# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001410368-25-022024
**Filing Date:** 2025-11
**Character Count:** 223348
**Document Hash:** c8d774575ecc2b49db43cb4e4a2ba380
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-022024.hdr.sgml**: 20251113

**ACCESSION NUMBER**: 0001410368-25-022024

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251113

**DATE AS OF CHANGE**: 20251113

**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:** 251475892

**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 LOW DURATION BOND FUND (Series ID: S000001146)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000003063 | CLASS I              | MWLIX           |
| C000003064 | CLASS M              | MWLDX           |
| C000058169 | Administrative Class | MWLNX           |
| C000263828 | Class I-3            |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TCW Metropolitan West Funds

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

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

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

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

  - **Street Address 1:** METROPOLITAN WEST ASSET MANAGEMENT

  - **City:** LOS ANGELES

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90017

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

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

- **a. Name of Series:** TCW METWEST LOW DURATION BOND FUND

- **b. EDGAR series identifier (if any):** S000001146

- **c. LEI of Series:** 549300D28XTSYBVUGU24

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1072184391.14

**Total Liabilities:** $200065989.53

**Net Assets:** $872118401.61

**Delayed Delivery Securities:** $4529854.14

**Cash Not Reported:** $6446174.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3887.74000000 | **1-Year:** -43970.77000000 | **5-Year:** -33290.45000000 | **10-Year:** -3686.15000000 | **30-Year:** -491.12000000

