Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust         | CUSIP: 93934TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26851211 | PA      | $8433028.12   | 0.32%             | 2037-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | CUSIP: 93936FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3645291 | PA      | $3351895.67   | 0.13%             | 2047-01-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc               | Element Materials Technology Group US Holdings Inc 2022 USD Term Loan            | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     96392 | PA      | $96814.26     | 0.00%             | 2029-07-06      | Floating      | 7.20%                 | No            |                  2 | 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-O            | CORP              | US        |   4690000 | PA      | $4381208.52   | 0.16%             | 2037-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                     | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust                            | CUSIP: 94983PAA6<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |     44346 | PA      | $43915.97     | 0.00%             | 2036-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                     | Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                           | CUSIP: 94984MAM6<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    172202 | PA      | $159487.97    | 0.01%             | 2036-10-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                               | Wells Fargo Alternative Loan 2007-PA5 Trust                                      | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961625 | PA      | $825693.16    | 0.03%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2319229.20   | 0.09%             | 2031-02-11      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3864000 | PA      | $3952446.96   | 0.15%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71306.20     | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AOYUAN NEW SHARES                                                | AOYUAN NEW SHARES                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    408851 | NS      | $3076.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCFA1                                                            | NCFA1                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811372 | PA      | $811372.35    | 0.03%             | 2028-06-12      | Fixed         | 2.75%                 | No            |                  3 | On Loan: No      |
| NCFA LLC LOAN PARTICIPATION 1                                    | NCFA LLC LOAN PARTICIPATION 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5260667 | PA      | $5260667.27   | 0.20%             | 2028-06-12      | Fixed         | 2.75%                 | No            |                  3 | On Loan: No      |
| MODIVCARE                                                        | MODIVCARE                                                                        | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |    263210 | NS      | $1710865.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LOAN PARTICIPATION 2                                             | LOAN PARTICIPATION 2                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8664194 | PA      | $8664194.14   | 0.33%             | 2027-12-19      | Fixed         | 3.14%                 | No            |                  3 | On Loan: No      |
| NOMURA CORPORATE FUNDING AMERI                                   | NOMURA CORPORATE FUNDING AMERI                                                   | CUSIP: 000000000<br>LEI: 549300SALVA4F9X8OO86 | Long             | DBT              | CORP              | US        |   3663682 | PA      | $3657086.98   | 0.14%             | 2026-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wireless PropCo Funding LLC                                      | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1261118.25   | 0.05%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                              | Xerox Holdings Corp 2023 Non-CoOp Term Loan                                      | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |   3067746 | PA      | $2185769.17   | 0.08%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Ardagh Holdings SA                                               | Ardagh Holdings SA                                                               | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |    158987 | NS      | $1172529.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    939230 | PA      | $933904.57    | 0.04%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                          | Zayo Group Holdings Inc 2025 USD Term Loan                                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    586037 | PA      | $576481.22    | 0.02%             | 2030-03-11      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| NCFA LLC LOAN PARTICIPATION 5                                    | NCFA LLC LOAN PARTICIPATION 5                                                    | CUSIP: 000000000<br>LEI: 549300WBSJ6TJRW4B527 | Long             | ABS-O            | CORP              | US        |   6600000 | PA      | $6600000.00   | 0.25%             | 2027-07-03      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| QAZAQGAZ NC JSC                                                  | QazaqGaz NC JSC                                                                  | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    650000 | PA      | $645398.00    | 0.02%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                     | KazMunayGas National Co. JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   1979000 | PA      | $1997721.34   | 0.08%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                          | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $163597.83    | 0.01%             | 2041-04-18      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                              | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    483346 | PA      | $565297.79    | 0.02%             | 2026-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                         | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |   3080000 | PA      | $1922570.13   | 0.07%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO AG                                                 | Delivery Hero SE                                                                 | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1291122.88   | 0.05%             | 2028-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                           | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   3630000 | PA      | $1684839.39   | 0.06%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                          | Aurizon Network Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |   3160000 | PA      | $1906106.77   | 0.07%             | 2030-09-02      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |   1770000 | PA      | $1708624.45   | 0.06%             | 2032-01-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                            | Global Switch Finance BV                                                         | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |   4505000 | PA      | $4793419.04   | 0.18%             | 2030-10-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                          | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   1186000 | PA      | $1060604.22   | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA SCE GRP HLDGS LTD                                          | China SCE Group Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |   1070000 | PA      | $34700.10     | 0.00%             | 2025-05-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                                          | Zhenro Properties Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |   1810000 | PA      | $7493.40      | 0.00%             | 2026-01-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                                | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $364874.04    | 0.01%             | 2033-03-30      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                           | DWR Cymru Financing UK PLC                                                       | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |   2150000 | PA      | $2113417.37   | 0.08%             | 2034-03-31      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                           | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |   1120000 | PA      | $1218107.51   | 0.05%             | 2028-05-04      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                             | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    705000 | PA      | $765585.46    | 0.03%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                                | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $92879.98     | 0.00%             | 2034-01-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CERVED INFORMATION SOLUT                                         | Cerved Group SpA                                                                 | CUSIP: 000000000<br>LEI: 8156005E0EF91772E207 | Long             | DBT              | CORP              | IT        |    755000 | PA      | $764373.29    | 0.03%             | 2029-02-15      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                            | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |   2075000 | PA      | $2444249.37   | 0.09%             | 2030-04-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ROBERT BOSCH GMBH                                                | Robert Bosch GmbH                                                                | CUSIP: 000000000<br>LEI: 529900F0LT5OP4SV6122 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $773931.48    | 0.03%             | 2043-06-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    710000 | PA      | $852044.18    | 0.03%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                           | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2679414.22   | 0.10%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                             | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $236076.53    | 0.01%             | 2032-09-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                             | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2385468.46   | 0.09%             | 2035-09-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| RAC BOND CO PLC                                                  | RAC Bond Co PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $697862.26    | 0.03%             | 2028-11-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                         | Davide Campari-Milano NV                                                         | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |   1700000 | PA      | $1907969.19   | 0.07%             | 2029-01-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                         | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |   1270000 | PA      | $1434905.89   | 0.05%             | 2034-05-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                             | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    505000 | PA      | $521993.25    | 0.02%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                               | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    853000 | PA      | $880611.61    | 0.03%             | 2031-03-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                            | CBRE Open-Ended Funds SCA SICAV-SIF                                              | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |   1155000 | PA      | $1358976.96   | 0.05%             | 2034-03-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                           | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    790000 | PA      | $534745.94    | 0.02%             | 2034-04-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                             | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $582673.22    | 0.02%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $358017.29    | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    950000 | PA      | $1098059.70   | 0.04%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REDEXIS SA                                                       | Redexis SA                                                                       | CUSIP: 000000000<br>LEI: 635400DYWVUY8IC5MR90 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1273655.53   | 0.05%             | 2031-05-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                                 | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |    600000 | PA      | $690870.54    | 0.03%             | 2031-06-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                             | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |    970000 | PA      | $1124384.35   | 0.04%             | 2034-06-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   3400000 | PA      | $3880263.39   | 0.15%             | 2044-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                                | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $790772.03    | 0.03%             | 2029-07-31      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                          | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 578630000 | PA      | $12798546.29  | 0.48%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $398564.99    | 0.01%             | 2035-06-17      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                          | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |   2395000 | PA      | $3187246.27   | 0.12%             | 2034-11-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   4856000 | PA      | $4587463.20   | 0.17%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                         | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   4195000 | PA      | $4580059.05   | 0.17%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                         | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2549304.36   | 0.10%             | 2033-11-21      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                             | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    470000 | PA      | $479116.72    | 0.02%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |   1035000 | PA      | $1136656.95   | 0.04%             | 2035-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    885000 | PA      | $988259.60    | 0.04%             | 2036-01-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Logistics                                                | Sequoia Logistics 2025-1 DAC                                                     | CUSIP: 000000000<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-MBS          | CORP              | IE        |   3500000 | PA      | $4023093.54   | 0.15%             | 2037-02-17      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                           | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   2380000 | PA      | $1562137.49   | 0.06%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   1700000 | PA      | $2284250.51   | 0.09%             | 2032-07-15      | Floating      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                         | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |  10555000 | PA      | $6914870.45   | 0.26%             | 2038-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                         | Itelyum Regeneration Spa                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |   1080000 | PA      | $1232156.05   | 0.05%             | 2030-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |    951188 | PA      | $1253674.28   | 0.05%             | 2035-05-17      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| DVI DT VERMOEGENS IMMVWL                                         | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | CUSIP: 000000000<br>LEI: 529900MFTCNJE8PQM633 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1262768.39   | 0.05%             | 2030-08-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                                                | Punch Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |    955000 | PA      | $1257090.98   | 0.05%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                             | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |    660000 | PA      | $758010.84    | 0.03%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                   | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    915000 | PA      | $975245.85    | 0.04%             | 2031-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                     | Luna 2 5SARL                                                                     | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $910265.52    | 0.03%             | 2032-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                     | Luna 2 5SARL                                                                     | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |   1335000 | PA      | $1519005.59   | 0.06%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                              | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |    655000 | PA      | $752155.13    | 0.03%             | 2032-07-14      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   7022000 | PA      | $6970950.06   | 0.26%             | 2036-05-16      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                          | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |   1915000 | PA      | $2124205.76   | 0.08%             | 2037-08-04      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                   | Dyno Nobel Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |   2010000 | PA      | $1322629.44   | 0.05%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                  | Caister Finance DAC                                                              | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   1442000 | PA      | $1903403.18   | 0.07%             | 2035-08-17      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                  | Caister Finance DAC                                                              | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   1100000 | PA      | $1445081.71   | 0.05%             | 2035-08-17      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                         | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   5080000 | PA      | $3305536.53   | 0.12%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                                    | Luna 1.5 Sarl                                                                    | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1224938.21   | 0.05%             | 2032-07-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    830000 | PA      | $543750.12    | 0.02%             | 2035-08-28      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                                                       | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |   2010000 | PA      | $1301456.58   | 0.05%             | 2035-09-03      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                         | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   1500000 | PA      | $973527.24    | 0.04%             | 2039-02-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                                 | Kuwait International Government Bond                                             | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   2137000 | PA      | $2049596.70   | 0.08%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| SECHE ENVIRONNEMENT SACA                                         | Seche Environnement SACA                                                         | CUSIP: 000000000<br>LEI: 969500R9ENNIN33POO20 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1237597.43   | 0.05%             | 2031-01-09      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1865621.24   | 0.07%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1935568.18   | 0.07%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                   | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    985000 | PA      | $1260613.68   | 0.05%             | 2032-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                                 | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |   1945000 | PA      | $2162189.29   | 0.08%             | 2033-11-13      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                             | Amcor UK Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1642527.70   | 0.06%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                             | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     89840 | PA      | $2891.95      | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                             | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    335135 | PA      | $9755.78      | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                             | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    401185 | PA      | $3141.28      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                             | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     91814 | PA      | $575.67       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                          | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   1240000 | PA      | $830778.86    | 0.03%             | 2035-12-10      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| AMPRION GMBH                                                     | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1242198.17   | 0.05%             | 2046-01-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| ENEL SPA                                                         | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |   1390000 | PA      | $1517443.96   | 0.06%             | 2034-10-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NORTEGAS ENERGIA GRUPO S                                         | Nortegas Energia Grupo SL                                                        | CUSIP: 000000000<br>LEI: 959800BV22XY8K22ZD24 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $1005476.41   | 0.04%             | 2033-01-21      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                           | FIS Fabbrica Italiana Sintetici SpA                                              | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1339307.87   | 0.05%             | 2031-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2026-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800DMUJ69B2MVV386 | Long             | ABS-MBS          | CORP              | GB        |    954000 | PA      | $1253936.66   | 0.05%             | 2070-06-27      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   1210000 | PA      | $1305911.36   | 0.05%             | 2035-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FINCO OPAL SARL                                                  | Finco Opal Sarl                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1300000 | PA      | $1482267.07   | 0.06%             | 2030-03-02      | Floating      | 9.76%                 | Yes           |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   2800000 | PA      | $3713924.44   | 0.14%             | 2038-05-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1261849.51   | 0.05%             | 2046-03-11      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1325000 | PA      | $1498528.35   | 0.06%             | 2034-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                | Eaton Capital ULC                                                                | CUSIP: 000000000<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    535000 | PA      | $610687.98    | 0.02%             | 2038-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                   | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3723379.86   | 0.14%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                             | Maple Parent Holdings Corp                                                       | CUSIP: 000000000<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1791169.08   | 0.07%             | 2035-03-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BOBL FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -122 | NC      | $101997.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUND FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -247 | NC      | $813238.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-SCHATZ FUT JUN26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -330 | NC      | $330263.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUXL 30Y BND JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -53 | NC      | $78413.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -709 | NC      | $2353210.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                              | AUST 10Y BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      -185 | NC      | $15799.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2879 | NC      | $-4038399.86  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -349 | NC      | $421413.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                 | LONG GILT FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -57 | NC      | $315573.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -2592 | NC      | $5398401.73   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                              | AUST 3YR BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      -361 | NC      | $55277.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DK Crown Holdings Inc                                            | DK Crown Holdings Inc 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153750 | PA      | $153775.01    | 0.01%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| EagleView Technology Corporation                                 | EagleView Technology Corporation 2025 Term Loan                                  | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |   1265428 | PA      | $1155101.82   | 0.04%             | 2028-08-14      | Floating      | 10.20%                | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers Inc                                        | C&S Wholesale Grocers Inc Term Loan B                                            | CUSIP: 000000000<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |   1293729 | PA      | $1267311.23   | 0.05%             | 2030-09-20      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| MODIVCARE BUYER LLC                                              | ModivCare Buyer LLC Super Senior Term Loan                                       | CUSIP: 000000000<br>LEI: 254900MKEPTFAS1J2168 | Long             | LON              | CORP              | US        |   1085000 | PA      | $1088618.48   | 0.04%             | 2030-12-29      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| ModivCare Buyer LLC                                              | ModivCare Buyer LLC Takeback Term Loan                                           | CUSIP: 000000000<br>LEI: 254900MKEPTFAS1J2168 | Long             | LON              | CORP              | US        |   1467237 | PA      | $1379202.35   | 0.05%             | 2032-12-30      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                      | HOLOGIC INC 2026 TERM LOAN B                                                     | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |    767711 | PA      | $759508.41    | 0.03%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP                                            | Betclic Everest Group 2026 EUR Term Loan B                                       | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |    730259 | PA      | $830361.26    | 0.03%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SGB SMIT MIDCO GMBH                                              | SGB SMIT MIDCO GMBH EUR TERM LOAN B                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   1016296 | PA      | $1175853.71   | 0.04%             | 2033-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                         | PRIMO BRANDS CORPORATION 2026 TERM LOAN B                                        | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    433796 | PA      | $435015.05    | 0.02%             | 2031-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: GBP 3.933000 20-MAR-2028 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 143542000 | OU      | $-953693.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                                         | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |    226791 | NS      | $2144.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                               | Cellnex Telecom SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1847483.31   | 0.07%             | 2031-11-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |  13475000 | PA      | $17775159.13  | 0.67%             | 2028-03-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Balcan Innovations Inc                                           | Balcan Innovations Inc Term Loan B                                               | CUSIP: 000000000<br>LEI: 549300C2CLNRVCUDIH93 | Long             | LON              | CORP              | CA        |    533664 | PA      | $360223.29    | 0.01%             | 2031-10-18      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                                | Great Canadian Gaming Corporation 2024 Term Loan B                               | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    926645 | PA      | $914677.42    | 0.03%             | 2029-11-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                           | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                         | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    868466 | PA      | $867601.96    | 0.03%             | 2030-09-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                 | Delivery Hero SE 2024 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |   1745418 | PA      | $1718696.09   | 0.06%             | 2029-12-12      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO SE                                                 | DELIVERY HERO SE 2026 TERM LOAN B                                                | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    733343 | PA      | $710429.81    | 0.03%             | 2032-06-30      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                   | Opal Bidco SAS USD Term Loan B4                                                  | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |    614787 | PA      | $615170.92    | 0.02%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                              | CSN Inova Ventures                                                               | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $146984.00    | 0.01%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                         | Virgin Media Bristol LLC 2023 USD Term Loan Y                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1618131 | PA      | $1481439.45   | 0.06%             | 2031-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                              | Altice Financing SA 2022 USD Term Loan                                           | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |    372732 | PA      | $271513.09    | 0.01%             | 2027-10-31      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                 | CSN Resources SA                                                                 | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $281572.00    | 0.01%             | 2030-12-05      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Oregon Tool, Inc.                                                | Oregon Tool Inc 2025 1st Lien Term Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    118407 | PA      | $120479.28    | 0.00%             | 2029-10-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Oregon Tool Inc                                                  | Oregon Tool Inc 2025 2nd Lien Term Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2691775 | PA      | $1912277.56   | 0.07%             | 2029-10-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                             | Flutter Financing BV 2024 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    408344 | PA      | $404872.73    | 0.02%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                                 | Fugue Finance BV 2026 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |    550811 | PA      | $545131.85    | 0.02%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                              | Peer Holding III BV 2025 USD Term Loan B5B                                       | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   1721833 | PA      | $1720490.07   | 0.06%             | 2031-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                              | Peer Holding III BV 2025 USD Term Loan B                                         | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |    400000 | PA      | $397062.00    | 0.01%             | 2032-10-14      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                      | Ziggo Financing Partnership 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    884699 | PA      | $863687.15    | 0.03%             | 2033-01-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                         | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    650000 | PA      | $581782.50    | 0.02%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   2195000 | PA      | $2173554.85   | 0.08%             | 2033-02-02      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    900000 | PA      | $945027.00    | 0.04%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   6910000 | PA      | $7054557.20   | 0.27%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-24

**Name of Applicant:** TCW Metropolitan West Funds

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer