# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001410368-25-022018
**Filing Date:** 2025-11
**Character Count:** 418044
**Document Hash:** 45a356f4996ea313a9ba495b31e06b3f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-022018.hdr.sgml**: 20251113

**ACCESSION NUMBER**: 0001410368-25-022018

**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:** 251475886

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 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 UNCONSTRAINED BOND FUND

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

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

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

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

- **b. Date as of which information is reported:** 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:** $3105502205.61

**Total Liabilities:** $360444346.07

**Net Assets:** $2745057859.54

**Delayed Delivery Securities:** $20963687.41

**Cash Not Reported:** $20955698.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2340.89000000 | **1-Year:** -41398.62000000 | **5-Year:** -147407.67000000 | **10-Year:** -98022.00000000 | **30-Year:** -12309.12000000

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

- **3-Month:** -4940.28000000 | **1-Year:** -84556.48000000 | **5-Year:** -177674.07000000 | **10-Year:** -110857.92000000 | **30-Year:** -9003.29000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105185 | 0.15%                | 0.95%                | 0.86%                |
| Class ID C000218402 | 0.18%                | 0.98%                | 0.79%                |
| Class ID C000105186 | 0.17%                | 0.97%                | 0.89%                |
| Class ID C000263831 |  | 0.27%                | 0.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1004644.80             | $-10938924.76                              |
| Month 2  | $4412659.05              | $15549992.11                               |
| Month 3  | $6474725.06              | $9911725.18                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Progress Residential Trust                                       | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15752000 | PA      | $15660569.09  | 0.57%             | 2026-05-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst                 | Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE5         | CUSIP: 04544PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2759906 | PA      | $2729950.26   | 0.10%             | 2036-07-25      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $4166851.10   | 0.15%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NCFA LLC LOAN PARTICIPATION 1                                    | NCFA LLC LOAN PARTICIPATION 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7192445 | PA      | $7192445.15   | 0.26%             | 2028-06-12      | Fixed         | 2.75%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 5901886X1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4410340.00   | 0.16%             | 2026-12-01      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                         | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284014.50    | 0.01%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                           | Argent Securities Trust 2006-W3                                                  | CUSIP: 040104SR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  36357760 | PA      | $10987834.55  | 0.40%             | 2036-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                                             | Cotiviti Corporation 2025 2nd Amendment Term Loan                                | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    444039 | PA      | $436823.31    | 0.02%             | 2032-03-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                     | Luna 2 5SARL                                                                     | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |   1335000 | PA      | $1597832.48   | 0.06%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                       | GC Ferry Acquisition I Inc Delayed Draw Term Loan                                | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     76340 | PA      | $75699.32     | 0.00%             | 2032-08-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                         | Bear Stearns ALT-A Trust 2005-8                                                  | CUSIP: 07386HWR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3871792 | PA      | $3556374.73   | 0.13%             | 2035-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 31397TAZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18196 | PA      | $1183.74      | 0.00%             | 2038-04-15      | Floating      | 1.41%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $10101170.00  | 0.37%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2006-A3                                                 | CUSIP: 46628KAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13532 | PA      | $11420.36     | 0.00%             | 2036-05-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                    | Corevest American Finance 2019-3 Trust                                           | CUSIP: 21872NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618129 | PA      | $1346.78      | 0.00%             | 2052-10-15      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housing                                  | Greenpoint Manufactured Housing                                                  | CUSIP: 395383AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3393747 | PA      | $1907309.89   | 0.07%             | 2030-03-20      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-2366.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BOBL FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -34 | NC      | $-5241.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16558857 | PA      | $15672050.41  | 0.57%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BM7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25673183 | PA      | $1671.32      | 0.00%             | 2043-10-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                         | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    867000 | PA      | $838926.54    | 0.03%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                 | Soundview Home Loan Trust 2007-WMC1                                              | CUSIP: 83612NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    919243 | PA      | $246996.28    | 0.01%             | 2037-02-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | Spectrum Brands Inc                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $1709906.64   | 0.06%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCRR PARENT INC                                                  | CCRR Parent Inc US Acquisition Facility                                          | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    731691 | PA      | $250604.11    | 0.01%             | 2028-03-06      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5115000 | PA      | $5299884.23   | 0.19%             | 2041-12-25      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                | First Franklin Mortgage Loan Trust Series 2007-FF2                               | CUSIP: 32029GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485247 | PA      | $231399.98    | 0.01%             | 2037-03-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BQYV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  48404819 | PA      | $215904.85    | 0.01%             | 2026-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                | PRPM 2023-NQM3 Trust                                                             | CUSIP: 69380TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2350306.44   | 0.09%             | 2068-11-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                             | Smithfield Foods Inc                                                             | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4135782.70   | 0.15%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                     | Hudson Yards 2019-55HY Mortgage Trust                                            | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6891000 | PA      | $5889058.25   | 0.21%             | 2041-12-10      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                                | 245 Park Avenue Trust 2017-245P                                                  | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4903279.00   | 0.18%             | 2037-06-05      | Fixed         | 3.51%                 | 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        |    368325 | PA      | $369168.75    | 0.01%             | 2031-07-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAN4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3667191.36   | 0.13%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3890000 | PA      | $3751827.20   | 0.14%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2020-R6                                                                | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3667950 | PA      | $3386334.33   | 0.12%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    960000 | PA      | $968409.60    | 0.04%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                              | AUST 10Y BOND FUT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      -182 | NC      | $-44196.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1751817.56   | 0.06%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2259000 | PA      | $2191365.54   | 0.08%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1702080.16   | 0.06%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                         | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   4202000 | PA      | $4048879.12   | 0.15%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    782000 | PA      | $583325.08    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | American Express Co                                                              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2305984.50   | 0.08%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $4141.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                 | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5                   | CUSIP: 59025RAW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19936810 | PA      | $12249393.58  | 0.45%             | 2037-10-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                 | Berry Global Inc                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    556000 | PA      | $556061.16    | 0.02%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2027000 | PA      | $1767645.35   | 0.06%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4060000 | PA      | $4129263.60   | 0.15%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                          | HPS Loan Management 2024-20 Ltd                                                  | CUSIP: 40443WAC4<br>LEI: 213800WIAH3I2V9VZZ91 | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4867130.20   | 0.18%             | 2037-07-25      | Floating      | 6.17%                 | 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        |   1516893 | PA      | $1318589.37   | 0.05%             | 2030-04-05      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38378BWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24521555 | PA      | $12113.65     | 0.00%             | 2052-06-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                   | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4970000 | PA      | $5143335.71   | 0.19%             | 2042-07-13      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                | PRPM 2024-RPL1 LLC                                                               | CUSIP: 69380XAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6782000 | PA      | $6510654.89   | 0.24%             | 2064-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                         | HAH Group Holding Co LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1274420.40   | 0.05%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    130000 | PA      | $153333.47    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-9043.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                             | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $247433.80    | 0.01%             | 2032-09-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-1594.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    900000 | PA      | $880650.00    | 0.03%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                      | City Football Group Limited 2024 Term Loan                                       | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    480774 | PA      | $481776.27    | 0.02%             | 2030-07-22      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6802724 | PA      | $5997465.88   | 0.22%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust                   | CUSIP: 92922FB49<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67687 | PA      | $66612.68     | 0.00%             | 2034-11-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2020-VIVA                                           | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4623201.00   | 0.17%             | 2044-03-11      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Sequoia Logistics                                                | Sequoia Logistics 2025-1 DAC                                                     | CUSIP: 000000000<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-MBS          | CORP              | IE        |   3500000 | PA      | $4103603.84   | 0.15%             | 2037-02-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                                          | SolarWinds Holdings Inc 2025 Term Loan                                           | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    771189 | PA      | $758657.20    | 0.03%             | 2032-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                          | Aurizon Network Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |   3160000 | PA      | $1890473.17   | 0.07%             | 2030-09-02      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                 | Vantage Data Centers Jersey Borrower Spv Ltd                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |   5350000 | PA      | $7385942.05   | 0.27%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3871872.00   | 0.14%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2019-R3                                                                | CUSIP: 12559PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4144322 | PA      | $3914356.70   | 0.14%             | 2058-06-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                          | Bayer US Finance II LLC                                                          | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1198520.68   | 0.04%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                           | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                         | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    911968 | PA      | $910066.92    | 0.03%             | 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        |    768032 | PA      | $770033.03    | 0.03%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                          | Farmers Exchange Capital II                                                      | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2459850.00   | 0.09%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                                  | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151DAC5<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $0.80         | 0.00%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2593488.50   | 0.09%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust 2006-7                                            | CUSIP: 41161VAA8<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |   7291553 | PA      | $6233600.27   | 0.23%             | 2046-09-19      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-347.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    875000 | PA      | $895912.50    | 0.03%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2006-QS16 Trust                                                      | CUSIP: 74922LAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271871 | PA      | $217041.28    | 0.01%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1154507.11   | 0.04%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                         | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2283165.72   | 0.08%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                 | Arches Buyer Inc 2021 Term Loan B                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    276945 | PA      | $277702.47    | 0.01%             | 2027-12-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2008-5                                                    | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |   7315000 | PA      | $7550632.24   | 0.28%             | 2073-07-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2005-QA13 Trust                                                      | CUSIP: 761118PE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1077608 | PA      | $949582.18    | 0.03%             | 2035-12-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9788988 | PA      | $9532477.38   | 0.35%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                           | Rockford Tower CLO 2025-2 Ltd                                                    | CUSIP: 77342RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6710000 | PA      | $6741516.87   | 0.25%             | 2038-03-31      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 12498NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570649 | PA      | $467663.35    | 0.02%             | 2036-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                     | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $798992.79    | 0.03%             | 2044-05-21      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   4042448 | PA      | $4328774.18   | 0.16%             | 2039-11-25      | Floating      | 13.72%                | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | Athene Global Funding                                                            | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1453629.65   | 0.05%             | 2029-01-07      | Fixed         | 2.72%                 | 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        |    161689 | PA      | $154918.24    | 0.01%             | 2029-03-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWAH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14497816 | PA      | $800426.16    | 0.03%             | 2055-06-25      | Floating      | 0.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BUDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7960669 | PA      | $749979.63    | 0.03%             | 2054-12-25      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC 2021                                    | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8322185.95   | 0.30%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137ABTX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6321 | PA      | $5717.07      | 0.00%             | 2033-11-15      | None          | 0.00%                 | 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        |   1730551 | PA      | $1734522.86   | 0.06%             | 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        |    412729 | PA      | $415052.63    | 0.02%             | 2032-08-05      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                                   | Becle SAB de CV                                                                  | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   4450000 | PA      | $3849027.50   | 0.14%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                     | Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                           | CUSIP: 94984MAM6<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    196802 | PA      | $181251.71    | 0.01%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-4759.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust 2021-P4                                           | CUSIP: 14687KAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14200 | PA      | $1770532.45   | 0.06%             | 2028-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                            | MASTR Adjustable Rate Mortgages Trust 2006-OA2                                   | CUSIP: 55275NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14085823 | PA      | $10652948.92  | 0.39%             | 2046-12-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1630000 | PA      | $1599828.70   | 0.06%             | 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        |  10370000 | PA      | $9878980.50   | 0.36%             | 2036-08-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                          | Structured Asset Securities Corp Mortgage Loan Trust 2005-2XS                    | CUSIP: 86359B2J9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       127 | PA      | $1271.39      | 0.00%             | 2035-02-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                            | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1350021.50   | 0.05%             | 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        |    609877 | PA      | $593450.01    | 0.02%             | 2029-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                         | DSLA Mortgage Loan Trust 2007-AR1                                                | CUSIP: 23333YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998309 | PA      | $831550.10    | 0.03%             | 2037-03-19      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2005-3                                                    | CUSIP: 78442GPD2<br>LEI: 5493000ZPP19J8RRD157 | Long             | ABS-O            | CORP              | US        |   1549248 | PA      | $1486488.17   | 0.05%             | 2040-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                   | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-AR5                   | CUSIP: 22541SJH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22087 | PA      | $21510.54     | 0.00%             | 2034-06-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                            | Sixth Street CLO XX Ltd                                                          | CUSIP: 83012RAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $2987177.20   | 0.11%             | 2038-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                                             | AGNC Investment Corp                                                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |    582000 | NS      | $5697780.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                   | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 22541QZR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158591 | PA      | $156111.73    | 0.01%             | 2033-11-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                            | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    775000 | PA      | $623464.25    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA9                     | CUSIP: 32051GXE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684585 | PA      | $594339.59    | 0.02%             | 2035-11-25      | Variable      | 5.30%                 | 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        |    711189 | PA      | $685853.35    | 0.02%             | 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        |   2824259 | PA      | $2794231.85   | 0.10%             | 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        |    167680 | PA      | $157968.61    | 0.01%             | 2028-06-30      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                   | Securitized Asset Backed Receivables LLC Trust 2007-BR2                          | CUSIP: 81378PAB4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |   5339413 | PA      | $2392892.78   | 0.09%             | 2037-02-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                               | Alternative Loan Trust 2006-HY12                                                 | CUSIP: 02146PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1540046 | PA      | $1444206.31   | 0.05%             | 2036-08-25      | Variable      | 4.15%                 | 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        |    777431 | PA      | $782939.05    | 0.03%             | 2031-05-01      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2023-LIFE                                                               | CUSIP: 05609DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4362000 | PA      | $4204968.00   | 0.15%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | Modivcare Inc 2024 Term Loan B                                                   | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |   2616663 | PA      | $1257084.31   | 0.05%             | 2031-07-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE INDUSTRIAL PORTFOLI                                   | BLACKSTONE INDUSTRIAL PORTFOLI                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2079482 | PA      | $2060974.94   | 0.08%             | 2027-04-09      | Fixed         | 2.23%                 | No            |                  3 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA12                    | CUSIP: 32051GQ81<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710702 | PA      | $430227.77    | 0.02%             | 2036-02-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing III LP                                                   | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5569500 | PA      | $5421413.12   | 0.20%             | 2027-12-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                           | Pertamina Persero PT                                                             | CUSIP: 69370PAH4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   4079000 | PA      | $3815578.18   | 0.14%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                              | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                                | CUSIP: 07336PAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5619697 | PA      | $5714807.74   | 0.21%             | 2047-06-25      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                           | Natixis Commercial Mortgage Securities Trust 2018-ALXA                           | CUSIP: 63874GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1095000 | PA      | $934195.31    | 0.03%             | 2043-01-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note Asset                             | Merrill Lynch Alternative Note Asset Trust Series 2007-OAR2                      | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5558714 | PA      | $4436603.73   | 0.16%             | 2037-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    780000 | PA      | $845855.40    | 0.03%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                               | Morgan Stanley Mortgage Loan Trust 2004-7AR                                      | CUSIP: 61748HCH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87992 | PA      | $86265.38     | 0.00%             | 2034-09-25      | Variable      | 5.11%                 | 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        |    596894 | PA      | $597323.56    | 0.02%             | 2031-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136ARP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15509250 | PA      | $575608.76    | 0.02%             | 2039-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31397LX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56998 | PA      | $4160.70      | 0.00%             | 2038-07-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    813000 | PA      | $845276.10    | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2007-QS1 Trust                                                       | CUSIP: 74922KAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1159533 | PA      | $7198.85      | 0.00%             | 2037-01-25      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BN6J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  78150000 | PA      | $229096.73    | 0.01%             | 2044-03-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                        | Costa Rica Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   2150000 | PA      | $2315808.00   | 0.08%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                    | Corevest American Finance 2020-4 Trust                                           | CUSIP: 21873AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2635958 | PA      | $12988.42     | 0.00%             | 2052-12-15      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUND FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -250 | NC      | $-160925.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Saxon Asset Securities Trust                                     | Saxon Asset Securities Trust 2007-2                                              | CUSIP: 80556YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11143682 | PA      | $8243306.87   | 0.30%             | 2047-05-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                       | Morgan Stanley Capital I Inc Trust 2006-NC2                                      | CUSIP: 617451EF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233851 | PA      | $233004.71    | 0.01%             | 2036-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                     | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1113369 | PA      | $941843.38    | 0.03%             | 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        |   3025000 | PA      | $3597488.85   | 0.13%             | 2031-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                           | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2853243.70   | 0.10%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                                     | Hudson Yards 2019-55HY Mortgage Trust                                            | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6555000 | PA      | $6144664.87   | 0.22%             | 2041-12-10      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                           | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1559558 | PA      | $1528662.96   | 0.06%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137APLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47053 | PA      | $5399.28      | 0.00%             | 2042-04-15      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                | Citigroup Mortgage Loan Trust 2006-HE3                                           | CUSIP: 17310VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6090061 | PA      | $4166608.68   | 0.15%             | 2036-12-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8142000 | PA      | $8574320.66   | 0.31%             | 2055-05-20      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1430000 | PA      | $1469539.50   | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1687368.90   | 0.06%             | 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        |  29935000 | PA      | $29873025.27  | 1.09%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    891000 | PA      | $981160.29    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38376LWH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    293284 | PA      | $4916.97      | 0.00%             | 2035-07-20      | Floating      | 0.62%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                                       | BGME Trust 2021-VR                                                               | CUSIP: 05551XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $2423520.66   | 0.09%             | 2043-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    675000 | PA      | $566061.75    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    355000 | PA      | $344158.30    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2021-SFR8 Trust                                             | CUSIP: 74333TAQ2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   4886000 | PA      | $4794602.97   | 0.17%             | 2038-10-17      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                           | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1223582 | PA      | $1113900.56   | 0.04%             | 2034-03-31      | Fixed         | 2.16%                 | 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        |   1866390 | PA      | $1789187.10   | 0.07%             | 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        |   4110000 | PA      | $4169923.80   | 0.15%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust                                    | KRE Commercial Mortgage Trust 2025-AIP4                                          | CUSIP: 50077KAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4126000 | PA      | $4120257.02   | 0.15%             | 2042-03-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                               | Wells Fargo Alternative Loan 2007-PA5 Trust                                      | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998479 | PA      | $901510.12    | 0.03%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                             | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $607680.50    | 0.02%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                     | BAMLL Commercial Mortgage Securities Trust 2018-PARK                             | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7845000 | PA      | $7654812.10   | 0.28%             | 2038-08-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2006-AR27                                       | CUSIP: 45661LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4545605 | PA      | $1786340.56   | 0.07%             | 2036-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CTEC II GMBH                                                     | CTEC II GmbH                                                                     | CUSIP: 000000000<br>LEI: 98450044C9BACG3DA974 | Long             | DBT              | CORP              | DE        |    654000 | PA      | $713928.33    | 0.03%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2021-SFR10 Trust                                            | CUSIP: 74333WAQ5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3360925 | PA      | $3256223.97   | 0.12%             | 2040-12-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                | First Franklin Mortgage Loan Trust Series 2006-FF18                              | CUSIP: 32029AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    591754 | PA      | $545103.19    | 0.02%             | 2037-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust 2022-P2                                           | CUSIP: 14686JAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54850 | PA      | $6509924.41   | 0.24%             | 2029-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2003-7                                                    | CUSIP: 78442GHK5<br>LEI: 549300IWUQEXD0TZWG69 | Long             | ABS-O            | CORP              | US        |   1320232 | PA      | $1257305.71   | 0.05%             | 2039-09-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2007-QH6 Trust                                                       | CUSIP: 74922AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5817801 | PA      | $5484386.65   | 0.20%             | 2037-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                         | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   1695000 | PA      | $1955337.20   | 0.07%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                        | Healthpeak Properties Inc 2024 Term Loan A3                                      | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |   1664689 | PA      | $1631395.05   | 0.06%             | 2029-03-01      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                               | Alternative Loan Trust 2005-74T1                                                 | CUSIP: 12668AL37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4738116 | PA      | $2675781.16   | 0.10%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                      | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1278813.00   | 0.05%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC Term Loan B                                                 | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   1552923 | PA      | $1552728.85   | 0.06%             | 2031-09-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2006-QS13 Trust                                                      | CUSIP: 75115DAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2013 | PA      | $1136.21      | 0.00%             | 2061-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3129000 | PA      | $3118185.55   | 0.11%             | 2042-01-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| OWNIT Mortgage Loan Asset-Backed Certificates                    | Ownit Mortgage Loan Trust Series 2006-2                                          | CUSIP: 69121PDC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1813126 | PA      | $1774038.20   | 0.06%             | 2037-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc 2025 Term Loan M                                                   | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1246099 | PA      | $1246161.07   | 0.05%             | 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        |   2429000 | PA      | $2051752.01   | 0.07%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Astrion Group, LLC                                               | Astrion Group LLC 2024 Term Loan                                                 | CUSIP: 29288KAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1496231 | PA      | $1455084.34   | 0.05%             | 2031-08-29      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                          | X Corp Term Loan                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1120892 | PA      | $1101119.57   | 0.04%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-PAT                                                                | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5236000 | PA      | $5246111.76   | 0.19%             | 2041-03-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $215210.00    | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2383000 | PA      | $2197197.49   | 0.08%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1761.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                             | ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1                     | CUSIP: 00442JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2099028 | PA      | $855554.57    | 0.03%             | 2037-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  49531000 | PA      | $701337.66    | 0.03%             | 2027-12-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8525699 | PA      | $157421.92    | 0.01%             | 2045-10-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| NCFA LLC LOAN PARTICIPATION 3                                    | NCFA LLC LOAN PARTICIPATION 3                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2670000.00   | 0.10%             | 2030-04-11      | Variable      | 7.90%                 | No            |                  3 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 201491000 | PA      | $200475674.76 | 7.30%             | 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        |    472556 | PA      | $472555.75    | 0.02%             | 2032-06-14      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                            | NORTHWEST TX INDEP SCH DIST                                                      | CUSIP: 667826HF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1477436.16   | 0.05%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                             | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $2090780.48   | 0.08%             | 2034-05-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    960000 | PA      | $855254.40    | 0.03%             | 2032-03-27      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA3                     | CUSIP: 32051GLU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577225 | PA      | $543866.48    | 0.02%             | 2035-05-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                             | Heartland Dental LLC 2025 Term Loan                                              | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |   1241512 | PA      | $1240897.49   | 0.05%             | 2032-08-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2021-BPNY                                                                   | CUSIP: 12659XAA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |  11772943 | PA      | $11189461.02  | 0.41%             | 2026-08-15      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2008-2                                                    | CUSIP: 784442AD7<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1031441.40   | 0.04%             | 2083-01-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    710000 | PA      | $895341.95    | 0.03%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   5440000 | PA      | $5128723.20   | 0.19%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 2020-FL4 Ltd                                                                 | CUSIP: 58003UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4481000 | PA      | $4490560.89   | 0.16%             | 2035-12-15      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-23569.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2003-12                                                   | CUSIP: 78442GKD7<br>LEI: GX18J72G8XB30P3MQA62 | Long             | ABS-O            | CORP              | US        |   1866190 | PA      | $1802247.34   | 0.07%             | 2068-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2006-2                                                 | CUSIP: 640315AH0<br>LEI: 549300ICCIKZ4HWN5R47 | Long             | ABS-O            | CORP              | US        |   2083625 | PA      | $1888267.37   | 0.07%             | 2038-01-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                          | X Corp 2025 Fixed Term Loan                                                      | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    517036 | PA      | $519369.96    | 0.02%             | 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        |    387306 | PA      | $162023.71    | 0.01%             | 2030-01-24      | Floating      | 10.10%                | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT7                                                               | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4041986.40   | 0.15%             | 2044-07-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2005-QA7 Trust                                                       | CUSIP: 76110H7B9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318970 | PA      | $301632.12    | 0.01%             | 2035-07-25      | Variable      | 5.37%                 | 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        |    858747 | PA      | $795951.07    | 0.03%             | 2031-11-01      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                  | Lehman XS Trust Series 2005-5N                                                   | CUSIP: 86359DUR6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |    116798 | PA      | $116674.99    | 0.00%             | 2035-11-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC Mortgage-Backed Trust Series 2006-1                                         | CUSIP: 225470UL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2177713 | PA      | $1953776.85   | 0.07%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2020-R7                                                                | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5656032 | PA      | $5251638.08   | 0.19%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1355706.00   | 0.05%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     30000 | PA      | $27391.50     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |   1182479 | PA      | $1598034.89   | 0.06%             | 2035-05-17      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                   | Dyno Nobel Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |   2010000 | PA      | $1338294.88   | 0.05%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384WAV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19646714 | PA      | $1175629.69   | 0.04%             | 2054-09-20      | Floating      | 1.01%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3075000 | PA      | $2480368.80   | 0.09%             | 2055-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                            | Global Switch Finance BV                                                         | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |   4505000 | PA      | $5011342.98   | 0.18%             | 2030-10-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| EUROGRID GMBH                                                    | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $354473.93    | 0.01%             | 2031-09-05      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| PARADIGM PARENT LLC                                              | Paradigm Parent LLC 1st Lien Term Loan                                           | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |    750000 | PA      | $674883.75    | 0.02%             | 2032-04-16      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $414545.95    | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                    | RFMSI Series 2007-SA2 Trust                                                      | CUSIP: 74958XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181809 | PA      | $92936.89     | 0.00%             | 2037-04-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIT EDUCATION LOAN TRUST                                         | CIT Education Loan Trust 2007-1                                                  | CUSIP: 17284LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801316 | PA      | $748611.15    | 0.03%             | 2042-06-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                           | CHL Mortgage Pass-Through Trust 2005-3                                           | CUSIP: 12669GTQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1863117 | PA      | $1784852.72   | 0.07%             | 2035-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                          | Guggenheim Partners LLC 2024 Term Loan B                                         | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    367161 | PA      | $368813.51    | 0.01%             | 2031-11-26      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                         | DSLA Mortgage Loan Trust 2004-AR4                                                | CUSIP: 23332UBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356686 | PA      | $271155.24    | 0.01%             | 2045-01-19      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CRSNT Trust                                                      | CRSNT Trust 2021-MOON                                                            | CUSIP: 22877LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2956653.30   | 0.11%             | 2036-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                            | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |   2075000 | PA      | $2555959.07   | 0.09%             | 2030-04-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                          | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    827000 | PA      | $814983.69    | 0.03%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                          | GSR Mortgage Loan Trust 2005-AR4                                                 | CUSIP: 362341FQ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |    241622 | PA      | $233208.03    | 0.01%             | 2035-07-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                              | Xerox Holdings Corp 2023 Term Loan B                                             | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |   2195683 | PA      | $2043357.91   | 0.07%             | 2029-11-19      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| PATHWAY VET ALLIANCE LLC                                         | Pathway Vet Alliance LLC 2025 Tranche A Term Loan A                              | CUSIP: 000000000<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |    167373 | PA      | $169390.23    | 0.01%             | 2028-06-30      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 31397JZ64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4504 | PA      | $6383.59      | 0.00%             | 2037-07-15      | Floating      | 13.67%                | 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        |    484791 | PA      | $486295.80    | 0.02%             | 2028-07-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding XXXIX Ltd                                                   | CUSIP: 55821LAL8<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8011792.00   | 0.29%             | 2034-10-22      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR 2021-SFR3 Trust                                                             | CUSIP: 00180UAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4900032.50   | 0.18%             | 2038-10-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                    | Corevest American Finance 2020-1 Trust                                           | CUSIP: 21872UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2390934 | PA      | $2266152.26   | 0.08%             | 2050-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                             | LXP Industrial Trust                                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |   2000000 | PA      | $1827360.00   | 0.07%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc                                           | Barracuda Networks Inc 2022 Term Loan                                            | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    971987 | PA      | $819448.07    | 0.03%             | 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        |    640998 | PA      | $642623.17    | 0.02%             | 2030-12-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Farmers Exchange Capital                                         | Farmers Exchange Capital                                                         | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155076.00    | 0.01%             | 2048-07-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLMB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4156075 | PA      | $4006241.71   | 0.15%             | 2055-06-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC 2021 Second Lien Term Loan B4                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    659757 | PA      | $633046.32    | 0.02%             | 2029-01-20      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32000000 | PA      | $249833.60    | 0.01%             | 2044-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Medina Valley Independent School District                        | MEDINA VLY TX INDEP SCH DIST                                                     | CUSIP: 584887WW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $995364.44    | 0.04%             | 2050-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11314126 | PA      | $11029696.27  | 0.40%             | 2052-10-01      | Fixed         | 4.50%                 | 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        |    865473 | PA      | $863876.11    | 0.03%             | 2027-11-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                  | Fannie Mae Interest Strip                                                        | CUSIP: 31424UGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14031654 | PA      | $1832535.75   | 0.07%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                       | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $390894.22    | 0.01%             | 2032-09-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |   6241000 | PA      | $6418494.04   | 0.23%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLO WAREHOUSE INVESTMENT ONEX                                    | CLO WAREHOUSE INVESTMENT ONEX                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    684000 | PA      | $585504.00    | 0.02%             | 2025-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31398NQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18645 | PA      | $1655.85      | 0.00%             | 2040-10-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                      | Visio 2023-2 Trust                                                               | CUSIP: 92839CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6088000 | PA      | $6143588.31   | 0.22%             | 2058-10-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                                            | INTELSAT EMERGENCE SA                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    100739 | NS      | $56413.84     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Zayo Group Holdings Inc                                          | Zayo Group Holdings Inc USD Term Loan                                            | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    412415 | PA      | $407680.24    | 0.01%             | 2027-03-09      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                   | Structured Adjustable Rate Mortgage Loan Trust Series 2005-12                    | CUSIP: 863579SU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122091 | PA      | $103591.18    | 0.00%             | 2035-06-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                         | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2659989.14   | 0.10%             | 2033-11-21      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| DROP Mortgage Trust 2021-FILE                                    | DROP Mortgage Trust 2021-FILE                                                    | CUSIP: 26210YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3145000 | PA      | $2694036.56   | 0.10%             | 2043-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                            | Universal Health Services Inc                                                    | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    590000 | PA      | $513394.40    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    382000 | PA      | $350053.34    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                         | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4002000 | PA      | $1601840.52   | 0.06%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $506369.10    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                          | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   8235000 | PA      | $8210871.45   | 0.30%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                          | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |   1075000 | PA      | $1063658.75   | 0.04%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1630000 | PA      | $1476030.20   | 0.05%             | 2032-01-15      | Fixed         | 5.00%                 | 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        |    574494 | PA      | $574583.40    | 0.02%             | 2028-01-31      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BS5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  51156937 | PA      | $104764.29    | 0.00%             | 2026-08-25      | Variable      | 1.08%                 | 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        |    235613 | PA      | $222508.82    | 0.01%             | 2035-01-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2006-AR7 Trust                    | CUSIP: 93363CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2147241 | PA      | $2030742.76   | 0.07%             | 2046-07-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD LLC                                                  | South Field LLC 2025 Term Loan C                                                 | CUSIP: 83783XAE6<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     26774 | PA      | $26874.34     | 0.00%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                     | BAMLL Commercial Mortgage Securities Trust 2020-BOC                              | CUSIP: 05551JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  98610000 | PA      | $403551.56    | 0.01%             | 2032-01-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMCM 2018-SP3 Trust                                                             | CUSIP: 12654RAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10453028 | PA      | $9034422.65   | 0.33%             | 2048-06-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                         | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3794400.00   | 0.14%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                     | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4151011.20   | 0.15%             | 2040-01-13      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                         | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3710363.70   | 0.14%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1002004.20   | 0.04%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   2280000 | PA      | $2623678.13   | 0.10%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                              | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |   3038784 | PA      | $3403467.79   | 0.12%             | 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        |     60672 | PA      | $61495.63     | 0.00%             | 2030-04-29      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                           | Switch ABS Issuer LLC                                                            | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4715000 | PA      | $4875703.23   | 0.18%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15696795 | PA      | $15304615.30  | 0.56%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3850000 | PA      | $4073377.00   | 0.15%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2025-44 Ltd                                                              | CUSIP: 67570VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $3984775.00   | 0.15%             | 2038-10-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | C-BASS 2006-CB9 TRUST                                                            | CUSIP: 12465MAB0<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |   6544026 | PA      | $2980072.96   | 0.11%             | 2036-11-25      | Floating      | 4.49%                 | 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        |   1014570 | PA      | $1019642.70   | 0.04%             | 2031-08-16      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL INC                                                  | Oregon Tool Inc 2025 2nd Lien Term Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2712219 | PA      | $2116209.01   | 0.08%             | 2029-10-15      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                  | Lehman XS Trust Series 2007-18N                                                  | CUSIP: 52525DAA6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |   2253617 | PA      | $2120632.41   | 0.08%             | 2037-10-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                              | Banc of America Funding 2006-D Trust                                             | CUSIP: 058933AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479076 | PA      | $428261.36    | 0.02%             | 2036-05-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                   | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                        | CUSIP: 933631AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4705454 | PA      | $2144746.24   | 0.08%             | 2037-01-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                          | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2173334.25   | 0.08%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-5556.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                       | HSI Asset Securitization Corp Trust 2006-HE1                                     | CUSIP: 44328AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10262435 | PA      | $2757307.97   | 0.10%             | 2036-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                                                                       | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    826000 | PA      | $524435.66    | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                | First Franklin Mortgage Loan Trust Series 2007-FF1                               | CUSIP: 32028TAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3481421 | PA      | $1913974.92   | 0.07%             | 2038-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                        | First Horizon Mortgage Pass-Through Trust 2005-AR4                               | CUSIP: 32051GTV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1151133 | PA      | $742617.88    | 0.03%             | 2035-09-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC 2025 DIP TERM LOAN                                                 | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    456634 | PA      | $452067.66    | 0.02%             | 2026-02-22      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16885000 | PA      | $16779637.60  | 0.61%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-20156.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortgage Loan Trust                     | STARM Mortgage Loan Trust 2007-4                                                 | CUSIP: 78473WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573525 | PA      | $510188.41    | 0.02%             | 2037-10-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2008-7                                                    | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $815888.77    | 0.03%             | 2083-07-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                 | ALLO Issuer LLC                                                                  | CUSIP: 01983KAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1294382.40   | 0.05%             | 2054-07-20      | Fixed         | 11.19%                | No            |                  2 | On Loan: No      |
| Clover CLO                                                       | Clover CLO 2018-1 LLC                                                            | CUSIP: 18914GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9300000 | PA      | $9332977.80   | 0.34%             | 2037-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                               | Morgan Stanley Mortgage Loan Trust 2006-2                                        | CUSIP: 61748HVE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32483 | PA      | $29694.77     | 0.00%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105706.00    | 0.00%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                               | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |   1053000 | PA      | $1117496.25   | 0.04%             | 2031-03-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38380HJF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199989 | PA      | $42304.41     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                              | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8126174 | PA      | $4274497.54   | 0.16%             | 2036-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11367951 | PA      | $11087441.33  | 0.40%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2762141.55   | 0.10%             | 2028-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                   | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5889000 | PA      | $5712227.53   | 0.21%             | 2034-09-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan Trust                             | GMACM Mortgage Loan Trust 2005-AR5                                               | CUSIP: 76112BYB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    783850 | PA      | $638184.20    | 0.02%             | 2035-09-19      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31396XFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42007 | PA      | $3522.11      | 0.00%             | 2037-08-25      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $176205.00    | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                     | MKT 2020-525M Mortgage Trust                                                     | CUSIP: 55316PAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $5667507.30   | 0.21%             | 2040-02-12      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1561581.56   | 0.06%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                  | Lehman XS Trust 2006-17                                                          | CUSIP: 52523KAQ7<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-O            | CORP              | US        |  10123023 | PA      | $9178300.61   | 0.33%             | 2046-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                      | BXHPP Trust 2021-FILM                                                            | CUSIP: 05609JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5367000 | PA      | $4677013.11   | 0.17%             | 2036-08-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                  | CCRR Parent Inc Term Loan B                                                      | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    353510 | PA      | $120193.25    | 0.00%             | 2028-03-06      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                              | Mastr Asset Backed Securities Trust 2007-WMC1                                    | CUSIP: 55275TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15407693 | PA      | $4339892.64   | 0.16%             | 2037-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                       | HSI Asset Securitization Corp Trust 2005-OPT1                                    | CUSIP: 40430HCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76361 | PA      | $76233.27     | 0.00%             | 2035-11-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                       | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1581009.18   | 0.06%             | 2041-06-14      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Knock Issuer Trust 2025-1                                        | Knock Issuer Trust 2025-1                                                        | CUSIP: 49917PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2835000 | PA      | $2867291.22   | 0.10%             | 2030-02-25      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Structured Asset Investment Loan Trust                           | Structured Asset Investment Loan Trust 2004-6                                    | CUSIP: 86358EJS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5134152 | PA      | $5355286.40   | 0.20%             | 2034-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                           | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   8130000 | PA      | $7523908.50   | 0.27%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 30 Ltd                                               | Elmwood CLO 30 Ltd                                                               | CUSIP: 29001JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6023838.00   | 0.22%             | 2037-07-17      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                     | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1625313.90   | 0.06%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2005-QA8 Trust                                                       | CUSIP: 761118BS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442851 | PA      | $224895.31    | 0.01%             | 2035-07-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | C-BASS Mortgage Loan Trust 2007-CB2                                              | CUSIP: 1248MBAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3576060 | PA      | $2091834.01   | 0.08%             | 2037-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    825000 | PA      | $857389.50    | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                                 | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |    600000 | PA      | $722082.01    | 0.03%             | 2031-06-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                   | DTI Holdco Inc 2025 Term Loan B                                                  | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |   1406110 | PA      | $1256717.87   | 0.05%             | 2029-04-26      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-2979.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1529000 | PA      | $1150266.70   | 0.04%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                                 | Grace Trust 2020-GRCE                                                            | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7117856.80   | 0.26%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                  | Cologix Data Centers US Issuer LLC                                               | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2441106.00   | 0.09%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PGA National Resort Commercial Mortgage Trust                    | PGA Trust 2024-RSR2                                                              | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8873000 | PA      | $8887010.47   | 0.32%             | 2039-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| NAPA Management Services Corporation                             | NAPA Management Services Corporation Term Loan B                                 | CUSIP: 63035HAC3<br>LEI: 549300C5SN85QZ48R870 | Long             | LON              | CORP              | US        |   1223923 | PA      | $822066.11    | 0.03%             | 2029-02-23      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-SCHATZ FUT DEC25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -3 | NC      | $313.13       | 0.00%             |  |  |  | No            |                  1 | 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        |    275246 | PA      | $277440.19    | 0.01%             | 2029-07-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| SMRT                                                             | SMRT 2022-MINI                                                                   | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6570000 | PA      | $6415765.97   | 0.23%             | 2039-01-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                | Citigroup Mortgage Loan Trust 2006-HE3                                           | CUSIP: 17310VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5698557 | PA      | $3898767.24   | 0.14%             | 2036-12-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                          | Structured Asset Securities Corp Mortgage Loan Trust 2005-4XS                    | CUSIP: 86359B4Y4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    562836 | PA      | $553928.44    | 0.02%             | 2035-03-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                               | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10983681 | PA      | $10672629.41  | 0.39%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $372134.18    | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |   5410000 | PA      | $5599446.30   | 0.20%             | 2041-09-25      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loan Trust                            | Morgan Stanley Home Equity Loan Trust 2006-3                                     | CUSIP: 61749GAD4<br>LEI: 549300C5U61AIRK1S645 | Long             | ABS-MBS          | CORP              | US        |  10263665 | PA      | $7175726.72   | 0.26%             | 2036-04-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                   | Carrington Mortgage Loan Trust Series 2006-NC4                                   | CUSIP: 14453MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14364300 | PA      | $12495880.91  | 0.46%             | 2036-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| OT MIDCO LTD                                                     | OT Midco Ltd                                                                     | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3129000 | PA      | $2125967.76   | 0.08%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                            | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    820000 | PA      | $752284.40    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2006-AR4 Trust                    | CUSIP: 93934FPN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1123005 | PA      | $1061127.45   | 0.04%             | 2046-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                  | CoreVest American Finance 2021-3 Trust                                           | CUSIP: 21873NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  52387289 | PA      | $1060805.92   | 0.04%             | 2054-10-15      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                     | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3358000 | PA      | $3412310.95   | 0.12%             | 2040-01-13      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13988779 | PA      | $13637110.09  | 0.50%             | 2052-10-01      | Fixed         | 4.50%                 | 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: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2940000 | PA      | $2630741.40   | 0.10%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR 2022-SFR1 Trust                                                             | CUSIP: 00179WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4482497.70   | 0.16%             | 2039-03-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   2257000 | PA      | $2241336.42   | 0.08%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $122124.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                   | Securitized Asset Backed Receivables LLC Trust 2007-BR4                          | CUSIP: 81378EAB9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |   8378722 | PA      | $5131807.14   | 0.19%             | 2037-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | CFMT 2024-NR1 LLC                                                                | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8401743 | PA      | $8485313.92   | 0.31%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5584488.00   | 0.20%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                | Amspec Parent LLC 2024 Delayed Draw Term Loan                                    | CUSIP: 03218AAC3<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     38667 | PA      | $38926.87     | 0.00%             | 2031-12-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RAAC Series                                                      | RAAC Series 2005-SP1 Trust                                                       | CUSIP: 76112BQY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19640 | PA      | $19700.10     | 0.00%             | 2034-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-NPL1 Trust                                                             | CUSIP: 74143VAA2<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-O            | CORP              | US        |   6808237 | PA      | $6838771.97   | 0.25%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                     | MKT 2020-525M Mortgage Trust                                                     | CUSIP: 55316PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 147585000 | PA      | $1228040.03   | 0.04%             | 2040-02-12      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $4970.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                            | Panama Government International Bonds                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    460000 | PA      | $477365.00    | 0.02%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                           | Flexential Issuer 2021-1                                                         | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2810000 | PA      | $2729346.54   | 0.10%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                                 | Owl Rock CLO XV LLC                                                              | CUSIP: 69121VAA8<br>LEI: 254900QMVISVTLAZCH37 | Long             | ABS-CBDO         | CORP              | US        |   4650000 | PA      | $4669185.90   | 0.17%             | 2036-01-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                 | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1354171 | PA      | $1294099.97   | 0.05%             | 2030-02-21      | Fixed         | 11.25%                | 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        |    322938 | PA      | $323855.21    | 0.01%             | 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        |    775000 | PA      | $1110274.38   | 0.04%             | 2028-01-31      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8934000 | PA      | $8830633.62   | 0.32%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | CUSIP: 61690FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10645802 | PA      | $143.72       | 0.00%             | 2048-04-15      | Variable      | 0.69%                 | 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        |   9006358 | NS      | $9006357.59   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Option One Mortgage Loan Trust                                   | Option One Mortgage Loan Trust 2007-4                                            | CUSIP: 68403FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11440657 | PA      | $6509128.76   | 0.24%             | 2037-04-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    665000 | PA      | $684737.20    | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                    | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1342874.00   | 0.05%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust 2021-N3                                           | CUSIP: 14687GAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19250 | PA      | $1326609.44   | 0.05%             | 2028-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22837561 | PA      | $19344414.29  | 0.70%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential 2021-SFR11 Trust                                            | CUSIP: 74333XAQ3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2895496.20   | 0.11%             | 2039-01-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                      | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4167440.55   | 0.15%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                             | ACE Securities Corp Home Equity Loan Trust Series 2006-NC3                       | CUSIP: 00442EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50011056 | PA      | $12552870.14  | 0.46%             | 2036-12-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-NPL6 LLC                                                               | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |   4803832 | PA      | $4831173.12   | 0.18%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| PHH Alternative Mortgage Trust                                   | PHH Alternative Mortgage Trust Series 2007-2                                     | CUSIP: 69337HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4291017 | PA      | $3854222.46   | 0.14%             | 2037-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    950000 | PA      | $1156836.62   | 0.04%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17000000 | PA      | $16492422.50  | 0.60%             | 2055-10-01      | 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        |    288953 | PA      | $288984.45    | 0.01%             | 2031-01-31      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31396WAS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16263 | PA      | $1493.79      | 0.00%             | 2037-06-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLPB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36373842 | PA      | $2217033.66   | 0.08%             | 2055-06-25      | Floating      | 0.69%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                   | American Rock Salt Company LLC 2024 First Out Term Loan                          | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    450097 | PA      | $449254.96    | 0.02%             | 2028-06-09      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2673587.25   | 0.10%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                                | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $97877.48     | 0.00%             | 2034-01-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38381JMQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 161154177 | PA      | $2708776.09   | 0.10%             | 2057-07-16      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certificates                                | ABFC 2007-WMC1 Trust                                                             | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14454714 | PA      | $10323474.47  | 0.38%             | 2037-06-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                          | Zayo Group Holdings Inc 2022 USD Incremental Term Loan B                         | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   1368375 | PA      | $1372890.28   | 0.05%             | 2027-03-09      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HMVM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27094634 | PA      | $2783609.27   | 0.10%             | 2055-09-25      | Floating      | 1.54%                 | 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        |    788872 | PA      | $788316.03    | 0.03%             | 2028-12-21      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                       | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23225000 | PA      | $21844529.23  | 0.80%             | 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        |      -566 | NC      | $-1790613.22  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Guatemala Government Bonds                                       | Guatemala Government Bonds                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1300000 | PA      | $1379976.00   | 0.05%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                   | Adjustable Rate Mortgage Trust 2007-1                                            | CUSIP: 007037AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    971249 | PA      | $774536.98    | 0.03%             | 2037-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                            | Panama Government International Bonds                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   3706000 | PA      | $3012533.28   | 0.11%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   1582000 | PA      | $1678312.16   | 0.06%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   3232000 | PA      | $3240112.32   | 0.12%             | 2033-02-02      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814824.00    | 0.03%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                             | ACE Securities Corp Home Equity Loan Trust Series 2006-HE3                       | CUSIP: 00441TAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4082893 | PA      | $3013232.90   | 0.11%             | 2036-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                       | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2624737.00   | 0.10%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5160000 | PA      | $5196136.00   | 0.19%             | 2028-03-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                 | QUIDELORTHO CORP TERM LOAN                                                       | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |   1125939 | PA      | $1121486.16   | 0.04%             | 2032-08-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                                  | QazaqGaz NC JSC                                                                  | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    650000 | PA      | $645768.50    | 0.02%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-1918.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                             | CUSIP: 6499022E2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2800351 | PA      | $2860707.25   | 0.10%             | 2033-03-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2012-7                                                    | CUSIP: 78447KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2122470.46   | 0.08%             | 2043-09-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1360000 | PA      | $1429332.80   | 0.05%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                     | Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | CUSIP: 44644NAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2907612 | PA      | $2919672.11   | 0.11%             | 2033-09-20      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                            | MASTR Adjustable Rate Mortgages Trust 2004-15                                    | CUSIP: 576433VT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24329 | PA      | $24371.89     | 0.00%             | 2034-10-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                   | RIDE 2025-SHRE                                                                   | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2755000 | PA      | $2821196.04   | 0.10%             | 2047-02-14      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                                          | Northwest Natural Holding Co                                                     | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    869000 | PA      | $892089.33    | 0.03%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                 | ALLO Issuer LLC                                                                  | CUSIP: 01983KAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5590000 | PA      | $5708994.33   | 0.21%             | 2055-04-20      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |   4585000 | PA      | $4815938.20   | 0.18%             | 2041-10-25      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 31397PSV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23845 | PA      | $2072.30      | 0.00%             | 2038-01-15      | Floating      | 1.41%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3864000 | PA      | $4005151.92   | 0.15%             | 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        |   1999466 | PA      | $2002245.36   | 0.07%             | 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        |    771000 | PA      | $807753.57    | 0.03%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    565051 | PA      | $565409.49    | 0.02%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                             | CUSIP: 64990KHB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1870000 | PA      | $1932792.73   | 0.07%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                            | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   3147000 | PA      | $2706357.06   | 0.10%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                           | Residential Asset Securitization Trust 2006-A9CB                                 | CUSIP: 76112HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4929893 | PA      | $1435153.56   | 0.05%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |   1035000 | PA      | $1208378.04   | 0.04%             | 2035-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BGME Trust                                                       | BGME Trust 2021-VR                                                               | CUSIP: 05551XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $2794667.70   | 0.10%             | 2043-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                                                                       | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2011787.00   | 0.07%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                             | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |    660000 | PA      | $793258.79    | 0.03%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC                                         | Edgewater Generation LLC 2025 Repriced Term Loan                                 | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    298519 | PA      | $299614.40    | 0.01%             | 2030-08-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                      | Kedrion SpA                                                                      | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   1135000 | PA      | $1123014.40   | 0.04%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136AKWF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4570880 | PA      | $4620609.58   | 0.17%             | 2043-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2020-R3                                                                | CUSIP: 12559NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4302225 | PA      | $4168435.46   | 0.15%             | 2060-01-26      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust 2022-N1                                           | CUSIP: 14686GAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71000 | PA      | $3266873.51   | 0.12%             | 2028-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLVW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4248871 | PA      | $4012018.67   | 0.15%             | 2055-06-25      | Floating      | 4.04%                 | 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        |   2998000 | PA      | $3084852.06   | 0.11%             | 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        |   1450000 | PA      | $1426785.50   | 0.05%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                          | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    895000 | PA      | $940099.05    | 0.03%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1209218.34   | 0.04%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                        | First Horizon Mortgage Pass-Through Trust 2005-AR5                               | CUSIP: 32051GXQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462497 | PA      | $357003.26    | 0.01%             | 2035-11-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1940912.00   | 0.07%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                 | WFRBS Commercial Mortgage Trust 2013-C14                                         | CUSIP: 92890PAL8<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |   1037403 | PA      | $8.92         | 0.00%             | 2046-06-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38378XDR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13353985 | PA      | $65767.04     | 0.00%             | 2055-05-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                 | Soundview Home Loan Trust 2007-OPT1                                              | CUSIP: 83612TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16023068 | PA      | $10696872.01  | 0.39%             | 2037-06-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                    | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $857025.40    | 0.03%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  68603133 | PA      | $408277.82    | 0.01%             | 2026-09-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2007-7                                                    | CUSIP: 78444EAE9<br>LEI: 549300IZGFDRVV7YTH38 | Long             | ABS-O            | CORP              | US        |   2195000 | PA      | $2219252.77   | 0.08%             | 2070-10-27      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7970435 | PA      | $7544813.85   | 0.27%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1419696.60   | 0.05%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc                                           | Michaels Companies Inc 2021 Term Loan B                                          | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   3360000 | PA      | $3181869.60   | 0.12%             | 2028-04-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31394VZ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318370 | PA      | $31718.09     | 0.00%             | 2036-03-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                                 | Red Ventures LLC 2024 Term Loan B                                                | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |    863927 | PA      | $816410.68    | 0.03%             | 2030-03-04      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XDCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10842542 | PA      | $9147927.09   | 0.33%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3066953 | PA      | $2588323.13   | 0.09%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                   | American Rock Salt Company LLC 2024 First Out Delayed Draw Term Loan             | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    285664 | PA      | $285129.77    | 0.01%             | 2028-06-09      | Floating      | 11.47%                | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA8                     | CUSIP: 32051GWF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1256225 | PA      | $697106.08    | 0.03%             | 2035-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                        | Structured Asset Mortgage Investments II Trust 2006-AR7                          | CUSIP: 86361HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5161541 | PA      | $4579781.08   | 0.17%             | 2036-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1218123.25   | 0.04%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2301132.60   | 0.08%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2021-RPL7 Trust                                                             | CUSIP: 12598JAC5<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   5878559 | PA      | $5855830.81   | 0.21%             | 2061-07-27      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  40825000 | PA      | $38484727.29  | 1.40%             | 2055-10-01      | 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        |    447133 | PA      | $443381.71    | 0.02%             | 2032-08-16      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136B7HP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 117375779 | PA      | $2219317.75   | 0.08%             | 2029-03-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC Mortgage-Backed Trust 2006-8                                                | CUSIP: 22942MAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20037 | PA      | $4745.46      | 0.00%             | 2021-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                   | US Bank C&I Credit-Linked Notes Series 2025-2                                    | CUSIP: 90355PAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1603972.80   | 0.06%             | 2032-09-25      | Floating      | 8.09%                 | 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        |    154527 | PA      | $154479.03    | 0.01%             | 2032-03-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA10                    | CUSIP: 32051GA54<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547737 | PA      | $449611.93    | 0.02%             | 2035-12-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                              | Mastr Asset Backed Securities Trust 2006-WMC1                                    | CUSIP: 57643LRK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15097909 | PA      | $5110846.04   | 0.19%             | 2036-02-25      | Floating      | 4.63%                 | 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        |    857850 | PA      | $861607.38    | 0.03%             | 2032-02-11      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1534000 | PA      | $1443432.64   | 0.05%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LBC6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |  63120948 | PA      | $96997.96     | 0.00%             | 2059-03-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                                            | Finance Department Government of Sharjah                                         | CUSIP: 38381CAE2<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |   1629000 | PA      | $1760541.75   | 0.06%             | 2032-11-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                      | Bear Stearns ARM Trust 2005-9                                                    | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642095 | PA      | $614868.58    | 0.02%             | 2035-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65438.25     | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                            | Universal Health Services Inc                                                    | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1464975.00   | 0.05%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2185904.70   | 0.08%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2014 Ltd                                                            | CUSIP: 12549JBC4<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |   8525000 | PA      | $8543141.20   | 0.31%             | 2031-01-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $856152.00    | 0.03%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1050000 | PA      | $1087999.50   | 0.04%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF 2017-KW03 Mortgage Trust                                                   | CUSIP: 30302YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6135000 | PA      | $5217231.30   | 0.19%             | 2027-08-25      | None          | 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        |    493909 | PA      | $496934.69    | 0.02%             | 2031-01-02      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1383124.60   | 0.05%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG                                   | CREDIT SUISSE FIRST BOSTON MTG                                                   | CUSIP: 22540AFG8<br>LEI: 549300164ZV2301BC703 | Long             | ABS-MBS          | CORP              | US        |      6004 | PA      | $5993.93      | 0.00%             | 2028-09-25      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001790.00   | 0.04%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2023-R1                                                                | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9988780 | PA      | $9966016.87   | 0.36%             | 2062-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9975000 | PA      | $8764059.94   | 0.32%             | 2055-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHGM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  41451820 | PA      | $2490374.77   | 0.09%             | 2054-11-25      | Floating      | 0.99%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                       | HSI Asset Securitization Corp Trust 2006-WMC1                                    | CUSIP: 40430MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9389275 | PA      | $4038758.98   | 0.15%             | 2036-07-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XXII Ltd                                                            | CUSIP: 89640HAU5<br>LEI: 254900Y31HLFEBSJXC19 | Long             | ABS-CBDO         | CORP              | BM        |   3040000 | PA      | $3079076.16   | 0.11%             | 2038-03-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                  | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7336972 | PA      | $960101.60    | 0.03%             | 2051-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                              | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $5480666.50   | 0.20%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                         | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   3665000 | PA      | $2411780.91   | 0.09%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Backed Securities Trust                   | Merrill Lynch Mortgage Backed Securities Trust Series 2007-2                     | CUSIP: 59025GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466578 | PA      | $401436.29    | 0.01%             | 2036-08-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                 | Freddie Mac Strips                                                               | CUSIP: 31325YBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34757116 | PA      | $4624290.00   | 0.17%             | 2052-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                              | Altice Financing SA 2022 USD Term Loan                                           | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |    374654 | PA      | $316113.94    | 0.01%             | 2027-10-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust 2021-N4                                           | CUSIP: 14687HAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26800 | PA      | $1061171.17   | 0.04%             | 2028-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Structured Receivables Finance LLC                               | Structured Receivables Finance 2010-B LLC                                        | CUSIP: 86365LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    827741 | PA      | $843446.05    | 0.03%             | 2036-08-15      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                   | Securitized Asset Backed Receivables LLC Trust 2007-NC1                          | CUSIP: 81378AAC5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |   4954969 | PA      | $2442938.68   | 0.09%             | 2036-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                              | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   5675000 | PA      | $6018185.41   | 0.22%             | 2041-11-25      | Floating      | 12.16%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11821292 | PA      | $11773889.69  | 0.43%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                              | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   2525000 | PA      | $2610193.50   | 0.10%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | CUSIP: 93936FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3734328 | PA      | $3380046.33   | 0.12%             | 2047-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5080000 | PA      | $5275629.78   | 0.19%             | 2041-10-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Plaze Inc                                                        | Plaze Inc 2019 Term Loan B                                                       | CUSIP: 72819QAM4<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |   1650186 | PA      | $1548592.17   | 0.06%             | 2026-08-03      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                          | GSR Mortgage Loan Trust 2006-AR2                                                 | CUSIP: 36297TAB8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |    133188 | PA      | $79784.51     | 0.00%             | 2036-04-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                 | RALI Series 2007-QA3 Trust                                                       | CUSIP: 74923XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11869473 | PA      | $10806618.32  | 0.39%             | 2037-05-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     59000 | PA      | $47131.56     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2008-6                                                    | CUSIP: 78445CAE2<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $719377.82    | 0.03%             | 2083-07-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                  | Naked Juice LLC 2025 FLFO Term Loan                                              | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   3494262 | PA      | $3527754.98   | 0.13%             | 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        |    551920 | PA      | $554679.35    | 0.02%             | 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        |   5545000 | PA      | $5773675.80   | 0.21%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                            | FRTKL 2021-SFR1                                                                  | CUSIP: 30322DAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9435000 | PA      | $9155399.44   | 0.33%             | 2038-09-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                         | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3593000 | PA      | $3345765.67   | 0.12%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                          | Gatwick Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |    150000 | PA      | $176241.15    | 0.01%             | 2033-10-16      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $3832.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                    | Corevest American Finance 2020-4 Trust                                           | CUSIP: 21873AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $463570.00    | 0.02%             | 2052-12-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                   | Structured Adjustable Rate Mortgage Loan Trust Series 2005-7                     | CUSIP: 863579PF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1394820 | PA      | $1276502.75   | 0.05%             | 2035-04-25      | Variable      | 4.52%                 | 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        |    968003 | PA      | $870448.04    | 0.03%             | 2027-10-28      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                       | Bear Stearns Asset Backed Securities I Trust 2005-AC6                            | CUSIP: 073879L55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215642 | PA      | $208481.26    | 0.01%             | 2035-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BNGU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  42820571 | PA      | $70701.05     | 0.00%             | 2026-01-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2317000 | PA      | $2229301.55   | 0.08%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 2020-FL4 Ltd                                                                 | CUSIP: 58003UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6012520.50   | 0.22%             | 2035-12-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38378XLU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6030745 | PA      | $158393.89    | 0.01%             | 2054-11-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                   | Securitized Asset Backed Receivables LLC Trust 2006-WM4                          | CUSIP: 81377XAA0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |   7882399 | PA      | $3585477.02   | 0.13%             | 2036-11-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                          | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1341031.10   | 0.05%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                         | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |  10555000 | PA      | $7023865.22   | 0.26%             | 2038-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                                             | Celsius Holdings Inc Term Loan                                                   | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    650253 | PA      | $652691.65    | 0.02%             | 2032-04-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                         | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    980000 | PA      | $968779.00    | 0.04%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Trust 2015-SRCH                                                            | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1540000 | PA      | $1453827.45   | 0.05%             | 2035-08-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                           | Chemours Company (The) 2023 USD Term Loan B                                      | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   1044503 | PA      | $1045484.82   | 0.04%             | 2028-08-18      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2005-AA7                     | CUSIP: 32051GSQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    871084 | PA      | $773378.61    | 0.03%             | 2035-09-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| LOAN PARTICIPATION 2                                             | LOAN PARTICIPATION 2                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10899413 | PA      | $10899412.84  | 0.40%             | 2027-12-19      | Variable      | 3.14%                 | No            |                  3 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                         | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    965000 | PA      | $990215.45    | 0.04%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                    | First Horizon Alternative Mortgage Securities Trust 2004-AA3                     | CUSIP: 32051D6D9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103632 | PA      | $105786.06    | 0.00%             | 2034-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                  | Caister Finance DAC                                                              | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   1100000 | PA      | $1477538.76   | 0.05%             | 2035-08-17      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                                                       | GSCG Trust 2019-600C                                                             | CUSIP: 36260TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9212000 | PA      | $96822.73     | 0.00%             | 2034-09-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                         | DSLA Mortgage Loan Trust 2006-AR2                                                | CUSIP: 23332QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4687635 | PA      | $3149226.62   | 0.11%             | 2036-10-19      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                              | AUST 3YR BOND FUT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -87 | NC      | $22339.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10100000 | PA      | $9736804.00   | 0.35%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1130000 | PA      | $1135152.80   | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14424691 | PA      | $11686117.81  | 0.43%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38378W5D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1079792 | PA      | $112991.51    | 0.00%             | 2043-09-16      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                         | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    818000 | PA      | $847186.24    | 0.03%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan Trust                             | GMACM Mortgage Loan Trust 2006-AR1                                               | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2303254 | PA      | $1913968.04   | 0.07%             | 2036-04-19      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | Altice Financing SA                                                              | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1945000 | PA      | $1756198.85   | 0.06%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1779.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                        | Healthpeak Properties Inc Term Loan A1                                           | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    824832 | PA      | $818645.73    | 0.03%             | 2027-08-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ACRE Multifamily Housing Mortgage Loan Trust                     | ACRE Multifamily Housing Mortgage Loan Trust 2022-Q018                           | CUSIP: 00091WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2524703 | PA      | $2520169.82   | 0.09%             | 2027-06-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101728.20    | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                             | New Mountain CLO 8 Ltd                                                           | CUSIP: 64755HAB1<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $5373550.00   | 0.20%             | 2038-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust 2006-9                                            | CUSIP: 54251WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  46572241 | PA      | $14547058.31  | 0.53%             | 2036-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                          | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   6815000 | PA      | $6864136.15   | 0.25%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                       | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAN8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $8129806.00   | 0.30%             | 2043-01-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                               | Alternative Loan Trust 2005-76                                                   | CUSIP: 12668BDC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1961199 | PA      | $1870749.45   | 0.07%             | 2036-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                    | Lineage OP LP                                                                    | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |   2575000 | PA      | $2611359.00   | 0.10%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                     | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  56235631 | PA      | $190824.37    | 0.01%             | 2049-08-10      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | Modivcare Inc 2025 Incremental Term Loan                                         | CUSIP: 60783LAD2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    688354 | PA      | $309759.35    | 0.01%             | 2026-01-12      | Floating      | 13.78%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  74809204 | PA      | $831863.39    | 0.03%             | 2027-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                            | Holding d'Infrastructures des Metiers de l'Environnement SAS                     | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |    745000 | PA      | $909103.02    | 0.03%             | 2029-10-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1610 | NC      | $-56758.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Peru Government International Bonds                              | Peru Government International Bonds                                              | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2000000 | PA      | $1739540.00   | 0.06%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                  | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    525000 | PA      | $492528.75    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| AOYUAN NEW SHARES                                                | AOYUAN NEW SHARES                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    408851 | NS      | $6043.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                                      | Citibank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3401025.00   | 0.12%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2006-AR9                                        | CUSIP: 45661EGK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2428262 | PA      | $2105650.59   | 0.08%             | 2036-06-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-55000.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1310743.20   | 0.05%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R4                                                                | CUSIP: 12598HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10243493 | PA      | $8535352.03   | 0.31%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                       | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4740000 | PA      | $4096856.42   | 0.15%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                                           | SLC Student Loan Trust 2004-1                                                    | CUSIP: 784423AH8<br>LEI: 25490083RPF52FIUZ551 | Long             | ABS-O            | CORP              | US        |    260147 | PA      | $229752.35    | 0.01%             | 2031-08-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                        | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5650000 | PA      | $5684713.60   | 0.21%             | 2039-12-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5320724 | PA      | $4691912.56   | 0.17%             | 2037-04-15      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                         | Bear Stearns ALT-A Trust 2005-2                                                  | CUSIP: 07386HRA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471558 | PA      | $428276.56    | 0.02%             | 2035-04-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                        | First Horizon Mortgage Pass-Through Trust 2007-AR2                               | CUSIP: 32055GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46399 | PA      | $10146.54     | 0.00%             | 2037-08-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                           | Park Avenue Institutional Advisers CLO Ltd 2021-1                                | CUSIP: 70015QAS7<br>LEI: 529900G1ZDEDA0MGYE20 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4515741.00   | 0.16%             | 2034-01-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                  | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    627425 | PA      | $616445.50    | 0.02%             | 2031-07-08      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                | Citigroup Mortgage Loan Trust 2005-9                                             | CUSIP: 17307GK31<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     34475 | PA      | $29946.06     | 0.00%             | 2035-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLK35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4122495 | PA      | $4013162.48   | 0.15%             | 2055-06-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| CSMCM Trust Certificates                                         | CSMCM 2022-RPL1 Trust                                                            | CUSIP: 12662JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    404837 | PA      | $342397.18    | 0.01%             | 2061-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                          | New York Mortgage Trust 2005-3                                                   | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57876 | PA      | $57767.09     | 0.00%             | 2036-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2021-909                                           | CUSIP: 67076XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2118382.20   | 0.08%             | 2043-04-10      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                             | New Mountain CLO 8 Ltd                                                           | CUSIP: 64755HAE5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $0.07         | 0.00%             | 2038-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | C-BASS 2007-CB1 TRUST                                                            | CUSIP: 1248MGAK0<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |   2317702 | PA      | $646756.23    | 0.02%             | 2037-01-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst                 | Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9              | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    852362 | PA      | $802452.10    | 0.03%             | 2034-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1287762.50   | 0.05%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | Athene Global Funding                                                            | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2185884.50   | 0.08%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    113000 | PA      | $109309.42    | 0.00%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HK5N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12922133 | PA      | $970144.48    | 0.04%             | 2055-03-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $7262.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                | First Franklin Mortgage Loan Trust 2006-FF13                                     | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10736211 | PA      | $7085909.75   | 0.26%             | 2036-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2356173.75   | 0.09%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11994524 | PA      | $11718695.97  | 0.43%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GBX Leasing 2022-1 LLC.                                          | GBX Leasing 2022-1 LLC                                                           | CUSIP: 361528AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8645334 | PA      | $8165704.34   | 0.30%             | 2052-02-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                                | 245 Park Avenue Trust 2017-245P                                                  | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7400000 | PA      | $7035553.70   | 0.26%             | 2037-06-05      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                  | Lehman XS Trust Series 2006-GP2                                                  | CUSIP: 525227AH7<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |   2810646 | PA      | $2721221.27   | 0.10%             | 2046-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority                     | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                       | CUSIP: 64972JPT9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   4175000 | PA      | $4351719.40   | 0.16%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                         | DSLA Mortgage Loan Trust 2005-AR6                                                | CUSIP: 23332UFV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2925849 | PA      | $2703937.92   | 0.10%             | 2045-10-19      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2004-2                                                    | CUSIP: 78442GLB0<br>LEI: 549300Y3YMECZJOAL893 | Long             | ABS-O            | CORP              | US        |    228105 | PA      | $217840.29    | 0.01%             | 2039-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                          | Bayer US Finance II LLC                                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   3059000 | PA      | $3048813.53   | 0.11%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                       | Morgan Stanley ABS Capital I Inc Trust 2006-HE4                                  | CUSIP: 61748BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8164522 | PA      | $4094986.47   | 0.15%             | 2036-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLT85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1392785 | PA      | $1345009.58   | 0.05%             | 2055-06-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                             | Pelican Products Inc 2021 Term Loan                                              | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |   1083779 | PA      | $929882.80    | 0.03%             | 2028-12-29      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                       | Morgan Stanley ABS Capital I Inc Trust 2007-NC3                                  | CUSIP: 61755AAD8<br>LEI: 549300LT6TIGKPKJS707 | Long             | ABS-O            | CORP              | US        |  18007416 | PA      | $13945018.28  | 0.51%             | 2037-05-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2231415.05   | 0.08%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust                   | CUSIP: 92922F4F2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7854 | PA      | $7348.82      | 0.00%             | 2035-12-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3093000 | PA      | $2287953.96   | 0.08%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                              | CUSIP: 59333P6L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1487731.00   | 0.05%             | 2035-10-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                   | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5537500 | PA      | $5441681.32   | 0.20%             | 2034-09-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | C-BASS Mortgage Loan Trust 2007-CB3                                              | CUSIP: 17311YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4959775 | PA      | $1734617.45   | 0.06%             | 2037-03-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                         | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   3153000 | PA      | $3031956.33   | 0.11%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3760976.00   | 0.14%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                                | LEG Immobilien SE                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $380558.92    | 0.01%             | 2033-03-30      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                       | HSI Asset Securitization Corp Trust 2006-WMC1                                    | CUSIP: 40430MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10392118 | PA      | $4495264.40   | 0.16%             | 2036-07-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                | First Franklin Mortgage Loan Trust 2006-FF5                                      | CUSIP: 32027EAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3860000 | PA      | $3086632.02   | 0.11%             | 2036-04-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                               | EFMT 2025-INV2                                                                   | CUSIP: 281914AE1<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   6876000 | PA      | $6966940.60   | 0.25%             | 2070-05-26      | Variable      | 7.46%                 | 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        |    308638 | PA      | $280354.63    | 0.01%             | 2028-12-29      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                              | Bear Stearns Mortgage Funding Trust 2007-AR4                                     | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2883918 | PA      | $2786556.45   | 0.10%             | 2037-06-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | AIMCO CLO 24 Ltd                                                                 | CUSIP: 00092QAE1<br>LEI: 254900THVAKUZYK59M09 | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $2375700.50   | 0.09%             | 2038-04-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                         | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   4005000 | PA      | $3639063.15   | 0.13%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DS4G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3123229 | PA      | $2955481.99   | 0.11%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CTFS                              | Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust         | CUSIP: 93934TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27118915 | PA      | $8522951.67   | 0.31%             | 2037-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                                | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    535000 | PA      | $552296.55    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                       | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28575000 | PA      | $26060171.40  | 0.95%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                | GreenPoint Mortgage Funding Trust Series 2007-AR1                                | CUSIP: 39539KAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7005856 | PA      | $6570269.96   | 0.24%             | 2047-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM TRUST 2025-R1                                                                | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7786930 | PA      | $7750073.66   | 0.28%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF 2020-KF75 Mortgage Trust                                                   | CUSIP: 30294SAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1322461 | PA      | $1234184.59   | 0.04%             | 2029-12-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                    | VALVOLINE INC TERM LOAN B                                                        | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |    992193 | PA      | $996741.72    | 0.04%             | 2032-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                           | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1405129.25   | 0.05%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust                    | CUSIP: 92925CDA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2659674 | PA      | $2447235.14   | 0.09%             | 2046-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1442252.93   | 0.05%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2024-3 Ltd                                                     | CUSIP: 69688HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3975000 | PA      | $3444937.73   | 0.13%             | 2037-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                     | MKT 2020-525M Mortgage Trust                                                     | CUSIP: 55316PAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4970000 | PA      | $4095217.38   | 0.15%             | 2040-02-12      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust 2005-10                                           | CUSIP: 41161PTN3<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    748786 | PA      | $484868.48    | 0.02%             | 2035-11-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    620583 | PA      | $837365.60    | 0.03%             | 2060-04-28      | Floating      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31396YXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24337 | PA      | $2880.97      | 0.00%             | 2038-03-25      | Floating      | 2.53%                 | 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        |    621964 | PA      | $622868.73    | 0.02%             | 2031-01-27      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XNWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22911514 | PA      | $20141609.82  | 0.73%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                         | BCPE Empire Holdings Inc 2025 Term Loan B                                        | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     90065 | PA      | $90005.35     | 0.00%             | 2030-12-11      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                           | Merrill Lynch Mortgage Investors Trust Series 2003-A6                            | CUSIP: 5899294H8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     51087 | PA      | $50343.72     | 0.00%             | 2033-10-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31394V7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7712 | PA      | $9105.24      | 0.00%             | 2036-03-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                         | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    805000 | PA      | $794776.50    | 0.03%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                      | GSAMP Trust 2007-FM2                                                             | CUSIP: 3622MHAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15731901 | PA      | $9782657.45   | 0.36%             | 2037-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    865000 | PA      | $845182.85    | 0.03%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                                    | Life 2021-BMR Mortgage Trust                                                     | CUSIP: 53218CAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2761333.40   | 0.10%             | 2038-03-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2347000 | PA      | $2502066.29   | 0.09%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |   1715000 | PA      | $1826508.93   | 0.07%             | 2030-10-08      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| TruGreen Limited Partnership                                     | TruGreen Limited Partnership 2020 Term Loan                                      | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |   1003214 | PA      | $986911.30    | 0.04%             | 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        |   1128355 | PA      | $673237.40    | 0.02%             | 2037-04-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2007-8                                                    | CUSIP: 78444XAF4<br>LEI: 549300ACL5XN4G87UX85 | Long             | ABS-O            | CORP              | US        |   2605955 | PA      | $2504800.00   | 0.09%             | 2083-04-27      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2008-4                                                    | CUSIP: 78445AAE6<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $729205.86    | 0.03%             | 2073-04-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                 | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7840000 | PA      | $7626257.30   | 0.28%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                  | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15855237 | PA      | $2046148.61   | 0.07%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118537.90    | 0.00%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EOC BORROWER LLC                                                 | EOC Borrower LLC Term Loan A                                                     | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1361438 | PA      | $1365691.99   | 0.05%             | 2028-03-24      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Oregon Tool, Inc.                                                | Oregon Tool Inc 2025 1st Lien Term Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    118407 | PA      | $120775.29    | 0.00%             | 2029-10-15      | Floating      | 9.54%                 | 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        |     17961 | PA      | $17533.64     | 0.00%             | 2034-04-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                              | Freddie Mac Multifamily PC REMIC Trust 2019-P002                                 | CUSIP: 3137FQKX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14520700 | PA      | $782671.54    | 0.03%             | 2033-07-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| BW Gas & Convenience Holdings LLC                                | BW Gas & Convenience Holdings LLC 2021 Term Loan B                               | CUSIP: 05604YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    846456 | PA      | $846456.20    | 0.03%             | 2028-03-31      | Floating      | 7.78%                 | 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: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2419000 | PA      | $2676212.27   | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                               | TIF Funding II LLC                                                               | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2462167 | PA      | $2235992.86   | 0.08%             | 2046-02-20      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BALCAN INNOVATIONS INC                                           | Balcan Innovations Inc Term Loan B                                               | CUSIP: 000000000<br>LEI: 549300C2CLNRVCUDIH93 | Long             | LON              | CORP              | CA        |    537707 | PA      | $509477.42    | 0.02%             | 2031-10-18      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                       | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  41575000 | PA      | $41888475.50  | 1.53%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Serenity-Peace Park CLO LTD                                      | Serenity-Peace Park Clo Ltd                                                      | CUSIP: 81750HAC8<br>LEI: 3912001A818O0ZP8HP89 | Long             | ABS-CBDO         | CORP              | KY        |   6400000 | PA      | $5325171.20   | 0.19%             | 2038-10-24      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| KazMunayGas National Co. JSC                                     | KazMunayGas National Co. JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   2424000 | PA      | $2493665.76   | 0.09%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BRQL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 104374536 | PA      | $670982.14    | 0.02%             | 2026-07-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                                            | TCW Central Cash Fund                                                            | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |  51704435 | NS      | $51704434.81  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Paraguay Government International Bonds                          | Paraguay Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   2185000 | PA      | $2212683.95   | 0.08%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-NPL4 LLC                                                               | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |   4667225 | PA      | $4703604.77   | 0.17%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                         | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |   1270000 | PA      | $1497397.96   | 0.05%             | 2034-05-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                         | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |   3080000 | PA      | $1898748.00   | 0.07%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TIAA CLO Ltd                                                     | TIAA CLO IV Ltd                                                                  | CUSIP: 88631YAQ0<br>LEI: 5493000Q4E256SBMCY29 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8018536.00   | 0.29%             | 2032-01-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38377WLC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272396 | PA      | $5233.20      | 0.00%             | 2037-06-16      | Floating      | 0.60%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                            | Jefferies Finance LLC 2024 Term Loan                                             | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |    298012 | PA      | $298384.86    | 0.01%             | 2031-10-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                               | Oregon Tool Lux LP                                                               | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2242299 | PA      | $790926.13    | 0.03%             | 2029-10-15      | Fixed         | 7.88%                 | 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        |    903725 | PA      | $903349.84    | 0.03%             | 2028-07-15      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                         | Mondelez International Holdings Netherlands BV                                   | CUSIP: 000000000<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   1315000 | PA      | $1353312.91   | 0.05%             | 2031-10-01      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136ABG64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118687 | PA      | $115372.22    | 0.00%             | 2042-10-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1689204.00   | 0.06%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-LBA                                                                | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1498302.00   | 0.05%             | 2036-02-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                                 | Plano HoldCo Inc Term Loan B                                                     | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |    268650 | PA      | $263277.00    | 0.01%             | 2031-10-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                       | Morgan Stanley ABS Capital I Inc Trust 2006-HE4                                  | CUSIP: 61748BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8709702 | PA      | $4390571.94   | 0.16%             | 2036-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2005-AR14                                       | CUSIP: 45660LRU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7098009 | PA      | $5202293.19   | 0.19%             | 2035-07-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    813750 | PA      | $856569.53    | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                             | Flutter Financing BV 2025 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    410432 | PA      | $410633.48    | 0.01%             | 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        |   6047860 | PA      | $5975363.09   | 0.22%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                         | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1845218.70   | 0.07%             | 2031-11-15      | Fixed         | 6.88%                 | 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: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    781000 | PA      | $738412.07    | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $6462.03      | 0.00%             |  |  |  | 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        |    520978 | PA      | $506095.65    | 0.02%             | 2029-02-26      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-4215.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                                             | GCAT 2025-NQM2 Trust                                                             | CUSIP: 36171HAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4030000 | PA      | $4046621.29   | 0.15%             | 2070-04-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                   | KFC Holding Co 2021 Term Loan B                                                  | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    451102 | PA      | $453357.40    | 0.02%             | 2028-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8650000 | PA      | $7587235.92   | 0.28%             | 2057-06-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                   | Opal Bidco SAS USD Term Loan B                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |    758873 | PA      | $761813.73    | 0.03%             | 2032-04-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                  | Fannie Mae Interest Strip                                                        | CUSIP: 31423XZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  42038092 | PA      | $5497929.53   | 0.20%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                            | MASTR Adjustable Rate Mortgages Trust 2003-7                                     | CUSIP: 576433HK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63157 | PA      | $62894.46     | 0.00%             | 2033-11-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                          | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1346334.30   | 0.05%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   3943000 | PA      | $3908143.88   | 0.14%             | 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        |    865780 | PA      | $870178.23    | 0.03%             | 2029-03-12      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136AT5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7973422 | PA      | $146150.67    | 0.01%             | 2039-07-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XRP41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2951041 | PA      | $2876397.14   | 0.10%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                  | Israel Government International Bond                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1800000 | PA      | $1856664.00   | 0.07%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                       | Bear Stearns Asset Backed Securities I Trust 2006-AC2                            | CUSIP: 07387UGR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6530 | PA      | $6517.46      | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                       | NLT 2021-INV2 Trust                                                              | CUSIP: 62917JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5837148 | PA      | $5157827.29   | 0.19%             | 2056-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                              | Artera Services LLC 2024 Term Loan                                               | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    676524 | PA      | $607390.43    | 0.02%             | 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        |     82434 | PA      | $62443.80     | 0.00%             | 2029-01-24      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                         | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    650000 | PA      | $586755.00    | 0.02%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  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        |    282862 | PA      | $284040.62    | 0.01%             | 2031-10-24      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1928171 | PA      | $1877844.88   | 0.07%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BP7A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 105169483 | PA      | $187517.19    | 0.01%             | 2026-03-25      | Variable      | 1.14%                 | 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        |    199579 | PA      | $199378.49    | 0.01%             | 2045-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                               | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2630000 | PA      | $2546818.89   | 0.09%             | 2036-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Through Trust                          | Popular ABS Mortgage Pass-Through Trust 2007-A                                   | CUSIP: 73316NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3557591 | PA      | $3331535.39   | 0.12%             | 2047-06-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certificates                                | ABFC 2007-WMC1 Trust                                                             | CUSIP: 04545EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2615216 | PA      | $2208557.82   | 0.08%             | 2037-06-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -170 | NC      | $34443.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-FOX2                                                               | CUSIP: 05610AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2583700 | PA      | $2576125.88   | 0.09%             | 2039-04-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corporation                              | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR4              | CUSIP: 65535VMY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710776 | PA      | $668153.74    | 0.02%             | 2035-08-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165263.80    | 0.01%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136AQ5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4797526 | PA      | $245.15       | 0.00%             | 2036-04-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38376G6L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2434244 | PA      | $78.38        | 0.00%             | 2051-08-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                            | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   4000000 | PA      | $4166720.00   | 0.15%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                  | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27546413 | PA      | $3604236.88   | 0.13%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2987672.10   | 0.11%             | 2036-10-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384WFA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16801810 | PA      | $1099775.88   | 0.04%             | 2054-09-20      | Floating      | 1.01%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1865971.00   | 0.07%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-92741.48    | -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        |    387087 | PA      | $387007.96    | 0.01%             | 2030-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                 | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1                   | CUSIP: 59023LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15213300 | PA      | $5765341.71   | 0.21%             | 2037-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| TECHNIMARK HOLDINGS LLC                                          | Technimark Holdings LLC 2024 Term Loan                                           | CUSIP: 87854HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1052304 | PA      | $1054277.31   | 0.04%             | 2031-04-14      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                    | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7232000 | PA      | $7392825.22   | 0.27%             | 2042-04-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                       | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32600000 | PA      | $32430659.30  | 1.18%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | Rad CLO 7 Ltd                                                                    | CUSIP: 74936GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7280000 | PA      | $7289347.52   | 0.27%             | 2036-04-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2012-1                                                    | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381589 | PA      | $373837.03    | 0.01%             | 2028-09-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                         | International Flavors & Fragrances Inc                                           | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   7835000 | PA      | $7014518.80   | 0.26%             | 2030-11-01      | Fixed         | 2.30%                 | 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      |
| Adjustable Rate Mortgage Trust                                   | Adjustable Rate Mortgage Trust 2005-4                                            | CUSIP: 007036KF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1046757 | PA      | $836756.02    | 0.03%             | 2035-08-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| EagleView Technology Corporation                                 | EagleView Technology Corporation 2025 Term Loan                                  | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |   2155922 | PA      | $2122915.32   | 0.08%             | 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        |    924754 | PA      | $928032.37    | 0.03%             | 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        |   1000000 | PA      | $1134203.77   | 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        |    418760 | PA      | $418163.46    | 0.02%             | 2028-04-30      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                            | CBRE Open-Ended Funds SCA SICAV-SIF                                              | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |   1155000 | PA      | $1432580.86   | 0.05%             | 2034-03-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2006-AR4                                        | CUSIP: 45661EAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8201855 | PA      | $7984343.83   | 0.29%             | 2046-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-4986.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4195270.10   | 0.15%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                       | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |   1840000 | PA      | $1611242.74   | 0.06%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                                  | RAC Bond Co PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $728435.77    | 0.03%             | 2028-11-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1815185.30   | 0.07%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                                        | ADMI Corp 2023 Term Loan B5                                                      | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    281204 | PA      | $273296.97    | 0.01%             | 2027-12-23      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R5                                                                | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6895122 | PA      | $6139588.88   | 0.22%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Structured Receivables Finance LLC                               | Structured Receivables Finance 2010-A LLC                                        | CUSIP: 86365FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    822189 | PA      | $830800.60    | 0.03%             | 2046-01-16      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                               | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7410000 | PA      | $6842392.52   | 0.25%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                   | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7445000 | PA      | $7435695.24   | 0.27%             | 2042-02-15      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30189108 | PA      | $29425506.54  | 1.07%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                         | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1053703.76   | 0.04%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |   1770000 | PA      | $1789707.71   | 0.07%             | 2032-01-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC 2022 TERM LOAN A                                               | CUSIP: 46284NAU3<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1485000.00   | 0.05%             | 2030-03-18      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                       | HSI Asset Securitization Corp Trust 2006-WMC1                                    | CUSIP: 40430MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9087421 | PA      | $3983927.95   | 0.15%             | 2036-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    658000 | PA      | $546837.48    | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                 | LONG GILT FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       -37 | NC      | $-13010.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Mortgage Securities                              | Banc of America Mortgage 2005-K Trust                                            | CUSIP: 05949CMS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441652 | PA      | $406170.03    | 0.01%             | 2035-12-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR 2022-SFR3 Trust                                                             | CUSIP: 66981YAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9710684.00   | 0.35%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2472000 | PA      | $2207866.80   | 0.08%             | 2031-05-24      | Fixed         | 2.66%                 | 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        |    145688 | PA      | $141806.98    | 0.01%             | 2042-08-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1417613.72   | 0.05%             | 2044-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Specialty Underwriting & Residential Finance                     | Specialty Underwriting & Residential Finance Trust Series 2007-BC2               | CUSIP: 84752EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17278118 | PA      | $12677535.73  | 0.46%             | 2037-04-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust 2007-6                                            | CUSIP: 41165BAA8<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |   8155012 | PA      | $6970292.24   | 0.25%             | 2037-08-19      | Floating      | 4.45%                 | 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      | $16625.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                | First Franklin Mortgage Loan Trust 2006-FF9                                      | CUSIP: 320276AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10218000 | PA      | $9518575.86   | 0.35%             | 2036-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                    | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1225106.45   | 0.04%             | 2032-05-15      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                           | FIS Fabbrica Italiana Sintetici SpA                                              | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $475057.10    | 0.02%             | 2027-08-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1283000 | PA      | $1269130.77   | 0.05%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ANTYLIA SCIENTIFIC                                               | Antylia Scientific Term Loan                                                     | CUSIP: 12592HAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    723268 | PA      | $716035.29    | 0.03%             | 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        |  15425000 | PA      | $14962064.90  | 0.55%             | 2055-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                           | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   3630000 | PA      | $1700791.52   | 0.06%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1076585 | PA      | $1030894.75   | 0.04%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHINA SCE GRP HLDGS LTD                                          | China SCE Group Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |   1070000 | PA      | $47304.70     | 0.00%             | 2025-05-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                   | Option One Mortgage Loan Trust 2007-5                                            | CUSIP: 68403HAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16417079 | PA      | $8874701.72   | 0.32%             | 2037-05-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2020-R1                                                                | CUSIP: 12558VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7820737 | PA      | $7216053.79   | 0.26%             | 2059-10-27      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2004-10                                                   | CUSIP: 78442GND4<br>LEI: 54930060UIG70QCSNY68 | Long             | ABS-O            | CORP              | US        |   4669268 | PA      | $4042777.31   | 0.15%             | 2040-01-25      | Floating      | 4.97%                 | 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        |   7547942 | PA      | $7076195.27   | 0.26%             | 2038-07-03      | Fixed         | 3.23%                 | No            |                  3 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4125000 | PA      | $4311641.40   | 0.16%             | 2041-12-25      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    625000 | PA      | $614831.25    | 0.02%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                                          | Zhenro Properties Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |   1810000 | PA      | $13122.50     | 0.00%             | 2026-01-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2650000 | PA      | $2745532.50   | 0.10%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                 | ALLO Issuer LLC                                                                  | CUSIP: 01983KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3950102.24   | 0.14%             | 2053-06-20      | Fixed         | 12.18%                | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1922401.80   | 0.07%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHZY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28394686 | PA      | $2181234.63   | 0.08%             | 2055-01-25      | Floating      | 1.54%                 | 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        |     97533 | PA      | $98021.00     | 0.00%             | 2029-12-30      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                   | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 863579AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158432 | PA      | $154785.34    | 0.01%             | 2034-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                             | Times China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |   1040000 | PA      | $34725.60     | 0.00%             | 2025-07-08      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | C-BASS Mortgage Loan Trust 2007-CB2                                              | CUSIP: 1248MBAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    855900 | PA      | $500663.05    | 0.02%             | 2037-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GALDERMA FINANCE EUROPE                                          | Galderma Finance Europe BV                                                       | CUSIP: 000000000<br>LEI: 7245004RN4I1ORSTHY93 | Long             | DBT              | CORP              | NL        |   2290000 | PA      | $2728958.10   | 0.10%             | 2030-03-20      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   1700000 | PA      | $2338597.40   | 0.09%             | 2032-07-15      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2006-8                                                    | CUSIP: 78443HAJ2<br>LEI: 5493008U32QWNGB0TW72 | Long             | ABS-O            | CORP              | US        |   1633866 | PA      | $1530129.91   | 0.06%             | 2041-01-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                 | MortgageIT Trust 2005-2                                                          | CUSIP: 61915RAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417473 | PA      | $406347.45    | 0.01%             | 2035-05-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                  | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  87897932 | PA      | $3995892.73   | 0.15%             | 2052-06-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                            | Hilton Domestic Operating Company Inc 2023 Term Loan B4                          | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1457180 | PA      | $1460276.01   | 0.05%             | 2030-11-08      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                           | GoldenTree Loan Management US CLO 25 Ltd                                         | CUSIP: 38139XAL5<br>LEI: 254900NWYEI4MM854T50 | Long             | ABS-CBDO         | CORP              | KY        |   6325000 | PA      | $6407503.30   | 0.23%             | 2038-04-20      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                             | Molnlycke Holding AB                                                             | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |    970000 | PA      | $1177156.36   | 0.04%             | 2034-06-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF 2020-KF78 Mortgage Trust                                                   | CUSIP: 302979AG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3508070 | PA      | $3484725.11   | 0.13%             | 2030-03-25      | Floating      | 12.34%                | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    582661 | PA      | $546686.69    | 0.02%             | 2029-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1230000 | PA      | $1259101.80   | 0.05%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2172916.80   | 0.08%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BUDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11463573 | PA      | $1077687.27   | 0.04%             | 2054-12-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                | CUSIP: 31396XUR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343320 | PA      | $34156.47     | 0.00%             | 2037-04-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-NPL9 LLC                                                               | CUSIP: 740937AA5<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-O            | CORP              | US        |   7237319 | PA      | $7248220.41   | 0.26%             | 2055-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                              | CUSIP: 59333P2M9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1948744.00   | 0.07%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                          | American Home Mortgage Investment Trust 2006-1                                   | CUSIP: 02660THY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6618473 | PA      | $6030620.89   | 0.22%             | 2046-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                          | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |   1940000 | PA      | $2665840.25   | 0.10%             | 2034-11-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Delivery Hero SE                                                 | Delivery Hero SE 2024 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |   1318161 | PA      | $1334433.64   | 0.05%             | 2029-12-12      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust 2023-P3                                           | CUSIP: 14688GAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16200 | PA      | $1783315.99   | 0.06%             | 2030-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                         | Indonesia Government International Bonds                                         | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1100000 | PA      | $1098097.00   | 0.04%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                  | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    314139 | PA      | $314531.73    | 0.01%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                         | Americold Realty Operating Partnership LP                                        | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |   4070000 | PA      | $4124415.90   | 0.15%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | Voyager Parent LLC Term Loan B                                                   | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1389772 | PA      | $1394295.23   | 0.05%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                  | Securitized Asset Backed Receivables LLC Trust 2006-CB1                          | CUSIP: 81375WHK5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |   3205058 | PA      | $2760091.23   | 0.10%             | 2036-01-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1064000 | PA      | $1077395.76   | 0.04%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                   | Ilpt Commercial Mortgage Trust 2022-Lpfx                                         | CUSIP: 449653AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11770000 | PA      | $10688958.46  | 0.39%             | 2032-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2008-3                                                    | CUSIP: 78444GAD6<br>LEI: 549300OORAXMFXOHG132 | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $717547.58    | 0.03%             | 2083-04-26      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XQFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16066601 | PA      | $13016306.30  | 0.47%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                             | ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1                     | CUSIP: 00442JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26353117 | PA      | $11314225.68  | 0.41%             | 2037-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| KESTREL ACQUISITION LLC                                          | Kestrel Acquisition LLC 2024 Term Loan B                                         | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |    377311 | PA      | $379040.95    | 0.01%             | 2031-11-06      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   3415000 | PA      | $3522879.85   | 0.13%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                     | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust                            | CUSIP: 94983PAA6<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |     50928 | PA      | $50201.11     | 0.00%             | 2036-04-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                | Magnetite Xlii Ltd                                                               | CUSIP: 55955YAE4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |   6050000 | PA      | $4846812.30   | 0.18%             | 2038-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                 | Farmers Insurance Exchange                                                       | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3213926.00   | 0.12%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                         | Ryan LLC Term Loan                                                               | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    393728 | PA      | $394996.24    | 0.01%             | 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        |    286571 | PA      | $283398.56    | 0.01%             | 2031-07-01      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                           | Uruguay Government International Bonds                                           | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1200000 | PA      | $1258140.00   | 0.05%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                           | Flexential Issuer 2021-1                                                         | CUSIP: 33938MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9755000 | PA      | $9602318.64   | 0.35%             | 2051-11-27      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                   | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 86359BLF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450148 | PA      | $437179.21    | 0.02%             | 2034-03-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                   | Long Beach Mortgage Loan Trust 2006-2                                            | CUSIP: 542514TQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4938422 | PA      | $4309537.95   | 0.16%             | 2046-03-25      | Floating      | 4.63%                 | 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        |   1060360 | PA      | $978181.81    | 0.04%             | 2031-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38378BF61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16961855 | PA      | $52386.69     | 0.00%             | 2053-02-16      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                        | ADMI Corp 2021 Term Loan B2                                                      | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    551384 | PA      | $521976.22    | 0.02%             | 2027-12-23      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                        | Telenet Financing USD LLC 2020 USD Term Loan AR                                  | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |    472296 | PA      | $469148.42    | 0.02%             | 2028-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2019-1                                                 | CUSIP: 89177BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7087000 | PA      | $5720666.09   | 0.21%             | 2058-03-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR ULTRA FUT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -2205 | NC      | $-3206926.10  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73036.60     | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R3                                                                | CUSIP: 12566LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18287000 | PA      | $15374526.43  | 0.56%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5265000 | PA      | $4677110.10   | 0.17%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                       | Cornerstone Generation LLC Term Loan B                                           | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    329147 | PA      | $331862.03    | 0.01%             | 2032-08-11      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384YMZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21910915 | PA      | $1327553.85   | 0.05%             | 2054-10-20      | Floating      | 1.09%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing III LP                                                   | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4225000 | PA      | $4133924.21   | 0.15%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                 | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-4                   | CUSIP: 59025CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335303 | PA      | $338427.36    | 0.01%             | 2037-07-25      | Floating      | 4.77%                 | 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        |    284170 | PA      | $279417.92    | 0.01%             | 2037-02-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38378AMF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43043 | PA      | $8147.27      | 0.00%             | 2041-11-16      | Fixed         | 5.00%                 | 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        |    875756 | PA      | $876858.98    | 0.03%             | 2028-06-09      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R4                                                                | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7235256 | PA      | $6802367.33   | 0.25%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                              | Banc of America Funding Corp                                                     | CUSIP: 05990QAT0<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |   6759801 | PA      | $6584780.28   | 0.24%             | 2036-05-27      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3414304.00   | 0.12%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2007-FLX4                                       | CUSIP: 456687AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9917418 | PA      | $9173269.09   | 0.33%             | 2037-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XCTQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6914053 | PA      | $5833702.16   | 0.21%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1133360.70   | 0.04%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24671175 | PA      | $23346096.33  | 0.85%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                         | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |   3500000 | PA      | $4168593.67   | 0.15%             | 2031-11-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5405000 | PA      | $5409431.02   | 0.20%             | 2042-03-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $451810.50    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5850000 | PA      | $4931275.05   | 0.18%             | 2055-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    885000 | PA      | $1032512.48   | 0.04%             | 2036-01-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $3800184.30   | 0.14%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Plaze Inc                                                        | Plaze Inc 2020 Incremental Term Loan                                             | CUSIP: 72819QAN2<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |   4252825 | PA      | $3990999.71   | 0.15%             | 2026-08-03      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                           | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1415933.25   | 0.05%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                          | Bayer US Finance II LLC                                                          | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2514816.00   | 0.09%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $2273.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                          | GSR Mortgage Loan Trust 2005-7F                                                  | CUSIP: 362341MV8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |      8067 | PA      | $453.80       | 0.00%             | 2035-09-25      | Floating      | 1.23%                 | 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        |   5335000 | PA      | $5330462.58   | 0.19%             | 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        |   1565000 | PA      | $1503792.85   | 0.05%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                              | Mastr Asset Backed Securities Trust 2007-HE1                                     | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $2693968.20   | 0.10%             | 2037-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                           | Cascade MH Asset Trust 2022-MH1                                                  | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5806328 | PA      | $5667128.69   | 0.21%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    805000 | PA      | $801409.70    | 0.03%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                | Magnetite XXI Ltd                                                                | CUSIP: 55954PAQ7<br>LEI: 5493007R5RBJT1RFJC86 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8004960.00   | 0.29%             | 2034-04-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc 2024 Term Loan I                                                   | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    503952 | PA      | $504025.14    | 0.02%             | 2028-08-24      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $135527.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1165797.28   | 0.04%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                        | Structured Asset Mortgage Investments II Trust 2006-AR5                          | CUSIP: 86360JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169003 | PA      | $119217.44    | 0.00%             | 2036-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14935573 | PA      | $12114565.99  | 0.44%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                              | Bear Stearns Mortgage Funding Trust 2007-AR4                                     | CUSIP: 07401YAA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-MBS          | CORP              | US        |   3702733 | PA      | $3510073.46   | 0.13%             | 2047-09-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                          | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   1586000 | PA      | $1430318.24   | 0.05%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                            | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1310000 | PA      | $1339868.00   | 0.05%             | 2034-03-15      | Fixed         | 6.13%                 | 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        |    829197 | PA      | $824276.07    | 0.03%             | 2031-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | ModivCare Inc                                                                    | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   5514600 | PA      | $137865.00    | 0.01%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | Rad CLO 22 Ltd                                                                   | CUSIP: 74923VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3940000 | PA      | $3970377.40   | 0.14%             | 2037-01-20      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  50375000 | PA      | $49965274.94  | 1.82%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                         | CUSIP: 38384JMH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    836106 | PA      | $838625.99    | 0.03%             | 2054-02-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4622392 | PA      | $4716808.37   | 0.17%             | 2039-09-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                          | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $918204.51    | 0.03%             | 2032-09-04      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                           | GoldenTree Loan Management US CLO 20 Ltd                                         | CUSIP: 38139MAE5<br>LEI: 984500CF2B1A04F63R63 | Long             | ABS-CBDO         | CORP              | JE        |   5240000 | PA      | $5259932.96   | 0.19%             | 2037-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                                  | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151DAE1<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $6390480.00   | 0.23%             | 2038-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1287882 | PA      | $1083050.12   | 0.04%             | 2037-03-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                 | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                             | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2115000 | PA      | $2183648.67   | 0.08%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TCW Private Asset Income Fund                                    | TCW Private Asset Income Fund                                                    | CUSIP: 87807Y206<br>LEI: 254900JOZ7KOHWZ5ZD02 | Long             | EC               | RF                | US        |   3592412 | NS      | $36031891.77  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH FIELD LLC                                                  | South Field LLC 2025 Term Loan B                                                 | CUSIP: 83783XAD8<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |    416347 | PA      | $417908.43    | 0.02%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                   | US Bank C&I Credit-Linked Notes Series 2025-2                                    | CUSIP: 90355PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2875000 | PA      | $2882099.24   | 0.10%             | 2032-09-25      | Floating      | 10.89%                | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan EDC Repackaging Trust 2013-M1                                   | CUSIP: 78447T103<br>LEI: 549300QFNKDN6MY4H751 | Long             | ABS-O            | CORP              | US        |      6250 | PA      | $1244871.18   | 0.05%             | 2029-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | Sabre GLBL Inc 2024 Term Loan B1                                                 | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    318813 | PA      | $301677.12    | 0.01%             | 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        |   2055000 | PA      | $2036011.80   | 0.07%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Trust                                    | Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust                     | CUSIP: 9497EVAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4690000 | PA      | $4455955.87   | 0.16%             | 2037-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6119191 | PA      | $5966305.09   | 0.22%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                 | WFRBS Commercial Mortgage Trust 2014-C23                                         | CUSIP: 92939HBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6420396 | PA      | $43.66        | 0.00%             | 2057-10-15      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2023-R3                                                                | CUSIP: 12570GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11444000 | PA      | $9221837.27   | 0.34%             | 2063-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                    | 321 Henderson Receivables VI LLC                                                 | CUSIP: 88576XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70285 | PA      | $71217.61     | 0.00%             | 2061-07-15      | Fixed         | 9.31%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR16 Trust                   | CUSIP: 92922F6Y9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    611990 | PA      | $562869.77    | 0.02%             | 2035-12-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUXL 30Y BND DEC25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -31 | NC      | $-56515.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2022-RN1 LLC                                                                | CUSIP: 69363JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11578589 | PA      | $11594680.72  | 0.42%             | 2051-07-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2377510.00   | 0.09%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2022-RPL1 Trust                                                             | CUSIP: 12661QAH0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   9578738 | PA      | $8394821.69   | 0.31%             | 2061-04-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority                     | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                       | CUSIP: 64972JNQ7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1224662.55   | 0.04%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                                    | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |   1155000 | PA      | $1501549.94   | 0.05%             | 2042-10-28      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                           | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |   1120000 | PA      | $1252739.63   | 0.05%             | 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        |    272211 | PA      | $274988.96    | 0.01%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                   | BCAP LLC Trust 2007-AA1                                                          | CUSIP: 05530PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2049251 | PA      | $1866159.65   | 0.07%             | 2037-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHBV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24940777 | PA      | $1840955.55   | 0.07%             | 2054-10-25      | Floating      | 0.99%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                  | Caister Finance DAC                                                              | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   1442000 | PA      | $1946573.04   | 0.07%             | 2035-08-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                                 | Grace Trust 2020-GRCE                                                            | CUSIP: 38406JAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2579628.68   | 0.09%             | 2040-12-10      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                        | Invitation Homes Operating Partnership LP 2024 Term Loan                         | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |   3604245 | PA      | $3604244.59   | 0.13%             | 2028-09-09      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                  | Impac CMB Trust Series 2005-2                                                    | CUSIP: 45254NMY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1163596 | PA      | $1149846.50   | 0.04%             | 2035-04-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF 2020-KF88 Mortgage Trust                                                   | CUSIP: 30316MAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3248397 | PA      | $3083783.70   | 0.11%             | 2030-09-25      | Floating      | 13.47%                | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                       | HSI Asset Securitization Corp Trust 2006-HE2                                     | CUSIP: 44328BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24574398 | PA      | $9299202.99   | 0.34%             | 2036-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                          | American Home Mortgage Investment Trust 2006-1                                   | CUSIP: 02660TJB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2051727 | PA      | $1839076.46   | 0.07%             | 2046-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                       | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAQ1<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |  13330000 | PA      | $10121062.44  | 0.37%             | 2043-01-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2792334.75   | 0.10%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                              | JP Morgan Mortgage Acquisition Trust 2006-WMC4                                   | CUSIP: 46630BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6224630 | PA      | $3947995.75   | 0.14%             | 2036-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                        | Healthpeak Properties Inc Term Loan A2                                           | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    824832 | PA      | $818645.73    | 0.03%             | 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        |     67395 | PA      | $68795.51     | 0.00%             | 2034-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| ASP Dream Acquisition Co LLC                                     | ASP Dream Acquisition Co LLC Term Loan B                                         | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |   1000273 | PA      | $925252.77    | 0.03%             | 2028-12-15      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                                     | Triton Container Finance VIII LLC                                                | CUSIP: 89680HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1892638 | PA      | $1747117.73   | 0.06%             | 2046-03-20      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 001192AL7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2409132.40   | 0.09%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                 | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                             | CUSIP: 650028C35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1070000 | PA      | $1104792.12   | 0.04%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc.                                  | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TBD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10211723 | PA      | $1260172.53   | 0.05%             | 2029-09-15      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                         | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $949272.52    | 0.03%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595356.00    | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2005-AR19                                       | CUSIP: 45660LXA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1570402 | PA      | $1262422.18   | 0.05%             | 2035-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-16

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

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer