# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001410368-26-052196
**Filing Date:** 2026-5
**Character Count:** 236843
**Document Hash:** 5b199ca928b532a3bc296125dfd2edf6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-052196.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-052196

**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:** 261022431

**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 STRATEGIC INCOME FUND (Series ID: S000001152)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003074 | CLASS I      | MWSIX           |
| C000003075 | CLASS M      | MWSTX           |

## 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 STRATEGIC INCOME FUND

- **b. EDGAR series identifier (if any):** S000001152

- **c. LEI of Series:** 549300W0V7N38CJDT435

**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:** $66922864.50

**Total Liabilities:** $10671371.76

**Net Assets:** $56251492.74

**Delayed Delivery Securities:** $1300848.49

**Cash Not Reported:** $136013.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -37.10000000 | **1-Year:** -1007.06000000 | **5-Year:** -2336.70000000 | **10-Year:** -2365.85000000 | **30-Year:** -845.44000000

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

- **3-Month:** -127.91000000 | **1-Year:** -1490.17000000 | **5-Year:** -3122.87000000 | **10-Year:** -2089.19000000 | **30-Year:** -155.50000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003074 | 0.46%                | 0.76%                | -0.70%               |
| Class ID C000003075 | 0.44%                | 0.74%                | -0.72%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $37185.51                | $34059.41                                  |
| Month 2  | $3054.50                 | $228208.74                                 |
| Month 3  | $-236281.66              | $-514139.03                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGNC Investment Corp                                             | AGNC Investment Corp                                                            | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |      4500 | NS      | $45135.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR 2021-SFR3 Trust                                                            | CUSIP: 00180UAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $118215.29    | 0.21%             | 2038-10-17      | Fixed         | 3.23%                 | 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        |     40000 | PA      | $39722.40     | 0.07%             | 2029-04-20      | Fixed         | 5.75%                 | 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        |    339859 | PA      | $138765.23    | 0.25%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                             | ACE Securities Corp Home Equity Loan Trust Series 2007-HE1                      | CUSIP: 00443LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516882 | PA      | $282262.99    | 0.50%             | 2037-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25064.50     | 0.04%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     35000 | PA      | $35869.40     | 0.06%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                       | Airbnb Inc                                                                      | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70044.10     | 0.12%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                         | Ajax Mortgage Loan Trust 2021-C                                                 | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153887 | PA      | $154088.24    | 0.27%             | 2061-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                              | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126408.10    | 0.22%             | 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        |     55000 | PA      | $50877.75     | 0.09%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $66027.06     | 0.12%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                 | ALLO Issuer LLC                                                                 | CUSIP: 01983KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $239455.39    | 0.43%             | 2053-06-20      | Fixed         | 12.18%                | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $523415.10    | 0.93%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $231422.13    | 0.41%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    525000 | PA      | $441751.80    | 0.79%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $241703.83    | 0.43%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1975000 | PA      | $1810515.09   | 3.22%             | 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        |    725000 | PA      | $683996.90    | 1.22%             | 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        |    100000 | PA      | $94252.00     | 0.17%             | 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        |   1650000 | PA      | $1591709.63   | 2.83%             | 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        |    925000 | PA      | $912096.25    | 1.62%             | 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        |    725000 | PA      | $728436.50    | 1.29%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                            | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44438.85     | 0.08%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109542.40    | 0.19%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14958.45     | 0.03%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     12397 | PA      | $12554.81     | 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        |     16623 | PA      | $15731.34     | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                               | Alternative Loan Trust 2007-15CB                                                | CUSIP: 02151CAR7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    430261 | PA      | $244564.97    | 0.43%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | Altice Financing SA                                                             | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     97000 | PA      | $71768.36     | 0.13%             | 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        |     55000 | PA      | $55497.75     | 0.10%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47894.50     | 0.09%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39643.60     | 0.07%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54890.55     | 0.10%             | 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        |     90000 | PA      | $90594.90     | 0.16%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                         | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     30000 | PA      | $27067.80     | 0.05%             | 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        |    180000 | PA      | $177789.60    | 0.32%             | 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        |     15000 | PA      | $14831.40     | 0.03%             | 2026-09-15      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                    | American Home Mortgage Assets Trust 2007-1                                      | CUSIP: 02660BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690581 | PA      | $233058.03    | 0.41%             | 2047-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     65000 | PA      | $61084.40     | 0.11%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                             | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     65000 | PA      | $65563.55     | 0.12%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                             | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     65000 | PA      | $63910.60     | 0.11%             | 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        |     95000 | PA      | $93817.25     | 0.17%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                           | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $75077.58     | 0.13%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                           | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15913.65     | 0.03%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                       | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73736.25     | 0.13%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                    | Amphenol Corp                                                                   | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58042.80     | 0.10%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2024-11                                                | CUSIP: 03463QAD8<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201896.02    | 0.36%             | 2069-08-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22564.50     | 0.04%             | 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        |    120000 | PA      | $117621.60    | 0.21%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                 | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $21032.00     | 0.04%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                 | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      5000 | PA      | $5230.00      | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                          | Asbury Automotive Group Inc                                                     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9673.10      | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                            | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29388.60     | 0.05%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $14857.05     | 0.03%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     82000 | PA      | $79295.64     | 0.14%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22846.75     | 0.04%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                                                 | BBAM US CLO VI Ltd                                                              | CUSIP: 05556VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $76721.50     | 0.14%             | 2039-01-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BCRED CLO LTD                                                    | BCRED CLO 2023-1 LLC                                                            | CUSIP: 055978AA8<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250192.00    | 0.44%             | 2036-01-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-LBA                                                               | CUSIP: 05609BBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229335 | PA      | $229265.25    | 0.41%             | 2036-02-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                      | BXHPP Trust 2021-FILM                                                           | CUSIP: 05609JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86462.50     | 0.15%             | 2036-08-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2021-3 Ltd                                              | CUSIP: 05683NAL6<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $124750.00    | 0.22%             | 2034-07-24      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                    | Ballyrock CLO 19 Ltd                                                            | CUSIP: 05874WAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    175000 | PA      | $171298.58    | 0.30%             | 2035-04-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                              | Banc of America Funding 2006-7 Trust                                            | CUSIP: 05951KAZ6<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |    172972 | PA      | $156542.36    | 0.28%             | 2036-10-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                              | Banc of America Funding 2014-R5 Trust                                           | CUSIP: 05990PAB1<br>LEI: 549300LENCFK8RITKD65 | Long             | ABS-MBS          | CORP              | US        |    201352 | PA      | $143463.57    | 0.26%             | 2045-09-26      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                              | Banc of America Funding Corp                                                    | CUSIP: 05990QAB9<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |    313929 | PA      | $267368.27    | 0.48%             | 2036-03-27      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14779.05     | 0.03%             | 2027-01-27      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109464.30    | 0.19%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34387.50     | 0.06%             | 2028-12-20      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49585.00     | 0.09%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76538.25     | 0.14%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                        | Banc of America Commercial Mortgage Trust 2015-UBS7                             | CUSIP: 06054AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $376.80       | 0.00%             | 2048-09-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    156000 | PA      | $139351.68    | 0.25%             | 2038-06-25      | Fixed         | 4.63%                 | 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        |     50000 | PA      | $45148.00     | 0.08%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                                   | Becle SAB de CV                                                                 | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |    105000 | PA      | $89974.50     | 0.16%             | 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        |     10000 | PA      | $10301.60     | 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        |      5000 | PA      | $4897.00      | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | Berry Global Inc                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117237.90    | 0.21%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20462.20     | 0.04%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24006.96     | 0.04%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2025-BCAT                                          | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191657 | PA      | $192480.86    | 0.34%             | 2042-08-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT6                                                              | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129000 | PA      | $128198.03    | 0.23%             | 2042-03-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14808.30     | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45551.00     | 0.08%             | 2031-02-01      | Fixed         | 4.25%                 | 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        |     15000 | PA      | $15074.70     | 0.03%             | 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: 1248MBAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189962 | PA      | $108369.45    | 0.19%             | 2037-02-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                  | Cigna Group/The                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129660.70    | 0.23%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                  | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15042.30     | 0.03%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2020-R6                                                               | CUSIP: 12560YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233019 | PA      | $213575.52    | 0.38%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R1                                                               | CUSIP: 12563RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222451 | PA      | $204096.80    | 0.36%             | 2056-08-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116449 | PA      | $108359.17    | 0.19%             | 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        |    180427 | PA      | $178678.60    | 0.32%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2013-CCRE12 Mortgage Trust                                                 | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     86374 | PA      | $0.86         | 0.00%             | 2046-10-10      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R5                                                               | CUSIP: 12592SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $77553.71     | 0.14%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     92000 | PA      | $58803.64     | 0.10%             | 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        |     15000 | PA      | $5680.35      | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     34000 | PA      | $24641.16     | 0.04%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   9783817 | PA      | $79226.41     | 0.14%             | 2037-09-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC Series 2015-12R                                                            | CUSIP: 12651DAG3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     68065 | PA      | $62989.67     | 0.11%             | 2037-11-30      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2021-RPL4 Trust                                                            | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    160120 | PA      | $159677.03    | 0.28%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9218.50      | 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        |    100000 | PA      | $101003.00    | 0.18%             | 2054-12-10      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35141.75     | 0.06%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                               | Alternative Loan Trust 2005-10CB                                                | CUSIP: 12667GBD4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    248250 | PA      | $199141.87    | 0.35%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                               | Alternative Loan Trust 2005-59                                                  | CUSIP: 12668AEV3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    255358 | PA      | $245901.64    | 0.44%             | 2035-11-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34634.95     | 0.06%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UB31<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     20000 | PA      | $14355.48     | 0.03%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                   | Carrington Mortgage Loan Trust Series 2007-RFC1                                 | CUSIP: 144526AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54385 | PA      | $53644.80     | 0.10%             | 2036-12-25      | Floating      | 4.07%                 | 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        |    175000 | PA      | $154770.19    | 0.28%             | 2036-10-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust 2022-P3                                          | CUSIP: 14686MAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1750 | PA      | $131942.45    | 0.23%             | 2029-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    129000 | PA      | $113067.21    | 0.20%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74205.00     | 0.13%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                          | Central Garden & Pet Co                                                         | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37815.20     | 0.07%             | 2030-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $33535.62     | 0.06%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $28097.60     | 0.05%             | 2041-06-01      | 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        |     50000 | PA      | $52200.00     | 0.09%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123664.80    | 0.22%             | 2032-11-03      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                   | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95054.15     | 0.17%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17307GVL9<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |    248308 | PA      | $230263.05    | 0.41%             | 2035-08-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2020-555                                    | CUSIP: 17328EAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $171496.00    | 0.30%             | 2041-12-10      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     68000 | PA      | $64670.04     | 0.11%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COBALT CMBS Commercial Mortgage Trust                            | COBALT CMBS Commercial Mortgage Trust 2007-C2                                   | CUSIP: 19075CBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357048 | PA      | $778.29       | 0.00%             | 2047-04-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2021-2 Mortgage Loan Trust                                                 | CUSIP: 19685WAA9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |     76010 | PA      | $64340.48     | 0.11%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36923.60     | 0.07%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753TAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    134205 | PA      | $135350.43    | 0.24%             | 2039-06-25      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754AAJ2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    185000 | PA      | $189512.74    | 0.34%             | 2041-12-25      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754JAC8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     51838 | PA      | $52366.97     | 0.09%             | 2039-09-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754LAJ8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $205279.86    | 0.36%             | 2041-12-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754RAJ5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    195000 | PA      | $199071.85    | 0.35%             | 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: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66040.52     | 0.12%             | 2055-05-20      | Fixed         | 6.00%                 | 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        |     51439 | PA      | $48931.70     | 0.09%             | 2050-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                      | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    925000 | PA      | $865928.11    | 1.54%             | 2056-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing Contract                            | Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1   | CUSIP: 22540ABC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21906 | PA      | $21978.92     | 0.04%             | 2028-02-25      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing Contract                            | Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1   | CUSIP: 22540ABD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9222 | PA      | $9254.64      | 0.02%             | 2028-02-25      | Fixed         | 6.75%                 | 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        |      6849 | PA      | $6836.35      | 0.01%             | 2028-09-25      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG                                   | CREDIT SUISSE FIRST BOSTON MTG                                                  | CUSIP: 22540AFH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16509 | PA      | $16504.47     | 0.03%             | 2028-09-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    160000 | PA      | $157819.20    | 0.28%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Crystal River                                                    | Crystal River Cdo 2005-1 Ltd                                                    | CUSIP: 229395AA6<br>LEI: 5493002U1CTJPBWAAZ92 | Long             | ABS-CBDO         | CORP              | KY        |    419900 | PA      | $37162.09     | 0.07%             | 2046-03-02      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC Mortgage-Backed Trust 2007-5                                               | CUSIP: 22944BAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425732 | PA      | $227146.81    | 0.40%             | 2037-08-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24685.50     | 0.04%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100718.00    | 0.18%             | 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        |     60000 | PA      | $60774.60     | 0.11%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust                | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3                   | CUSIP: 25150VAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230564 | PA      | $207846.66    | 0.37%             | 2037-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                               | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $210986.38    | 0.38%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                               | Diamond Issuer LLC                                                              | CUSIP: 25267TAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96940.34     | 0.17%             | 2051-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40203.54     | 0.07%             | 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        |     15000 | PA      | $14974.20     | 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        |     90000 | PA      | $89426.70     | 0.16%             | 2056-02-15      | Fixed         | 6.00%                 | 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        |    150000 | PA      | $146718.75    | 0.26%             | 2043-10-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 98 CLO Ltd                                                               | CUSIP: 26248AAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $123919.50    | 0.22%             | 2035-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 68 CLO Ltd                                                               | CUSIP: 26252QAY8<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $124350.50    | 0.22%             | 2035-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-NQM1                                                                  | CUSIP: 26846CAE6<br>LEI: 254900TJEVLCYF1H3X71 | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $190074.54    | 0.34%             | 2070-01-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-7780.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $13828.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $7176.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-599.04      | -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      | $-1543.70     | -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      | $-502.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-347.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |         1 | NC      | $-1562.21     | -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      | $3133.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $-145.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $-87.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-348.44      | -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      | $-176.11      | -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      | $4538.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $2096.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-7987.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $7962.32      | 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      | $43.31        | 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      | $21.80        | 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      | $-2103.54     | -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      | $2085.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORP                                                       | Eaton Corp                                                                      | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197270.00    | 0.35%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22701.84     | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                           | Edgewell Personal Care Co                                                       | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31838.40     | 0.06%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 17 Ltd                                               | Elmwood CLO 17 Ltd                                                              | CUSIP: 29003GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $138861.50    | 0.25%             | 2037-07-17      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                             | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     90000 | PA      | $86081.40     | 0.15%             | 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        |     35000 | PA      | $32839.45     | 0.06%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3029.85      | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | Entergy Corp                                                                    | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74040.75     | 0.13%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAF1<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147969.00    | 0.26%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2016-P4                                     | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1398361 | PA      | $13.98        | 0.00%             | 2049-07-10      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FIN CORP                                            | Equinix Asia Financing Corp Pte Ltd                                             | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              |  | SG        |     65000 | PA      | $63701.95     | 0.11%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     50000 | PA      | $43802.00     | 0.08%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138580.40    | 0.25%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49071.00     | 0.09%             | 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        |     80000 | PA      | $75036.80     | 0.13%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                            | FRTKL 2021-SFR1                                                                 | CUSIP: 30322DAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $295123.56    | 0.52%             | 2038-09-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                          | Farmers Exchange Capital II                                                     | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48759.00     | 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        |     25000 | PA      | $20975.00     | 0.04%             | 2057-11-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                 | Farmers Insurance Exchange                                                      | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30333.90     | 0.05%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                 | Freddie Mac Strips                                                              | CUSIP: 31325YBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    836448 | PA      | $107956.44    | 0.19%             | 2052-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103286 | PA      | $97700.64     | 0.17%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212918 | PA      | $210835.01    | 0.37%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 31358SZW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       226 | PA      | $10.51        | 0.00%             | 2030-12-18      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136AT5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170472 | PA      | $3055.41      | 0.01%             | 2039-07-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 3136BG5M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262686 | PA      | $57938.68     | 0.10%             | 2051-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 3136BTLG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1180158 | PA      | $63693.58     | 0.11%             | 2054-07-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BKRL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105846 | PA      | $1.06         | 0.00%             | 2043-06-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMCG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    976992 | PA      | $8402.32      | 0.01%             | 2026-12-25      | Variable      | 1.32%                 | 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        |   1308478 | PA      | $10543.98     | 0.02%             | 2027-06-25      | Variable      | 1.18%                 | 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        |    535000 | PA      | $27242.25     | 0.05%             | 2033-07-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                              | CUSIP: 3137FYVM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237012 | PA      | $41186.41     | 0.07%             | 2047-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                              | CUSIP: 3137H2S62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    284817 | PA      | $55671.38     | 0.10%             | 2048-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                              | CUSIP: 3137HLK35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72986 | PA      | $70197.14     | 0.12%             | 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        |     73239 | PA      | $69610.39     | 0.12%             | 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        |     75737 | PA      | $68738.86     | 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        |    480874 | PA      | $47364.95     | 0.08%             | 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        |    221330 | PA      | $47018.35     | 0.08%             | 2051-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 313920B41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        81 | PA      | $87.22        | 0.00%             | 2031-09-25      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 31393USG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1361 | PA      | $1494.99      | 0.00%             | 2034-01-25      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 31396PDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281165 | PA      | $26413.32     | 0.05%             | 2037-01-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                              | CUSIP: 31397EBL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4018848 | PA      | $16952.06     | 0.03%             | 2036-08-15      | Floating      | 0.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                              | CUSIP: 31397FPJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    367786 | PA      | $24172.32     | 0.04%             | 2037-03-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 31397LXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306654 | PA      | $23797.24     | 0.04%             | 2036-11-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 31398RAW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327599 | PA      | $31565.10     | 0.06%             | 2040-05-25      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151288 | PA      | $143372.75    | 0.25%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413662 | PA      | $364892.64    | 0.65%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283701 | PA      | $280786.49    | 0.50%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                  | Fannie Mae Interest Strip                                                       | CUSIP: 31422M2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173637 | PA      | $23425.14     | 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        |    663333 | PA      | $89073.99     | 0.16%             | 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        |    421958 | PA      | $56710.32     | 0.10%             | 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        |   1004493 | PA      | $128617.56    | 0.23%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                         | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78297.00     | 0.14%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | Ellington Financial Mortgage Trust 2021-3                                       | CUSIP: 31573JAA8<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |     64235 | PA      | $53743.75     | 0.10%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                | First Franklin Mortgage Loan Trust Series 2006-FF18                             | CUSIP: 32029AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226281 | PA      | $210779.45    | 0.37%             | 2037-12-25      | Floating      | 4.01%                 | 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    | 0.40%             | 2037-03-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37539.84     | 0.07%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                    | FirstCash Inc                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40905.20     | 0.07%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                   | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $178394.00    | 0.32%             | 2038-08-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                   | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $347814.78    | 0.62%             | 2039-05-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | Fiserv Inc                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34832.35     | 0.06%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14696.40     | 0.03%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63225.50     | 0.11%             | 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        |     20000 | PA      | $20449.00     | 0.04%             | 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        |    200000 | PA      | $203701.36    | 0.36%             | 2041-09-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF 2017-K66 Mortgage Trust                                                   | CUSIP: 35708QAQ6<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |  39076392 | PA      | $30350.63     | 0.05%             | 2027-06-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                          | Fremont Home Loan Trust 2005-A                                                  | CUSIP: 35729PHP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286455 | PA      | $266187.18    | 0.47%             | 2035-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                           | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29437.50     | 0.05%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL Environmental Inc                                                           | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29212.80     | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $25946.25     | 0.05%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    306291 | PA      | $290274.80    | 0.52%             | 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        |     25000 | PA      | $25413.25     | 0.05%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     25000 | PA      | $23666.25     | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | 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        |    148181 | PA      | $123343.61    | 0.22%             | 2036-04-19      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                      | GSAMP Trust 2007-NC1                                                            | CUSIP: 3622MGAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224722 | PA      | $111507.97    | 0.20%             | 2046-12-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Home Equity Trust 2006-6                                                   | CUSIP: 362334ME1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489415 | PA      | $130002.90    | 0.23%             | 2036-03-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Trust                                                                      | CUSIP: 362334NC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621475 | PA      | $209920.62    | 0.37%             | 2046-03-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Home Equity Trust 2006-1                                                   | CUSIP: 362341Z44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610418 | PA      | $245634.64    | 0.44%             | 2036-01-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                           | GSAA Home Equity Trust 2006-10                                                  | CUSIP: 362375AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548066 | PA      | $118386.18    | 0.21%             | 2036-06-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | Gartner Inc                                                                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9142.90      | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                 | Getty Images Inc                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27125.10     | 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        |     75000 | PA      | $74320.50     | 0.13%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                          | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51878.50     | 0.09%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231966.15    | 0.41%             | 2027-09-10      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38376GXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1246004 | PA      | $12963.17     | 0.02%             | 2050-09-16      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38378BN62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5378916 | PA      | $30509.21     | 0.05%             | 2053-02-16      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38378BQ77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1803528 | PA      | $29057.72     | 0.05%             | 2051-12-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38378BQJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2451143 | PA      | $7175.23      | 0.01%             | 2053-04-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38378KPD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2373953 | PA      | $53820.83     | 0.10%             | 2051-09-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38378KSP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328177 | PA      | $2421.52      | 0.00%             | 2053-12-16      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38378MKU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    922469 | PA      | $95432.08     | 0.17%             | 2043-02-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38378NER0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3228079 | PA      | $11476.47     | 0.02%             | 2055-06-16      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38378NEU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    693587 | PA      | $8487.17      | 0.02%             | 2046-02-16      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38378XDR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    799752 | PA      | $3830.09      | 0.01%             | 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        |    347404 | PA      | $8876.50      | 0.02%             | 2054-11-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38379KJU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    486272 | PA      | $5535.18      | 0.01%             | 2056-10-16      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38380RKU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2150955 | PA      | $143970.51    | 0.26%             | 2060-11-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38384YEE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1031949 | PA      | $78754.50     | 0.14%             | 2054-10-20      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                          | Grand Canyon University                                                         | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34808.55     | 0.06%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                          | Great Canadian Gaming Corp/Raptor LLC                                           | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     17000 | PA      | $16591.83     | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                           | Conseco Finance Corp                                                            | CUSIP: 3935053P5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67923 | PA      | $16622.03     | 0.03%             | 2030-03-01      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                | GreenPoint MTA Trust 2005-AR1                                                   | CUSIP: 39538RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49682 | PA      | $44427.11     | 0.08%             | 2045-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14286.16     | 0.03%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $13534.65     | 0.02%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                       | HSI Asset Securitization Corp Trust 2007-OPT1                                   | CUSIP: 40431JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171691 | PA      | $151329.22    | 0.27%             | 2036-12-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| HSI Asset Loan Obligation                                        | HSI Asset Loan Obligation Trust 2007-2                                          | CUSIP: 40432BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175521 | PA      | $120897.31    | 0.21%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust 2006-5                                           | CUSIP: 41161MAA8<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    304816 | PA      | $93022.65     | 0.17%             | 2047-07-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust 2006-4                                           | CUSIP: 41161PL27<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    570210 | PA      | $283914.37    | 0.50%             | 2046-05-19      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust 2005-3                                           | CUSIP: 41161PMF7<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    267629 | PA      | $133791.54    | 0.24%             | 2035-06-19      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     70000 | PA      | $68598.60     | 0.12%             | 2028-01-15      | Fixed         | 3.63%                 | 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        |    150000 | PA      | $148148.16    | 0.26%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                 | Hilton USA Trust 2016-HHV                                                       | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $167430.71    | 0.30%             | 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        |     20000 | PA      | $20519.20     | 0.04%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                                   | HPS Loan Management 2024-19 Ltd                                                 | CUSIP: 442924AN6<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250548.50    | 0.45%             | 2037-04-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      5000 | PA      | $4737.75      | 0.01%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      2000 | PA      | $1718.22      | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     11000 | PA      | $8933.54      | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     47000 | PA      | $44645.30     | 0.08%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49494.50     | 0.09%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80844.80     | 0.14%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT Holdings LLC                                                                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19509.60     | 0.03%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53580.57     | 0.10%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18713.86     | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                  | Impac CMB Trust Series 2004-6                                                   | CUSIP: 45254NKD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13120 | PA      | $13139.93     | 0.02%             | 2034-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                          | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $71425.90     | 0.13%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                          | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $90081.00     | 0.16%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2005-AR25                                      | CUSIP: 45660LR35<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177494 | PA      | $152385.08    | 0.27%             | 2035-12-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2007-AR5                                       | CUSIP: 45669EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164680 | PA      | $133858.17    | 0.24%             | 2037-05-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47656.95     | 0.08%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105549.40    | 0.19%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     66000 | PA      | $58769.04     | 0.10%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3745.35      | 0.01%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     60000 | PA      | $51465.00     | 0.09%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     45000 | PA      | $44910.45     | 0.08%             | 2033-01-15      | Fixed         | 6.25%                 | 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        |     52000 | PA      | $48751.56     | 0.09%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                       | JPMDB Commercial Mortgage Securities Trust 2018-C8                              | CUSIP: 46591AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1157000 | PA      | $37606.26     | 0.07%             | 2051-06-15      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                         | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54955.45     | 0.10%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust 2014-C22                             | CUSIP: 46642NBF2<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    373102 | PA      | $3.73         | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust 2014-C25                             | CUSIP: 46643PBG4<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    764551 | PA      | $3127.86      | 0.01%             | 2047-11-15      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54910.90     | 0.10%             | 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        |    205000 | PA      | $195061.60    | 0.35%             | 2029-06-01      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49624.50     | 0.09%             | 2032-11-01      | Fixed         | 6.13%                 | 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        |     47000 | PA      | $51647.36     | 0.09%             | 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        |      7000 | PA      | $6622.49      | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                             | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67282 | PA      | $63504.33     | 0.11%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                      | Kedrion SpA                                                                     | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |     70000 | PA      | $67556.30     | 0.12%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                         | KGS-Alpha SBA COOF Trust 2015-1                                                 | CUSIP: 49374FAA9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    393515 | PA      | $8647.82      | 0.02%             | 2035-10-25      | Variable      | 1.34%                 | 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        |    150000 | PA      | $151363.79    | 0.27%             | 2030-02-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38409.64     | 0.07%             | 2033-10-01      | Fixed         | 6.50%                 | 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        |    121469 | PA      | $121026.58    | 0.22%             | 2042-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                                 | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    100000 | PA      | $95910.00     | 0.17%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mortgage Securities LLC                | Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust                      | CUSIP: 50184BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1306260 | PA      | $27775.93     | 0.05%             | 2036-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131787.50    | 0.23%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                  | Lehman XS Trust 2006-13                                                         | CUSIP: 52523LAB8<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-O            | CORP              | US        |       843 | PA      | $0.00         | 0.00%             | 2036-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                             | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     35000 | PA      | $31946.25     | 0.06%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                             | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     55000 | PA      | $47798.85     | 0.08%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust 2006-9                                           | CUSIP: 54251WAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372631 | PA      | $113449.94    | 0.20%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                                          | Luminent Mortgage Trust 2006-5                                                  | CUSIP: 55027XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224929 | PA      | $134955.50    | 0.24%             | 2036-07-25      | Floating      | 4.17%                 | 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        |    120000 | PA      | $98130.54     | 0.17%             | 2040-02-12      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                           | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     17000 | PA      | $10322.40     | 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        |      3000 | PA      | $2006.34      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                   | Manhattan West 2020-1MW Mortgage Trust                                          | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $143077.97    | 0.25%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74313.00     | 0.13%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                            | MASTR Adjustable Rate Mortgages Trust 2007-2                                    | CUSIP: 576429AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163138 | PA      | $152887.59    | 0.27%             | 2047-03-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                            | MASTR Adjustable Rate Mortgages Trust 2007-1                                    | CUSIP: 576431AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409416 | PA      | $157706.47    | 0.28%             | 2047-01-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                    | MASTR Alternative Loan Trust 2006-2                                             | CUSIP: 5764342H6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2376996 | PA      | $192012.33    | 0.34%             | 2036-03-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                              | Mastr Asset Backed Securities Trust 2007-HE1                                    | CUSIP: 576457AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71278 | PA      | $69704.19     | 0.12%             | 2037-05-25      | Floating      | 4.21%                 | 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        |    300000 | PA      | $260656.50    | 0.46%             | 2037-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                           | Merrill Lynch Mortgage Investors Trust Series 2006-RM2                          | CUSIP: 590216AA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-O            | CORP              | US        |    408960 | PA      | $118310.56    | 0.21%             | 2037-05-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                 | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2                  | CUSIP: 59024QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177659 | PA      | $129614.80    | 0.23%             | 2037-05-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                            | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4671.80      | 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        |     45000 | PA      | $43878.15     | 0.08%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                  | Mid-State Capital Corp 2005-1 Trust                                             | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8452 | PA      | $8448.15      | 0.02%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                  | Mid-State Trust XI                                                              | CUSIP: 59549WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       766 | PA      | $771.81       | 0.00%             | 2038-07-15      | Fixed         | 8.22%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                         | Midcontinent Communications                                                     | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18714.60     | 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        |    161700 | PA      | $2425.50      | 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        |     13000 | PA      | $12613.25     | 0.02%             | 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        |     17000 | PA      | $16773.56     | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30340.80     | 0.05%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78831.00     | 0.14%             | 2032-07-21      | Floating      | 2.24%                 | 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        |    538449 | PA      | $265539.27    | 0.47%             | 2036-06-25      | Floating      | 4.09%                 | 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        |     44544 | PA      | $43814.33     | 0.08%             | 2034-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                               | Morgan Stanley Mortgage Loan Trust 2006-15XS                                    | CUSIP: 61750YAE9<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |    408898 | PA      | $85226.16     | 0.15%             | 2036-11-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loan Trust                            | Morgan Stanley Home Equity Loan Trust 2007-1                                    | CUSIP: 61751QAC9<br>LEI: 549300C5U61AIRK1S645 | Long             | ABS-MBS          | CORP              | US        |    543686 | PA      | $259004.57    | 0.46%             | 2036-12-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                               | Morgan Stanley Mortgage Loan Trust 2007-11AR                                    | CUSIP: 61754VAE1<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |    276351 | PA      | $156563.19    | 0.28%             | 2037-06-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                      | CUSIP: 61762DAE1<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |   7057432 | PA      | $986.28       | 0.00%             | 2046-05-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5002.35      | 0.01%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169447.25    | 0.30%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR Voyix Corp                                                                  | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31646.67     | 0.06%             | 2029-04-15      | Fixed         | 5.13%                 | 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        |     47000 | PA      | $48594.24     | 0.09%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                    | NYO Commercial Mortgage Trust 2021-1290                                         | CUSIP: 62955HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98919.29     | 0.18%             | 2038-11-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                    | NYO Commercial Mortgage Trust 2021-1290                                         | CUSIP: 62955HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $138902.43    | 0.25%             | 2038-11-15      | Floating      | 6.33%                 | 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        |    180000 | PA      | $158111.30    | 0.28%             | 2043-01-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                         | Neuberger Berman Loan Advisers Clo 56 Ltd                                       | CUSIP: 64135UAC1<br>LEI: 2549001742TZTUKJHB13 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $137725.00    | 0.24%             | 2037-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2022-NQM2                                   | CUSIP: 64831MAB8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $204117.63    | 0.36%             | 2062-03-27      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27720.00     | 0.05%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                     | NiSource Inc                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88690.50     | 0.16%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust                                    | Nomura Resecuritization Trust 2015-4R                                           | CUSIP: 65540WBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245471 | PA      | $222713.48    | 0.40%             | 2036-10-26      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                                          | Northwest Natural Holding Co                                                    | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131404.00    | 0.23%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84821.50     | 0.15%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2015-9 Ltd                                                              | CUSIP: 67092BAE3<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |    325800 | PA      | $88138.67     | 0.16%             | 2037-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                   | NXPT Commercial Mortgage Trust 2024-STOR                                        | CUSIP: 67119YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144000 | PA      | $144403.75    | 0.26%             | 2041-11-05      | Variable      | 6.70%                 | 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        |    135000 | PA      | $134903.68    | 0.24%             | 2042-02-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Octagon 56 Ltd                                                   | Octagon 56 Ltd                                                                  | CUSIP: 67577EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249054.50    | 0.44%             | 2034-10-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56069.75     | 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        |     30000 | PA      | $28789.20     | 0.05%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                       | OPAL BIDCO                                                                      | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     35000 | PA      | $35080.85     | 0.06%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | Open Text Corp                                                                  | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22402.50     | 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        |    178000 | PA      | $182973.32    | 0.33%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                   | Option One Mortgage Loan Trust 2006-3                                           | CUSIP: 68389BAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158182 | PA      | $104857.32    | 0.19%             | 2037-02-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                           | Option Care Health Inc                                                          | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69606.00     | 0.12%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14778.15     | 0.03%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-RPL1 LLC                                                              | CUSIP: 69380XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $270049.64    | 0.48%             | 2064-12-25      | Variable      | 4.21%                 | 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        |    250000 | PA      | $152233.00    | 0.27%             | 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        |     35000 | PA      | $33416.95     | 0.06%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                      | Paychex Inc                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25140.00     | 0.04%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | Penn Entertainment Inc                                                          | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $74001.67     | 0.13%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     50000 | PA      | $48781.50     | 0.09%             | 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        |     36000 | PA      | $32704.56     | 0.06%             | 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        |     25000 | PA      | $23949.50     | 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        |     32000 | PA      | $33450.24     | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62569.00     | 0.11%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-NPL6 LLC                                                              | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |    170816 | PA      | $171206.82    | 0.30%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust                                                      | CUSIP: 74333HAQ8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $248436.40    | 0.44%             | 2038-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2021-SFR7 Trust                                            | CUSIP: 74333PAN7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $208054.90    | 0.37%             | 2040-08-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAJ3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $224107.54    | 0.40%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAN4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199305.50    | 0.35%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2021-SFR10 Trust                                           | CUSIP: 74333WAS1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    232101 | PA      | $226628.37    | 0.40%             | 2040-12-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2022-SFR1 Trust                                            | CUSIP: 74333YAN8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $126073.36    | 0.22%             | 2041-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                   | Qatar Government International Bond                                             | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     75000 | PA      | $69066.00     | 0.12%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2007-QS1 Trust                                                      | CUSIP: 74922KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248339 | PA      | $184156.81    | 0.33%             | 2037-01-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                       | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213000 | PA      | $221699.62    | 0.39%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2006-QS5 Trust                                                      | CUSIP: 75114TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197392 | PA      | $175349.77    | 0.31%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                         | Raven Acquisition Holdings LLC                                                  | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14554.95     | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                | Upbound Group Inc                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24303.00     | 0.04%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2005-QA3 Trust                                                      | CUSIP: 76110H2H1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100987 | PA      | $56353.46     | 0.10%             | 2035-03-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities Corporation                         | RASC Series 2005-KS11 Trust                                                     | CUSIP: 76110W7F7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127994 | PA      | $126994.20    | 0.23%             | 2035-12-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |      5000 | PA      | $4342.05      | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                   | RIDE 2025-SHRE                                                                  | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102135.84    | 0.18%             | 2047-02-14      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                                          | Rivers Enterprise Borrower LLC                                                  | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29979.60     | 0.05%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                           | Rockford Tower CLO 2017-3 Ltd                                                   | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |        15 | PA      | $15.01        | 0.00%             | 2030-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                      | Rollins Inc                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99864.00     | 0.18%             | 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        |    350853 | NS      | $350853.27    | 0.62%             |  |  |  | No            |                  1 | 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        |    200000 | PA      | $149010.58    | 0.26%             | 2043-01-05      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| SG Mortgage Securities Trust                                     | SG Mortgage Securities Trust 2006-OPT2                                          | CUSIP: 78420MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $202657.85    | 0.36%             | 2036-10-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                    | SFO Commercial Mortgage Trust 2021-555                                          | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149779.31    | 0.27%             | 2038-05-15      | Floating      | 5.29%                 | 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        |     83735 | PA      | $73958.89     | 0.13%             | 2031-08-15      | Floating      | 4.34%                 | 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        |    340000 | PA      | $362391.18    | 0.64%             | 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        |    215000 | PA      | $224185.10    | 0.40%             | 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        |    340000 | PA      | $353951.42    | 0.63%             | 2083-04-26      | Floating      | 5.35%                 | 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        |    235000 | PA      | $249769.80    | 0.44%             | 2073-07-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2008-4                                                   | CUSIP: 78445AAE6<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $360998.81    | 0.64%             | 2073-04-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SMRT                                                             | SMRT 2022-MINI                                                                  | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99683.80     | 0.18%             | 2039-01-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| SMRT                                                             | SMRT 2022-MINI                                                                  | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146426.58    | 0.26%             | 2039-01-15      | Floating      | 7.02%                 | 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        |    200000 | PA      | $197050.60    | 0.35%             | 2042-02-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | Sabre GLBL Inc                                                                  | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4283.55      | 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        |      5000 | PA      | $4180.60      | 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        |     30000 | PA      | $30060.90     | 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        |     55000 | PA      | $54847.65     | 0.10%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                  | Sealed Air Corp                                                                 | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15862.95     | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                         | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40800.00     | 0.07%             | 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        |     25000 | PA      | $24867.75     | 0.04%             | 2032-04-15      | Fixed         | 5.88%                 | 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        |     52590 | PA      | $49693.39     | 0.09%             | 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        |     45000 | PA      | $39585.60     | 0.07%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23690.50     | 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        |     60000 | PA      | $56463.60     | 0.10%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                      | Southern Co/The                                                                 | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85475.15     | 0.15%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68881.40     | 0.12%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | Spectrum Brands Inc                                                             | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     68000 | PA      | $59007.00     | 0.10%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                         | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211081.50    | 0.38%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | Staples Inc                                                                     | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13939.80     | 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        |     40000 | PA      | $41637.60     | 0.07%             | 2030-10-01      | Fixed         | 9.00%                 | 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        |     38433 | PA      | $37694.16     | 0.07%             | 2034-09-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                        | Structured Asset Mortgage Investments II Trust 2005-AR8                         | CUSIP: 86359LRX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246782 | PA      | $210253.21    | 0.37%             | 2036-02-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                        | Structured Asset Mortgage Investments II Trust 2006-AR7                         | CUSIP: 86361HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306315 | PA      | $258441.59    | 0.46%             | 2036-08-25      | Floating      | 4.21%                 | 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        |     59862 | PA      | $60200.51     | 0.11%             | 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        |    157733 | PA      | $160242.06    | 0.28%             | 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        |     50000 | PA      | $48716.50     | 0.09%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                       | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96939.90     | 0.17%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                       | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4924.90      | 0.01%             | 2034-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                           | Switch ABS Issuer LLC                                                           | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $56138.27     | 0.10%             | 2054-06-25      | Fixed         | 10.03%                | 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        |    130000 | PA      | $130126.26    | 0.23%             | 2039-12-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                                            | TCW Central Cash Fund                                                           | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |   8496289 | NS      | $8496289.20   | 15.10%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     78000 | PA      | $70897.32     | 0.13%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73846.50     | 0.13%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                            | TRK 2021-INV2 Trust                                                             | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168460 | PA      | $153288.75    | 0.27%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| TCW Private Asset Income Fund                                    | TCW Private Asset Income Fund                                                   | CUSIP: 87807Y206<br>LEI: 254900JOZ7KOHWZ5ZD02 | Long             | EC               | RF                | US        |     97716 | NS      | $974232.57    | 1.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust                                            | Terwin Mortgage Trust 2004-7HE                                                  | CUSIP: 881561FV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41455 | PA      | $40831.17     | 0.07%             | 2034-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                                | Teva Pharmaceutical Finance Netherlands IV BV                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     13000 | PA      | $13203.58     | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9042.20      | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37894.12     | 0.07%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2019-HY2                                              | CUSIP: 89177HAD4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $210708.50    | 0.37%             | 2058-05-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100135.00    | 0.18%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     17500 | PA      | $18270.35     | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                            | Tricon American Homes 2020-SFR1                                                 | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133000 | PA      | $131878.30    | 0.23%             | 2038-07-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                            | Tricon American Homes 2020-SFR1                                                 | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244000 | PA      | $243109.89    | 0.43%             | 2038-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                               | Tricon Residential 2021-SFR1 Trust                                              | CUSIP: 89614YAG1<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $228420.73    | 0.41%             | 2038-07-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                | 1211 Avenue of the Americas Trust 2015-1211                                     | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137000 | PA      | $131331.63    | 0.23%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                | 1211 Avenue of the Americas Trust 2015-1211                                     | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $142331.25    | 0.25%             | 2035-08-10      | Variable      | 4.09%                 | 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        |    170000 | PA      | $164298.17    | 0.29%             | 2037-06-05      | Variable      | 3.66%                 | 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        |    150000 | PA      | $147107.96    | 0.26%             | 2034-09-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG Inc                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24527.50     | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                          | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81957 | PA      | $84451.28     | 0.15%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US Bancorp                                                                      | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50722.50     | 0.09%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    649000 | PA      | $643980.39    | 1.14%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000 | PA      | $3922.66      | 0.01%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $184421.88    | 0.33%             | 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        |   3030000 | PA      | $3034793.55   | 5.40%             | 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        |    130000 | PA      | $123899.10    | 0.22%             | 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        |     15000 | PA      | $14824.95     | 0.03%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                     | VT Topco Inc                                                                    | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45805.95     | 0.08%             | 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        |     50000 | PA      | $43017.00     | 0.08%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     68000 | PA      | $72031.72     | 0.13%             | 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        |     63000 | PA      | $62772.57     | 0.11%             | 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        |     12000 | PA      | $11505.12     | 0.02%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |      9000 | PA      | $8947.71      | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | 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        |     31000 | PA      | $27050.29     | 0.05%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25888.00     | 0.05%             | 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        |    108000 | PA      | $93021.48     | 0.17%             | 2031-07-15      | Fixed         | 4.75%                 | 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        |     29300 | PA      | $0.29         | 0.00%             | 2046-06-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                     | Voya CLO 2020-1 Ltd                                                             | CUSIP: 92918EBA4<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $145868.70    | 0.26%             | 2034-07-16      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53198.10     | 0.09%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                | WBI Operating LLC                                                               | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24153.36     | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                   | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                       | CUSIP: 933631AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    479836 | PA      | $216743.09    | 0.39%             | 2037-01-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                 | CUSIP: 94989MAH2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    118540 | PA      | $1.19         | 0.00%             | 2058-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                 | CUSIP: 95000KBE4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |   2153622 | PA      | $1756.28      | 0.00%             | 2049-11-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43927.65     | 0.08%             | 2028-06-02      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99582.00     | 0.18%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                          | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49732.50     | 0.09%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MODIVCARE                                                        | MODIVCARE                                                                       | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      2093 | NS      | $13604.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                         | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $24108.37     | 0.04%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                | Xerox Corp                                                                      | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50700.00     | 0.09%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Ardagh Holdings SA                                               | Ardagh Holdings SA                                                              | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |      3375 | NS      | $24890.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     48248 | PA      | $47974.43     | 0.09%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                          | Yorkshire Water Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $81798.92     | 0.15%             | 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        |     11104 | PA      | $12986.71     | 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        |     50000 | PA      | $31210.55     | 0.06%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                           | Treasury Corp of Victoria                                                       | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     85000 | PA      | $39452.16     | 0.07%             | 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        |     80000 | PA      | $48255.87     | 0.09%             | 2030-09-02      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                            | Global Switch Finance BV                                                        | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106402.20    | 0.19%             | 2030-10-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | Realty Income Corp                                                              | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $120006.22    | 0.21%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                                  | RAC Bond Co PLC                                                                 | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $139572.45    | 0.25%             | 2028-11-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                           | Sydney Airport Finance Co Pty Ltd                                               | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $6768.94      | 0.01%             | 2034-04-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    105000 | PA      | $125306.05    | 0.22%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $114125.39    | 0.20%             | 2044-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                         | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    250000 | PA      | $163781.87    | 0.29%             | 2038-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2025-1 DAC                                                         | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |     71788 | PA      | $94616.94     | 0.17%             | 2035-05-17      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                   | Dyno Nobel Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $32901.23     | 0.06%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                         | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     85000 | PA      | $55309.17     | 0.10%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                                                       | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     40000 | PA      | $25899.63     | 0.05%             | 2035-09-03      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                          | Ausgrid Finance Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $20099.49     | 0.04%             | 2035-12-10      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUND FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -2 | NC      | $7566.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -17 | NC      | $54764.19     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                              | AUST 10Y BOND FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -5 | NC      | $427.00       | 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        |        37 | NC      | $-53169.42    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -8 | NC      | $12049.13     | 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        |        -1 | NC      | $5932.41      | 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        |       -33 | NC      | $63866.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                              | AUST 3YR BOND FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -5 | NC      | $765.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: GBP 3.933000 20-MAR-2028 SON                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2953000 | OU      | $-19619.74    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    370000 | PA      | $488074.87    | 0.87%             | 2028-03-07      | Fixed         | 4.38%                 | 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