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

- **3-Month:** -839.19000000 | **1-Year:** -7725.96000000 | **5-Year:** -6360.94000000 | **10-Year:** -5300.00000000 | **30-Year:** -616.49000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000263828 |  | 0.26%                | 0.36%                |
| Class ID C000003063 | -0.07%               | 1.05%                | 0.48%                |
| Class ID C000003064 | -0.09%               | 1.03%                | 0.46%                |
| Class ID C000058169 | -0.02%               | 0.96%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1049184.15              | $-3035334.84                               |
| Month 2  | $1845160.07              | $3371318.33                                |
| Month 3  | $3043654.70              | $-1724367.04                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SUNOCO LP                                                               | Sunoco LP                                                                       | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    620000 | PA      | $631649.80    | 0.07%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | BDL2CYFH3 FWDP 5Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  18017000 | NC      | $12865.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                             | MF1 2020-FL4 Ltd                                                                | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1696771 | PA      | $1699786.99   | 0.19%             | 2035-12-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                              | GC Ferry Acquisition I Inc Delayed Draw Term Loan                               | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |      5523 | PA      | $5476.26      | 0.00%             | 2032-08-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H5FY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6945786 | PA      | $6671986.03   | 0.77%             | 2027-12-25      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                 | Jersey Central Power & Light Co                                                 | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1868186.80   | 0.21%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Farmers Exchange Capital                                                | Farmers Exchange Capital                                                        | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1714830.00   | 0.20%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BOBL FUTURE DEC25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -2 | NC      | $-308.30      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Inc                                              | Morgan Stanley ABS Capital I Inc Trust 2004-NC7                                 | CUSIP: 61744CFQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    586002 | PA      | $616548.65    | 0.07%             | 2034-07-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CCRR PARENT INC                                                         | CCRR Parent Inc US Acquisition Facility                                         | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59017 | PA      | $20213.44     | 0.00%             | 2028-03-06      | Floating      | 8.55%                 | 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        |    812311 | PA      | $444819.59    | 0.05%             | 2035-03-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                    | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    944000 | PA      | $937882.88    | 0.11%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31419ACV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328927 | PA      | $347254.36    | 0.04%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                                 | Fremont Home Loan Trust 2005-E                                                  | CUSIP: 35729PNC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3473035 | PA      | $3365456.70   | 0.39%             | 2036-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 40 Senior Loan Fund                                                      | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   2198962 | PA      | $2200569.72   | 0.25%             | 2031-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0424A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30175000 | PA      | $30153485.23  | 3.46%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS CORP                                            | Frontier Communications Corp 2025 Term Loan B                                   | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     31428 | PA      | $31499.47     | 0.00%             | 2031-07-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1455333.00   | 0.17%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38419 | PA      | $38319.06     | 0.00%             | 2035-07-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                                               | Trinity Rail Leasing 2019-1 LLC                                                 | CUSIP: 89657BAA2<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |   2027468 | PA      | $2015505.63   | 0.23%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    290000 | PA      | $316007.20    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman CLO XVI-S Ltd                                                  | CUSIP: 64131TAW4<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2251068.75   | 0.26%             | 2039-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    335000 | PA      | $322792.60    | 0.04%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                        | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    636000 | PA      | $636069.96    | 0.07%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    950000 | PA      | $966207.00    | 0.11%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                               | Renaissance Holding Corp 2024 1st Lien Term Loan                                | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    109438 | PA      | $95131.36     | 0.01%             | 2030-04-05      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                        | Freddie Mac Strips                                                              | CUSIP: 3128HXMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    871360 | PA      | $868390.42    | 0.10%             | 2042-06-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                                      | ReadyCap Commercial Mortgage Trust 2019-6                                       | CUSIP: 75575QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    779749 | PA      | $774084.50    | 0.09%             | 2052-10-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | BDL2CY9J6 FWDP 2Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  43113000 | NC      | $9665.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc                                                                 | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1982653.20   | 0.23%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                                  | Cogent Communications Group LLC / Cogent Finance Inc                            | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90003.60     | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                 | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100618 | PA      | $1056945.13   | 0.12%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                   | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3760000 | PA      | $3751875.02   | 0.43%             | 2031-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1780032.00   | 0.20%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 31398CV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89340 | PA      | $90477.23     | 0.01%             | 2039-05-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                             | SREIT Trust 2021-PALM                                                           | CUSIP: 85237AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2495150.50   | 0.29%             | 2034-10-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2016-I Ltd                                                         | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   4505699 | PA      | $4500148.14   | 0.52%             | 2031-10-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                          | Palmer Square Loan Funding 2022-3 Ltd                                           | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5060000 | PA      | $5068789.22   | 0.58%             | 2031-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1512450.00   | 0.17%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                                  | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                        | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     20274 | PA      | $20231.99     | 0.00%             | 2030-09-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                | Boost Newco Borrower LLC 2025 USD Term Loan B2                                  | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     56076 | PA      | $56222.18     | 0.01%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    202000 | PA      | $213758.42    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                        | Arches Buyer Inc 2021 Term Loan B                                               | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     47644 | PA      | $47774.67     | 0.01%             | 2027-12-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust 2025-1                           | CUSIP: 617944AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2240207 | PA      | $2250021.46   | 0.26%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MMI CAPITAL TRUST I                                                     | MMI Capital Trust I                                                             | CUSIP: 553086AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2127400.00   | 0.24%             | 2027-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                             | McAfee LLC 2024 USD 1st Lien Term Loan B                                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     11805 | PA      | $11310.99     | 0.00%             | 2029-03-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38373M4R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    321261 | PA      | $320438.36    | 0.04%             | 2044-03-16      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                     | Peer Holding III BV 2025 USD Term Loan B5B                                      | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    124733 | PA      | $125018.83    | 0.01%             | 2031-07-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center, LLC                                              | Potomac Energy Center LLC 2025 Term Loan                                        | CUSIP: 73767TAB2<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |     30546 | PA      | $30718.29     | 0.00%             | 2032-08-05      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $2997754.20   | 0.34%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Mortgage Finance Trust Series 2007-A2                                     | CUSIP: 16163LAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321661 | PA      | $320869.98    | 0.04%             | 2035-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2219395.80   | 0.25%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3007000 | PA      | $2951340.43   | 0.34%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                     | General Electric Co                                                             | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2182000 | PA      | $2078682.30   | 0.24%             | 2036-08-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                    | LXP Industrial Trust                                                            | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |   3325000 | PA      | $3540759.25   | 0.41%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                            | WP Carey Inc                                                                    | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   2220000 | PA      | $2234896.20   | 0.26%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                             | Capital Street Master Trust                                                     | CUSIP: 14051LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1526532.32   | 0.18%             | 2029-08-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                    | BlueMountain CLO XXX Ltd                                                        | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502970.00   | 0.29%             | 2035-04-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                   | Scripps Escrow II Inc                                                           | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $88526.00     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2012-2                                                   | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1182977 | PA      | $1151114.07   | 0.13%             | 2029-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                            | MH Sub I LLC 2023 Term Loan                                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     51824 | PA      | $49977.40     | 0.01%             | 2028-05-03      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-6                                                   | CUSIP: 78445CAD4<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |    663714 | PA      | $656656.99    | 0.08%             | 2083-07-26      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                          | Sabre GLBL Inc 2022 1st Lien Term Loan B                                        | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     16411 | PA      | $15460.79     | 0.00%             | 2028-06-30      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $14554.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                | United Natural Foods Inc 2024 Term Loan                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     96744 | PA      | $97429.56     | 0.01%             | 2031-05-01      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | Modivcare Inc 2024 Term Loan B                                                  | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    263564 | PA      | $126620.26    | 0.01%             | 2031-07-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36225DCE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82846 | PA      | $84201.24     | 0.01%             | 2034-07-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5855000 | PA      | $5762900.85   | 0.66%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                        | GWT 2024-WLF2                                                                   | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2767000 | PA      | $2775846.93   | 0.32%             | 2041-05-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41, LTD.                                    | Octagon Investment Partners 41 Ltd                                              | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5470000 | PA      | $5477176.64   | 0.63%             | 2033-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                 | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                              | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     62076 | PA      | $62216.87     | 0.01%             | 2028-05-05      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                   | Charter Communications Operating LLC 2024 Term Loan B5                          | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1450511 | PA      | $1451555.83   | 0.17%             | 2031-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings Inc                                                      | Mativ Holdings Inc Delayed Draw Term Loan A                                     | CUSIP: 80854EAJ7<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |     38482 | PA      | $38289.60     | 0.00%             | 2027-05-06      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                          | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 22541Q4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20864 | PA      | $20859.57     | 0.00%             | 2034-02-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 31398FDH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1312072 | PA      | $1335543.73   | 0.15%             | 2049-10-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $491425.00    | 0.06%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                                      | New Century Home Equity Loan Trust Series 2005-D                                | CUSIP: 64352VPQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2944945 | PA      | $2869667.17   | 0.33%             | 2036-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 31398MDK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2219038 | PA      | $209246.02    | 0.02%             | 2036-11-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BUND FUTURE DEC25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -5 | NC      | $-3289.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3273882.40   | 0.38%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                            | Peraton Corp Term Loan B                                                        | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     82489 | PA      | $69780.58     | 0.01%             | 2028-02-01      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                    | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    114000 | PA      | $135574.79    | 0.02%             | 2031-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3526709 | PA      | $3427579.54   | 0.39%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                                   | Tricon American Homes 2020-SFR1                                                 | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3282000 | PA      | $3263840.69   | 0.37%             | 2038-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1137638.80   | 0.13%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                           | MASTR Alternative Loan Trust 2003-5                                             | CUSIP: 576434FF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1055795 | PA      | $1050825.40   | 0.12%             | 2033-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                       | Xerox Corp                                                                      | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315301.00    | 0.04%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58210000 | PA      | $58089487.25  | 6.66%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                         | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   2490000 | PA      | $2455382.03   | 0.28%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36225CB54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1449 | PA      | $1451.09      | 0.00%             | 2027-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company LLC                                | Pediatric Associates Holding Company LLC 2021 Term Loan B                       | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33370 | PA      | $31989.54     | 0.00%             | 2028-12-29      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                 | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1435630.70   | 0.16%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                     | LCM 37 Ltd                                                                      | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2566942 | PA      | $2567093.45   | 0.29%             | 2034-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38384WTH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6852547 | PA      | $6874651.27   | 0.79%             | 2054-09-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc 2024 Term Loan A3                                     | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    669298 | PA      | $655912.06    | 0.08%             | 2029-03-01      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3940000 | PA      | $3896029.60   | 0.45%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3014 | NC      | $392931.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA GENERATION LLC                                                    | Alpha Generation LLC Term Loan B                                                | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    112342 | PA      | $112327.77    | 0.01%             | 2031-09-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                 | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC6                   | CUSIP: 86362VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24194 | PA      | $24171.10     | 0.00%             | 2037-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc 2025 Term Loan M                                                  | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     89933 | PA      | $89937.53     | 0.01%             | 2032-08-19      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1591395.96   | 0.18%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| X Corp.                                                                 | X Corp Term Loan                                                                | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87218 | PA      | $85679.87     | 0.01%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1770880 | PA      | $1772946.60   | 0.20%             | 2038-07-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust Series 2024-4                                          | CUSIP: 46657WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2473485 | PA      | $2498212.87   | 0.29%             | 2054-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                 | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1301000 | PA      | $1292049.12   | 0.15%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   7201000 | PA      | $7019606.81   | 0.80%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27225000 | PA      | $27087811.59  | 3.11%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Cleanova US Holdings LLC                                                | Cleanova US Holdings LLC 2025 Term Loan B                                       | CUSIP: 000000000<br>LEI: 254900Q8HEK85N92G859 | Long             | LON              | CORP              | US        |     34060 | PA      | $34060.30     | 0.00%             | 2032-06-14      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Trust 2011-GC5                                           | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210465 | PA      | $1185521.33   | 0.14%             | 2044-08-10      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities Inc.                                     | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R9   | CUSIP: 03072SQ32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2875713 | PA      | $2847022.21   | 0.33%             | 2035-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                    | Heartland Dental LLC 2025 Term Loan                                             | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     89528 | PA      | $89483.65     | 0.01%             | 2032-08-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                          | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   6745000 | PA      | $6700483.00   | 0.77%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2021-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4425536 | PA      | $4122539.37   | 0.47%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.                                                    | NYACK Park CLO Ltd                                                              | CUSIP: 67080PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    418527 | PA      | $418547.71    | 0.05%             | 2034-10-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman Loan Advisers CLO 49 Ltd                                       | CUSIP: 64135JAL6<br>LEI: 549300IN02DS1MN5HW62 | Long             | ABS-CBDO         | CORP              | JE        |   7150000 | PA      | $7154826.25   | 0.82%             | 2035-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                 | X Corp 2025 Fixed Term Loan                                                     | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     31241 | PA      | $31382.37     | 0.00%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                         | Naked Juice LLC 2025 FLTO Term Loan                                             | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     43268 | PA      | $18100.41     | 0.00%             | 2030-01-24      | Floating      | 10.10%                | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                   | Dave & Buster's Inc 2024 1st Lien Term Loan B                                   | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     63511 | PA      | $58866.67     | 0.01%             | 2031-11-01      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   1595000 | PA      | $1632498.45   | 0.19%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1355000 | PA      | $1319794.93   | 0.15%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1233 | NC      | $26838.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                   | Global Switch Finance BV                                                        | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    485000 | PA      | $539511.95    | 0.06%             | 2030-10-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                         | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                          | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    543090 | PA      | $543123.33    | 0.06%             | 2034-08-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2179000 | PA      | $2222078.83   | 0.25%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36225DKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3031 | PA      | $3090.61      | 0.00%             | 2035-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                    | Bayer US Finance LLC                                                            | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   6230000 | PA      | $6550595.80   | 0.75%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Residential Finance                            | Specialty Underwriting & Residential Finance Trust Series 2005-BC2              | CUSIP: 84751PFW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542828 | PA      | $540436.05    | 0.06%             | 2035-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |   1245000 | PA      | $1206716.25   | 0.14%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust                   | CUSIP: 92922FTX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304064 | PA      | $306886.10    | 0.04%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                        | IndyMac INDX Mortgage Loan Trust 2004-AR8                                       | CUSIP: 45660N2J3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379985 | PA      | $353783.12    | 0.04%             | 2034-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | BDL2CXRV1 FWDP 2Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  43113000 | NC      | $16068.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                     | Xerox Holdings Corp 2023 Term Loan B                                            | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |     91759 | PA      | $85392.81     | 0.01%             | 2029-11-19      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust                  | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    587040 | PA      | $581201.74    | 0.07%             | 2045-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                  | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     27991 | PA      | $28077.80     | 0.00%             | 2028-07-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                 | GSR Mortgage Loan Trust 2005-AR7                                                | CUSIP: 362341WZ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |     58386 | PA      | $56566.95     | 0.01%             | 2035-11-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                        | Freddie Mac Strips                                                              | CUSIP: 3132HTWM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4028651 | PA      | $4010366.08   | 0.46%             | 2043-11-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc                                                  | Barracuda Networks Inc 2022 Term Loan                                           | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |     32467 | PA      | $27372.20     | 0.00%             | 2029-08-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                           | Vistra Operations Company LLC 1st Lien Term Loan B3                             | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    218862 | PA      | $219417.20    | 0.03%             | 2030-12-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                                   | Global SC Finance VII Srl                                                       | CUSIP: 37959PAC1<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BB        |   2296042 | PA      | $2195950.40   | 0.25%             | 2040-11-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2021-C                                | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    589716 | PA      | $538190.04    | 0.06%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4954186.80   | 0.57%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128K6NM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       443 | PA      | $454.18       | 0.00%             | 2033-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                             | Asurion LLC 2021 Second Lien Term Loan B4                                       | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     46768 | PA      | $44874.94     | 0.01%             | 2029-01-20      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                    | Grifols Worldwide Operations USA Inc 2019 USD Term Loan B                       | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105912 | PA      | $105716.68    | 0.01%             | 2027-11-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36225CVC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3234 | PA      | $3279.12      | 0.00%             | 2032-06-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 31398FXF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    828745 | PA      | $833265.01    | 0.10%             | 2049-11-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2022-FOX2                                                              | CUSIP: 05610AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2170000 | PA      | $2165935.59   | 0.25%             | 2039-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                 | Zayo Group Holdings Inc USD Term Loan                                           | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    101885 | PA      | $100715.76    | 0.01%             | 2027-03-09      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                 | Great Canadian Gaming Corp/Raptor LLC                                           | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |    150000 | PA      | $148417.50    | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                 | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $13664.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12860515 | PA      | $12535222.21  | 1.44%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                | Virgin Media Bristol LLC USD Term Loan N                                        | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     13618 | PA      | $13619.65     | 0.00%             | 2028-01-31      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust                  | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203325 | PA      | $192016.87    | 0.02%             | 2035-01-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD LLC                                                         | South Field LLC 2025 Term Loan C                                                | CUSIP: 83783XAE6<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |      1943 | PA      | $1949.89      | 0.00%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 31398CKM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153947 | PA      | $155864.83    | 0.02%             | 2038-06-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MASTR Seasoned Securitization Trust                                     | MASTR Seasoned Securitization Trust 2004-1                                      | CUSIP: 55265WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65608 | PA      | $64596.51     | 0.01%             | 2032-10-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                     | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1120009.78   | 0.13%             | 2026-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CASTLE US HOLDING CORPORATION                                           | Castle US Holding Corporation 2025 New Money FLFO Term Loan                     | CUSIP: 14852DAG6<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |      4374 | PA      | $4433.40      | 0.00%             | 2030-04-29      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Bank                                                                    | BANK 2018-BNK14                                                                 | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3303050 | PA      | $3285503.33   | 0.38%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5425000 | PA      | $5471112.50   | 0.63%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                        | ALLO Issuer LLC                                                                 | CUSIP: 01983KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1472240.83   | 0.17%             | 2053-06-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                  | CHL Mortgage Pass-Through Trust 2004-14                                         | CUSIP: 12669FT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6087 | PA      | $5784.54      | 0.00%             | 2034-08-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                                 | HPS Loan Management 2021-16 Ltd                                                 | CUSIP: 40440XAL5<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4002608.00   | 0.46%             | 2035-01-23      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2021-XL2                                           | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1127629 | PA      | $1127398.64   | 0.13%             | 2038-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXIV Ltd                                                   | CUSIP: 55820NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1025089 | PA      | $1025363.69   | 0.12%             | 2029-10-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136B72K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2494550 | PA      | $2456593.22   | 0.28%             | 2050-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                                                | Showtime Acquisition LLC 2024 1st Lien Term Loan                                | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |     99018 | PA      | $99512.88     | 0.01%             | 2031-08-16      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1239504.00   | 0.14%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                    | Federal Realty OP LP                                                            | CUSIP: 313747AF4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |   1850000 | PA      | $1887814.00   | 0.22%             | 2026-08-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                                     | MASTR Asset Backed Securities Trust 2006-HE1                                    | CUSIP: 57643LQV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3090843 | PA      | $3040743.66   | 0.35%             | 2036-01-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                           | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1497020.40   | 0.17%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                     | LCM 33 Ltd                                                                      | CUSIP: 50202CAJ3<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5003550.00   | 0.57%             | 2034-07-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | MODIVCARE INC 2025 DIP TERM LOAN                                                | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    119406 | PA      | $118211.94    | 0.01%             | 2026-02-22      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                 | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3289445.05   | 0.38%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1035543 | PA      | $1036348.08   | 0.12%             | 2038-07-15      | Floating      | 5.34%                 | 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        |    359734 | PA      | $360045.91    | 0.04%             | 2030-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 31398GE54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    686627 | PA      | $691049.05    | 0.08%             | 2040-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                | Last Mile Logistics Pan Euro Finance DAC                                        | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |    826723 | PA      | $972079.24    | 0.11%             | 2033-08-17      | Floating      | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 31398NEQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1974845 | PA      | $221764.16    | 0.03%             | 2040-09-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1350000 | PA      | $1296931.50   | 0.15%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                  | Philip Morris International Inc                                                 | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $514678.57    | 0.06%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2433487.50   | 0.28%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                         | CCRR Parent Inc Term Loan B                                                     | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21023 | PA      | $7147.94      | 0.00%             | 2028-03-06      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| PHH Alternative Mortgage Trust                                          | PHH Alternative Mortgage Trust Series 2007-3                                    | CUSIP: 69337MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2946355 | PA      | $2903337.51   | 0.33%             | 2037-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136B9AC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4443091 | PA      | $4339178.30   | 0.50%             | 2050-03-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                | Benchmark 2020-B17 Mortgage Trust                                               | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4056576 | PA      | $3806562.48   | 0.44%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36202CXQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       212 | PA      | $211.80       | 0.00%             | 2027-09-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                        | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3                  | CUSIP: 59024VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2703002 | PA      | $2706608.14   | 0.31%             | 2037-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                       | World Omni Auto Receivables Trust 2021-D                                        | CUSIP: 98163KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5325000 | PA      | $5305245.32   | 0.61%             | 2027-11-15      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1974594.00   | 0.23%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                        | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2415526.80   | 0.28%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                   | CWABS Asset-Backed Certificates Trust 2006-4                                    | CUSIP: 126670WV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1468228 | PA      | $1459959.24   | 0.17%             | 2036-07-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                          | DTI Holdco Inc 2025 Term Loan B                                                 | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |     34879 | PA      | $31173.70     | 0.00%             | 2029-04-26      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-SCHATZ FUT DEC25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -12 | NC      | $1252.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Commercial Mortgage Trust                                           | UBS Commercial Mortgage Trust 2018-C12                                          | CUSIP: 90353DAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543666 | PA      | $542423.18    | 0.06%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                      | Element Materials Technology Group US Holdings Inc 2022 USD Term Loan           | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     38678 | PA      | $38986.26     | 0.00%             | 2029-07-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0504A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31725000 | PA      | $32068581.75  | 3.68%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4796367 | PA      | $4660536.86   | 0.53%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                              | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    570000 | PA      | $707054.93    | 0.08%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CLI Funding LLC                                                         | CLI Funding VI LLC                                                              | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    370990 | PA      | $347642.25    | 0.04%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33256.65     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1451000 | PA      | $1440930.06   | 0.17%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO 2019-2 Ltd                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   1929613 | PA      | $1932464.84   | 0.22%             | 2032-08-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                    | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1902408.00   | 0.22%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 31396WVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118176 | PA      | $117704.15    | 0.01%             | 2037-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX 2021-MFM1                                                                    | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105221 | PA      | $105195.31    | 0.01%             | 2034-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-4                                                   | CUSIP: 78445AAD8<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |   1194577 | PA      | $1197969.89   | 0.14%             | 2049-07-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                          | AA Bond Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    455000 | PA      | $651838.51    | 0.07%             | 2028-01-31      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                     | JP Morgan Mortgage Acquisition Trust 2006-NC1                                   | CUSIP: 46626LJR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3020134 | PA      | $3122291.80   | 0.36%             | 2036-04-25      | Floating      | 4.75%                 | 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        |   4805321 | NS      | $4805321.29   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NMLT Trust                                                              | NLT 2021-INV2 Trust                                                             | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4761472 | PA      | $4182053.27   | 0.48%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                 | Guardian Life Global Funding                                                    | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1723182.10   | 0.20%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4400000 | PA      | $4268627.00   | 0.49%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                     | Calpine Corporation 2024 Term Loan B10                                          | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    132663 | PA      | $132677.65    | 0.02%             | 2031-01-31      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38376JDD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1528632 | PA      | $168145.59    | 0.02%             | 2037-05-20      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139373 | PA      | $139339.48    | 0.02%             | 2035-07-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    221000 | PA      | $235309.75    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                         | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                       | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     64496 | PA      | $64450.88     | 0.01%             | 2028-12-21      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                        | Freddie Mac Strips                                                              | CUSIP: 3128HVR92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690544 | PA      | $685983.76    | 0.08%             | 2036-07-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5725000 | PA      | $5384711.73   | 0.62%             | 2055-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -99 | NC      | $-315757.53   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Investment Partners 45, Ltd.                                    | Octagon Investment Partners 45 Ltd                                              | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4502209.50   | 0.52%             | 2035-04-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                        | QUIDELORTHO CORP TERM LOAN                                                      | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     81261 | PA      | $80939.53     | 0.01%             | 2032-08-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                            | GS Mortgage Securities Corp Trust 2023-FUN                                      | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1755000 | PA      | $1764829.05   | 0.20%             | 2028-03-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXIII Ltd                                                  | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5424711 | PA      | $5431448.62   | 0.62%             | 2031-07-27      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4682513.40   | 0.54%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11735000 | PA      | $12163679.55  | 1.39%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                          | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    530785 | PA      | $531522.81    | 0.06%             | 2030-06-24      | Floating      | 5.89%                 | 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        |    152000 | PA      | $159245.84    | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31402RQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3270 | PA      | $3428.32      | 0.00%             | 2033-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc 2023 Term Loan J                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     35665 | PA      | $35687.27     | 0.00%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                             | SREIT Trust 2021-MFP2                                                           | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3640000 | PA      | $3638708.89   | 0.42%             | 2036-11-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD                                    | Octagon Investment Partners XVII Ltd                                            | CUSIP: 67590GBL2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   1310000 | PA      | $1313175.44   | 0.15%             | 2031-01-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC                                                | Edgewater Generation LLC 2025 Repriced Term Loan                                | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |     29333 | PA      | $29440.63     | 0.00%             | 2030-08-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                             | Kedrion SpA                                                                     | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    370000 | PA      | $366092.80    | 0.04%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                               | BXP Trust 2017-GM                                                               | CUSIP: 056083AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2465000 | PA      | $2401555.09   | 0.28%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                           | MASTR Alternative Loan Trust 2003-1                                             | CUSIP: 576434BZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376204 | PA      | $386723.74    | 0.04%             | 2032-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    879000 | PA      | $852287.19    | 0.10%             | 2028-06-01      | Fixed         | 2.18%                 | 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        |    260000 | PA      | $267532.20    | 0.03%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                 | Grand Canyon University                                                         | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147598.50    | 0.02%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS                                                 | Premier Health Partners                                                         | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3446240.00   | 0.40%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| City of Baltimore MD                                                    | BALTIMORE MD                                                                    | CUSIP: 059189NR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    530000 | PA      | $530172.25    | 0.06%             | 2025-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $2388.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                               | Nelnet Student Loan Trust 2013-1                                                | CUSIP: 64033CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    766803 | PA      | $765096.81    | 0.09%             | 2041-06-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                                        | Red Ventures LLC 2024 Term Loan B                                               | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |     63257 | PA      | $59778.30     | 0.01%             | 2030-03-04      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                     | General Electric Co                                                             | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2239514.70   | 0.26%             | 2026-05-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                     | JP Morgan Mortgage Acquisition Trust 2007-CH4                                   | CUSIP: 46630CAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7152634 | PA      | $7030084.46   | 0.81%             | 2037-05-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                       | Citigroup Mortgage Loan Trust 2006-AMC1                                         | CUSIP: 17309PAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3934055 | PA      | $3836913.31   | 0.44%             | 2036-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136BTBD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13004770 | PA      | $13022734.95  | 1.49%             | 2054-10-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                    | SMRT 2022-MINI                                                                  | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2885000 | PA      | $2882379.84   | 0.33%             | 2039-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Access Group Inc                                                        | Access Group Inc 2015-1                                                         | CUSIP: 00435TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541792 | PA      | $538203.54    | 0.06%             | 2056-07-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 31392KC38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1446 | PA      | $1462.51      | 0.00%             | 2031-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                                        | TCI-Symphony CLO 2016-1 Ltd                                                     | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |   5744912 | PA      | $5750335.63   | 0.66%             | 2032-10-13      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13700000 | PA      | $12914654.35  | 1.48%             | 2055-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                              | GC Ferry Acquisition I Inc Term Loan                                            | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     32347 | PA      | $32075.19     | 0.00%             | 2032-08-16      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                                                   | DK Crown Holdings Inc 2025 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37481 | PA      | $37469.73     | 0.00%             | 2032-03-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation                      | HDI Aerospace Intermediate Holding III Corporation Term Loan B                  | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |     61845 | PA      | $62115.88     | 0.01%             | 2032-02-11      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                              | DOC DR LLC                                                                      | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |   3995000 | PA      | $3996797.75   | 0.46%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | BDL2CYFJ9 FWDP 5Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  18017000 | NC      | $19597.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA INC                                                               | IQVIA Inc 2025 Incremental Term Loan B5                                         | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    175014 | PA      | $176085.61    | 0.02%             | 2031-01-02      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG                                          | CREDIT SUISSE FIRST BOSTON MTG                                                  | CUSIP: 22540AFG8<br>LEI: 549300164ZV2301BC703 | Long             | ABS-MBS          | CORP              | US        |     54699 | PA      | $54610.65     | 0.01%             | 2028-09-25      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                    | LHOME Mortgage Trust 2023-RTL3                                                  | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180000 | PA      | $2184247.08   | 0.25%             | 2028-08-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                  | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    805000 | PA      | $842649.85    | 0.10%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                         | Mid-State Trust                                                                 | CUSIP: 59549RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108304 | PA      | $107999.44    | 0.01%             | 2036-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                           | HTL Commercial Mortgage Trust 2024-T53                                          | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2668000 | PA      | $2707485.60   | 0.31%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                   | CWABS Asset-Backed Certificates Trust 2007-7                                    | CUSIP: 12669VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5533470 | PA      | $5262384.16   | 0.60%             | 2047-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                         | Impac CMB Trust Series 2005-5                                                   | CUSIP: 45254NPU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    673157 | PA      | $635925.83    | 0.07%             | 2035-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                         | Naked Juice LLC 2025 FLFO Term Loan                                             | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    446698 | PA      | $450979.90    | 0.05%             | 2029-01-24      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                    | Kelso Industries LLC Term Loan                                                  | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94295 | PA      | $94766.64     | 0.01%             | 2029-12-30      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                          | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2635000 | PA      | $2743667.40   | 0.31%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                            | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2341225.25   | 0.27%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                            | VOYA CLO 2017-2                                                                 | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    547119 | PA      | $547461.68    | 0.06%             | 2030-06-07      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $80082.34     | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8150000 | PA      | $7450619.98   | 0.85%             | 2055-10-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc                                         | Advantage Sales & Marketing Inc 2024 Term Loan                                  | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |     68842 | PA      | $61903.65     | 0.01%             | 2027-10-28      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                | MIAMI-DADE CNTY FL AVIATION REVENUE                                             | CUSIP: 59333P6D5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $422101.64    | 0.05%             | 2028-10-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4188174.75   | 0.48%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $5329357.25   | 0.61%             | 2027-03-01      | Fixed         | 2.90%                 | 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: N/A                  | Long             | DBT              | CORP              | US        |    517500 | PA      | $521313.98    | 0.06%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1118000 | PA      | $1075683.70   | 0.12%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-2422.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                           | MASTR Alternative Loan Trust 2003-9                                             | CUSIP: 576434KX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1121381 | PA      | $1129247.27   | 0.13%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 31397GQR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225747 | PA      | $224187.68    | 0.03%             | 2035-08-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    196000 | PA      | $182889.56    | 0.02%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                                                    | Celsius Holdings Inc Term Loan                                                  | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47477 | PA      | $47654.76     | 0.01%             | 2032-04-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                                   | MASTR Adjustable Rate Mortgages Trust 2003-6                                    | CUSIP: 576433GH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1820 | PA      | $1783.14      | 0.00%             | 2034-01-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136BDUA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754773 | PA      | $729965.82    | 0.08%             | 2030-11-25      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 31298EX91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       679 | PA      | $691.82       | 0.00%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1260000 | PA      | $1265305.61   | 0.15%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5365000 | PA      | $5425409.90   | 0.62%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  11500000 | PA      | $11022980.00  | 1.26%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                        | AmWINS Group Inc 2025 Term Loan B                                               | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     69929 | PA      | $69973.65     | 0.01%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                             | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   7290000 | PA      | $7498275.30   | 0.86%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan Trust                                    | GMACM Home Equity Loan Trust 2000-HE2                                           | CUSIP: 361856AN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44797 | PA      | $40236.84     | 0.00%             | 2030-06-25      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                      | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1470000 | PA      | $1410499.69   | 0.16%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $2139376.72   | 0.25%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971XMF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4060000 | PA      | $3994816.70   | 0.46%             | 2026-11-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 31397JE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    582167 | PA      | $578145.99    | 0.07%             | 2035-08-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 31394NT81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715457 | PA      | $718847.15    | 0.08%             | 2033-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                             | SREIT Trust 2021-MFP2                                                           | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $2148783.53   | 0.25%             | 2036-11-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                           | MASTR Alternative Loan Trust 2004-7                                             | CUSIP: 576434TC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    916443 | PA      | $930201.64    | 0.11%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                         | Securitized Asset Backed Receivables LLC Trust 2006-CB1                         | CUSIP: 81375WHH2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |   1267116 | PA      | $1091404.48   | 0.13%             | 2036-01-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | Altice Financing SA                                                             | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    215000 | PA      | $194129.95    | 0.02%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc Term Loan A1                                          | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    331629 | PA      | $329141.38    | 0.04%             | 2027-08-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1937680.00   | 0.22%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                           | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |    825000 | PA      | $836649.00    | 0.10%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 313921X45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174074 | PA      | $176001.90    | 0.02%             | 2031-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | Modivcare Inc 2025 Incremental Term Loan                                        | CUSIP: 60783LAD2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     81493 | PA      | $36671.76     | 0.00%             | 2026-01-12      | Floating      | 13.78%                | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                         | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1562087.04   | 0.18%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                                      | One New York Plaza Trust 2020-1NYP                                              | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1968920.40   | 0.23%             | 2036-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38384W6J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13020757 | PA      | $13061655.43  | 1.50%             | 2054-09-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38384WM28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9548426 | PA      | $9586349.12   | 1.10%             | 2054-09-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31404KNR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54206 | PA      | $54354.58     | 0.01%             | 2034-04-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 31359QS96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1058 | PA      | $1056.66      | 0.00%             | 2027-09-17      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                         | TripAdvisor Inc Term Loan                                                       | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     46543 | PA      | $45728.85     | 0.01%             | 2031-07-08      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                | BDL2CXX51 FWDP 2Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  43113000 | NC      | $5367.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    356000 | PA      | $357307.19    | 0.04%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                  | Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4                      | CUSIP: 59020ULQ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |    255811 | PA      | $243291.20    | 0.03%             | 2034-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                | MIAMI-DADE CNTY FL AVIATION REVENUE                                             | CUSIP: 59333P6E3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    985000 | PA      | $921322.71    | 0.11%             | 2029-10-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                             | Southern Co/The                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2194000 | PA      | $2167628.12   | 0.25%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust                                                   | Terwin Mortgage Trust 2004-7HE                                                  | CUSIP: 881561FV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50480 | PA      | $49182.16     | 0.01%             | 2034-07-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1795000 | PA      | $1720489.55   | 0.20%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                                    | Pelican Products Inc 2021 Term Loan                                             | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |     79355 | PA      | $68086.82     | 0.01%             | 2028-12-29      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    144000 | PA      | $123831.36    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                     | Exeter Automobile Receivables Trust 2022-1                                      | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1608664 | PA      | $1599606.02   | 0.18%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                        | Altria Group Inc                                                                | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1448640.75   | 0.17%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $930.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                       | Hyatt Hotels Corp                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2449716.80   | 0.28%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                          | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4783749.00   | 0.55%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                               | Cast and Crew Payroll LLC 2021 Incremental Term Loan                            | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     22536 | PA      | $20470.66     | 0.00%             | 2028-12-29      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $580518.70    | 0.07%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                                       | Teva Pharmaceutical Finance Netherlands IV BV                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $185819.40    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 31397FRW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132582 | PA      | $135740.83    | 0.02%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                                     | WEC US Holdings Ltd 2024 Term Loan                                              | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     50287 | PA      | $50360.38     | 0.01%             | 2031-01-27      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                         | Invesco CLO 2021-2 Ltd                                                          | CUSIP: 46149MAL0<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4005016.00   | 0.46%             | 2034-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                   | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4520245 | PA      | $4520806.52   | 0.52%             | 2038-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $5689.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                          | Carvana Auto Receivables Trust 2021-N2                                          | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490937 | PA      | $478248.08    | 0.05%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                                            | TruGreen Limited Partnership 2020 Term Loan                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    165204 | PA      | $162519.70    | 0.02%             | 2027-11-02      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                         | C-BASS 2007-CB5 Trust                                                           | CUSIP: 12464YAA7<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |   1707895 | PA      | $1019022.07   | 0.12%             | 2037-04-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                                  | Goldentree Loan Management US Clo 11 Ltd                                        | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2600114.40   | 0.30%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                     | LCM 29 Ltd                                                                      | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1205258 | PA      | $1207173.07   | 0.14%             | 2031-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2016-787S Mortgage Trust                                                   | CUSIP: 12635WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3255000 | PA      | $3221611.51   | 0.37%             | 2036-02-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                                                          | AGL CLO 13 Ltd                                                                  | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $2454309.55   | 0.28%             | 2034-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                    | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350000 | PA      | $2307352.20   | 0.26%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| EOC BORROWER LLC                                                        | EOC Borrower LLC Term Loan A                                                    | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99375 | PA      | $99685.55     | 0.01%             | 2028-03-24      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-415.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4967600.00   | 0.57%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                    | ACE Securities Corp Home Equity Loan Trust Series 2006-OP1                      | CUSIP: 00442PAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5401187 | PA      | $5004304.42   | 0.57%             | 2036-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                                   | MASTR Adjustable Rate Mortgages Trust 2004-3                                    | CUSIP: 576433KT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28930 | PA      | $28242.55     | 0.00%             | 2034-04-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BALCAN INNOVATIONS INC                                                  | Balcan Innovations Inc Term Loan B                                              | CUSIP: 000000000<br>LEI: 549300C2CLNRVCUDIH93 | Long             | LON              | CORP              | CA        |     44417 | PA      | $42085.55     | 0.00%             | 2031-10-18      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUNDING CORP.                                      | Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2005-2              | CUSIP: 16678RDK0<br>LEI: 549300QD5ZVFK417DY24 | Long             | ABS-MBS          | CORP              | US        |    224561 | PA      | $215864.88    | 0.02%             | 2036-05-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7400000 | PA      | $7455796.00   | 0.85%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                             | Bear Stearns ARM Trust 2004-3                                                   | CUSIP: 07384MR20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152900 | PA      | $148202.46    | 0.02%             | 2034-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 3133TLMU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82793 | PA      | $84664.21     | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                                                   | TCW Central Cash Fund                                                           | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |  64811802 | NS      | $64811802.30  | 7.43%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |   2590000 | PA      | $2623385.10   | 0.30%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                       | FFMLT Trust 2005-FF8                                                            | CUSIP: 362341QS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273943 | PA      | $273722.64    | 0.03%             | 2035-09-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                                | Primo Brands Corporation 2025 Term Loan B                                       | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     14334 | PA      | $14348.26     | 0.00%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst                        | Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE3        | CUSIP: 04541GXC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100761 | PA      | $1085016.40   | 0.12%             | 2036-03-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| RESEARCH NOW GROUP INC                                                  | Research Now Group Inc 2024 First Lien First Out Term Loan                      | CUSIP: 76100MAB6<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |     21463 | PA      | $21453.65     | 0.00%             | 2028-07-15      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    755000 | PA      | $718541.05    | 0.08%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                           | MASSACHUSETTS ST SPL OBLG REVENUE                                               | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1035581 | PA      | $1039552.53   | 0.12%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                                        | Plano HoldCo Inc Term Loan B                                                    | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |     19900 | PA      | $19502.00     | 0.00%             | 2031-10-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385638 | PA      | $407125.26    | 0.05%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                    | Flutter Financing BV 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    135346 | PA      | $135412.20    | 0.02%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                     | DataBank Issuer                                                                 | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $988012.80    | 0.11%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1199964.00   | 0.14%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2014-1                                                   | CUSIP: 78448EAC9<br>LEI: 54930067J0ZNOEBRW338 | Long             | ABS-O            | CORP              | US        |   2141624 | PA      | $2080447.04   | 0.24%             | 2029-02-26      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14051000 | PA      | $13896017.47  | 1.59%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Opteum Mortgage Acceptance Corporation                                  | Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5   | CUSIP: 68383NCU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1986997 | PA      | $1962851.32   | 0.23%             | 2035-12-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                          | Apidos CLO XXXI                                                                 | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   2047545 | PA      | $2050700.08   | 0.24%             | 2031-04-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                          | KFC Holding Co 2021 Term Loan B                                                 | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    191740 | PA      | $192699.04    | 0.02%             | 2028-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                          | Opal Bidco SAS USD Term Loan B                                                  | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |     55565 | PA      | $55780.67     | 0.01%             | 2032-04-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    261000 | PA      | $258692.76    | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings, Inc                                         | Blackhawk Network Holdings Inc 2025 Term Loan B                                 | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     62403 | PA      | $62719.67     | 0.01%             | 2029-03-12      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                                                | Regatta XVI Funding Ltd                                                         | CUSIP: 75888TAL9<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   2692912 | PA      | $2698257.70   | 0.31%             | 2033-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                  | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   6540000 | PA      | $6447001.20   | 0.74%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                         | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    640000 | PA      | $660147.20    | 0.08%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                         | Allegro CLO VII Ltd                                                             | CUSIP: 01750CAL7<br>LEI: 635400EBXLHIKFL2MP73 | Long             | ABS-CBDO         | CORP              | KY        |    480421 | PA      | $480616.71    | 0.06%             | 2031-06-13      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                        | Soundview Home Loan Trust 2006-OPT4                                             | CUSIP: 83611YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2263733 | PA      | $2200920.43   | 0.25%             | 2036-06-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                 | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003 26A        | CUSIP: 86359AS95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120650 | PA      | $117214.15    | 0.01%             | 2033-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                                     | Artera Services LLC 2024 Term Loan                                              | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     82229 | PA      | $73825.58     | 0.01%             | 2031-02-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                         | Naked Juice LLC 2025 FLSO Term Loan                                             | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    345655 | PA      | $261833.58    | 0.03%             | 2029-01-24      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| TCP Sunbelt Acquisition Co                                              | TCP Sunbelt Acquisition Co 2024 Term Loan B                                     | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |    114138 | PA      | $114612.88    | 0.01%             | 2031-10-24      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                   | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71444 | PA      | $71372.38     | 0.01%             | 2045-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                   | CWABS Asset-Backed Certificates Trust 2006-14                                   | CUSIP: 23243LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    932067 | PA      | $912160.68    | 0.10%             | 2037-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | BDL2CYPL3 FWDP 5Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  18017000 | NC      | $7831.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                        | GVC Holdings (Gibraltar) Limited 2024 USD Term Loan B3                          | CUSIP: 36270BAC6<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |     37427 | PA      | $37464.84     | 0.00%             | 2029-10-31      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                     | Station Casinos LLC 2024 Term Loan B                                            | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     28668 | PA      | $28699.16     | 0.00%             | 2031-03-14      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                                   | MASTR Adjustable Rate Mortgages Trust 2004-13                                   | CUSIP: 576433UF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210167 | PA      | $202049.21    | 0.02%             | 2034-11-21      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Park Place Securities Inc                                               | Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-WCW3          | CUSIP: 70069FLX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1036315 | PA      | $1038366.07   | 0.12%             | 2035-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $11647.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                    | Charter Communications Operating LLC 2023 Term Loan B4                          | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    132167 | PA      | $132139.97    | 0.02%             | 2030-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3934989.60   | 0.45%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                | Last Mile Logistics Pan Euro Finance DAC                                        | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |    981856 | PA      | $1156357.38   | 0.13%             | 2033-08-17      | Floating      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Mid-State Trust                                                         | Mid-State Capital Corp 2006-1 Trust                                             | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1549789 | PA      | $1558861.38   | 0.18%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10550000 | PA      | $10495198.03  | 1.20%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $1331.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                 | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EagleView Technology Corporation                                        | EagleView Technology Corporation 2025 Term Loan                                 | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |    130377 | PA      | $128381.13    | 0.01%             | 2028-08-14      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                                                             | Magnite Inc 2025 Repriced Term Loan B                                           | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |     34240 | PA      | $34360.94     | 0.00%             | 2031-02-06      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                                | Davide Campari-Milano NV                                                        | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $340261.13    | 0.04%             | 2029-01-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                             | Ziggo Financing Partnership USD Term Loan I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30195 | PA      | $30151.50     | 0.00%             | 2028-04-30      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                               | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715000 | PA      | $2733078.64   | 0.31%             | 2040-06-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9767800.00   | 1.12%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                                         | RAC Bond Co PLC                                                                 | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $582748.61    | 0.07%             | 2028-11-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2015-DC1 Mortgage Trust                                                    | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2588683 | PA      | $2547704.24   | 0.29%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                    | Niagara Mohawk Power Corp                                                       | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4425432.00   | 0.51%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                     | Calpine Corporation 2024 Term Loan B5                                           | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    101753 | PA      | $101760.62    | 0.01%             | 2032-02-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2022-I1                                                               | CUSIP: 12568TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3549006 | PA      | $3570860.83   | 0.41%             | 2067-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Goal Capital Funding Trust                                              | Goal Capital Funding Trust 2006-1                                               | CUSIP: 38021BAG5<br>LEI: 5493009VZI2B6V83UU74 | Long             | ABS-O            | CORP              | US        |    793997 | PA      | $772848.03    | 0.09%             | 2042-08-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                           | JGWPT XXX LLC                                                                   | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2182714 | PA      | $2077847.57   | 0.24%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36225CUP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6264 | PA      | $6298.45      | 0.00%             | 2032-03-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX 2021-MFM1                                                                    | CUSIP: 05608VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1354500 | PA      | $1354190.90   | 0.16%             | 2034-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38378MVN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18077 | PA      | $17880.68     | 0.00%             | 2026-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 3137FRTX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4047379 | PA      | $3962425.83   | 0.45%             | 2050-03-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                                  | FIS Fabbrica Italiana Sintetici SpA                                             | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $237528.55    | 0.03%             | 2027-08-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    830000 | PA      | $860087.50    | 0.10%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ANTYLIA SCIENTIFIC                                                      | Antylia Scientific Term Loan                                                    | CUSIP: 12592HAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53942 | PA      | $53403.05     | 0.01%             | 2032-05-27      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3700000 | PA      | $3588955.60   | 0.41%             | 2055-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                 | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    106921 | PA      | $102383.39    | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                                      | Elmwood CLO 15 Ltd                                                              | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4400000 | PA      | $4404012.80   | 0.50%             | 2035-04-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                        | MortgageIT Trust 2005-4                                                         | CUSIP: 61913PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098895 | PA      | $1099380.19   | 0.13%             | 2035-10-25      | Floating      | 4.83%                 | 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        |   4983107 | PA      | $4671662.89   | 0.54%             | 2038-07-03      | Fixed         | 3.23%                 | No            |                  3 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   3255000 | PA      | $3202041.15   | 0.37%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3203303.05   | 0.37%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                    | Kelso Industries LLC Delayed Draw Term Loan                                     | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23867 | PA      | $23985.99     | 0.00%             | 2029-12-30      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross 2024-H6 Mortgage Trust                                                    | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    986682 | PA      | $987851.09    | 0.11%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housing Contract                                | Lehman ABS Manufactured Housing Contract Trust 2001-B                           | CUSIP: 52519SAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30657489 | PA      | $277117.64    | 0.03%             | 2040-04-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0404A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $19677590.00  | 2.26%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   3013595 | PA      | $2690764.87   | 0.31%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                   | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    498366 | PA      | $499425.13    | 0.06%             | 2030-11-08      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Campbell Union School District                                          | CAMPBELL CA UNION SCH DIST                                                      | CUSIP: 134141ZE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1789228.00   | 0.21%             | 2027-08-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                             | GSAMP Trust 2006-HE2                                                            | CUSIP: 362334LJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    753106 | PA      | $747204.41    | 0.09%             | 2046-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Freddie Mac STACR REMIC Trust 2022-DNA6                                         | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    565800 | PA      | $569061.27    | 0.07%             | 2042-09-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                        | Delivery Hero SE 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    103826 | PA      | $105107.99    | 0.01%             | 2029-12-12      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                             | GSAMP Trust 2005-HE4                                                            | CUSIP: 362341KE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338728 | PA      | $341015.29    | 0.04%             | 2045-07-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FARM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    599404 | PA      | $599439.14    | 0.07%             | 2044-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                         | Star Parent Inc Term Loan B                                                     | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     22642 | PA      | $22670.46     | 0.00%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Store Master Funding I - VII, XIV                                       | Store Master Funding I-VII and XIV                                              | CUSIP: 86212XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975687 | PA      | $957251.43    | 0.11%             | 2049-11-20      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | Voyager Parent LLC Term Loan B                                                  | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    100360 | PA      | $100686.63    | 0.01%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                            | Saxon Asset Securities Trust 2006-2                                             | CUSIP: 80556XAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7973566 | PA      | $7624204.36   | 0.87%             | 2036-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| KESTREL ACQUISITION LLC                                                 | Kestrel Acquisition LLC 2024 Term Loan B                                        | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |     30104 | PA      | $30241.78     | 0.00%             | 2031-11-06      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                                | Ryan LLC Term Loan                                                              | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     36193 | PA      | $36309.95     | 0.00%             | 2030-11-14      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                        | Modena Buyer LLC Term Loan                                                      | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     20655 | PA      | $20426.46     | 0.00%             | 2031-07-01      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                        | MortgageIT Trust 2005-3                                                         | CUSIP: 61915RAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53779 | PA      | $53721.40     | 0.01%             | 2035-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                     | JP Morgan Mortgage Acquisition Corp 2005-FRE1                                   | CUSIP: 46626LCC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1290707 | PA      | $1274825.37   | 0.15%             | 2035-10-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust 2024-9                                        | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2493322 | PA      | $2506913.11   | 0.29%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                           | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4987000 | PA      | $4921470.82   | 0.56%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                                  | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W2     | CUSIP: 040104ND9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    954278 | PA      | $947824.32    | 0.11%             | 2035-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                            | MH Sub I LLC 2024 Term Loan B4                                                  | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     77424 | PA      | $71423.92     | 0.01%             | 2031-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO 2018-1 Ltd                                                   | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    391763 | PA      | $391958.62    | 0.04%             | 2031-05-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -521 | NC      | $-763297.99   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| HTS Funding DE LLC                                                      | HTS Fund II LLC                                                                 | CUSIP: 40456GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1535000 | PA      | $1543310.64   | 0.18%             | 2045-06-23      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                              | Cornerstone Generation LLC Term Loan B                                          | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     26261 | PA      | $26477.60     | 0.00%             | 2032-08-11      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Mortgage Finance Trust Series 2007-A1                                     | CUSIP: 161630AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1759087 | PA      | $1729672.70   | 0.20%             | 2037-02-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US Holdco 2 Inc                                         | BCPE North Star US HoldCo 2 Inc Term Loan                                       | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |     63541 | PA      | $63621.29     | 0.01%             | 2028-06-09      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO 2019-1 Ltd                                                   | CUSIP: 77342MAY2<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4405227.20   | 0.51%             | 2034-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                      | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1456332.15   | 0.17%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                         | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2480000 | PA      | $2486933.58   | 0.29%             | 2037-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                        | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1844395.20   | 0.21%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                       | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $5023091.20   | 0.58%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $4611777.40   | 0.53%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                        | TRESTLES CLO V LTD                                                              | CUSIP: 89532UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2499382.50   | 0.29%             | 2034-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                                | NRTH 2024-PARK Mortgage Trust                                                   | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2997448.50   | 0.34%             | 2039-03-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                                | Papa John's International Inc                                                   | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221004.70    | 0.03%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                       | First Franklin Mortgage Loan Trust 2004-FF5                                     | CUSIP: 32027NKU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299635 | PA      | $283063.32    | 0.03%             | 2034-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc 2024 Term Loan I                                                  | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     43687 | PA      | $43693.18     | 0.01%             | 2028-08-24      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16305000 | PA      | $16194813.91  | 1.86%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                   | Jane Street Group LLC 2024 Term Loan B1                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     80497 | PA      | $80019.07     | 0.01%             | 2031-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | ModivCare Inc                                                                   | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    909300 | PA      | $22732.50     | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0324A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14075000 | PA      | $13645698.43  | 1.56%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12900000 | PA      | $12795077.85  | 1.47%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan Asset-Backed CTFS                           | Chase Funding Trust Series 2002-2                                               | CUSIP: 161551FX9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618870 | PA      | $618474.55    | 0.07%             | 2032-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1438147.60   | 0.16%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD LLC                                                         | South Field LLC 2025 Term Loan B                                                | CUSIP: 83783XAD8<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     30208 | PA      | $30321.71     | 0.00%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Highways PLC                                                            | Highways 2021 PLC                                                               | CUSIP: 000000000<br>LEI: 635400GGBFFTA8MRIA09 | Long             | ABS-MBS          | CORP              | GB        |   1400000 | PA      | $1897372.39   | 0.22%             | 2031-12-18      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                                          | Sabre GLBL Inc 2024 Term Loan B1                                                | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     21912 | PA      | $20734.59     | 0.00%             | 2029-11-15      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    886000 | PA      | $877813.36    | 0.10%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4905150.00   | 0.56%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| BNC Mortgage Loan Trust                                                 | BNC Mortgage Loan Trust 2007-1                                                  | CUSIP: 05569GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2412370 | PA      | $2366584.31   | 0.27%             | 2037-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 31398NTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338334 | PA      | $337796.10    | 0.04%             | 2040-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                                  | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    935000 | PA      | $1045813.89   | 0.12%             | 2028-05-04      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                  | Banc of America Alternative Loan Trust 2003-8                                   | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2101389 | PA      | $2122831.46   | 0.24%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1465369.10   | 0.17%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                                  | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                     | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     37627 | PA      | $37434.60     | 0.00%             | 2032-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                               | Invitation Homes Operating Partnership LP 2024 Term Loan                        | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |    954196 | PA      | $954196.13    | 0.11%             | 2028-09-09      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc Term Loan A2                                          | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    331629 | PA      | $329141.38    | 0.04%             | 2027-02-22      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                           | First Horizon Alternative Mortgage Securities Trust 2004-AA3                    | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       677 | PA      | $691.41       | 0.00%             | 2034-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 31398RCR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272387 | PA      | $276755.18    | 0.03%             | 2040-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                 | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AL7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1949298.00   | 0.22%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-03

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

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer