# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001410368-26-052194
**Filing Date:** 2026-5
**Character Count:** 112892
**Document Hash:** ce31a4c8edbc35ea8d0ac7b6f85a7a4e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-052194.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-052194

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07989
- **FILM NUMBER:** 261022427

**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 Sustainable Securitized Fund (Series ID: S000072616)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000228996 | Class M      | MWERX           |
| C000228997 | Class I      | MWESX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 515 South Flower Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

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

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

- **a. Name of Series:** TCW METWEST Sustainable Securitized Fund

- **b. EDGAR series identifier (if any):** S000072616

- **c. LEI of Series:** 5493007BOBK76VC22487

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $28858806.73

**Total Liabilities:** $4962214.33

**Net Assets:** $23896592.40

**Delayed Delivery Securities:** $1544228.31

**Cash Not Reported:** $240329.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -43.46000000 | **1-Year:** -745.69000000 | **5-Year:** -1200.27000000 | **10-Year:** -615.18000000 | **30-Year:** -71.82000000

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

- **3-Month:** -15.99000000 | **1-Year:** -233.36000000 | **5-Year:** -447.15000000 | **10-Year:** -140.16000000 | **30-Year:** -131.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000228996 | 0.44%                | 1.70%                | -1.67%               |
| Class ID C000228997 | 0.46%                | 1.60%                | -1.54%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $20133.89                | $56933.93                                  |
| Month 2  | $49364.55                | $140097.96                                 |
| Month 3  | $-10210.14               | $-359229.36                                |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Mortgage-Backed Securities (MBS) Index

- **Index Identifier:** LUMSSTAT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ajax Mortgage Loan Trust                         | Ajax Mortgage Loan Trust 2021-F                                | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43594 | PA      | $43643.70     | 0.18%             | 2061-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                  | Aligned Data Centers Issuer LLC                                | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $173229.02    | 0.72%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                  | Allegro CLO X Ltd                                              | CUSIP: 01750FAU0<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |     50000 | PA      | $50031.05     | 0.21%             | 2032-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                 | ALLO Issuer LLC                                                | CUSIP: 01983KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $104111.04    | 0.44%             | 2053-06-20      | Fixed         | 12.18%                | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                 | ALLO Issuer LLC                                                | CUSIP: 01983KAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102127.03    | 0.43%             | 2054-07-20      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                 | ALLO Issuer LLC                                                | CUSIP: 01983KAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $126305.96    | 0.53%             | 2054-07-20      | Fixed         | 11.19%                | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                          | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $68753.74     | 0.29%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                          | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $94344.40     | 0.39%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                          | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $23563.00     | 0.10%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                          | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $96467.25     | 0.40%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                          | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $394420.00    | 1.65%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                          | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $75355.50     | 0.32%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aventura Mall Trust                              | Aventura Mall Trust                                            | CUSIP: 05359AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $87601.70     | 0.37%             | 2040-07-05      | Variable      | 4.11%                 | 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        |     30000 | PA      | $29671.02     | 0.12%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                       | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100819.89    | 0.42%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust 2015-ASTR           | CUSIP: 05490RAN6<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94927.48     | 0.40%             | 2037-07-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust 2018-PARK           | CUSIP: 05491YAA8<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97856.08     | 0.41%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                       | BGME Trust 2021-VR                                             | CUSIP: 05551XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $76851.70     | 0.32%             | 2043-01-10      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                       | BINOM Securitization Trust 2022-RPL1                           | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $40917.13     | 0.17%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                        | BXP Trust 2017-GM                                              | CUSIP: 056083AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97647.23     | 0.41%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2023-LIFE                                             | CUSIP: 05609DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97657.36     | 0.41%             | 2028-02-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2022-CLS                                              | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100094.60    | 0.42%             | 2027-10-13      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2022-AHP                          | CUSIP: 05610FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98392 | PA      | $98461.04     | 0.41%             | 2039-01-17      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2024-BIO                                              | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $109713.64    | 0.46%             | 2041-02-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2024-VLT5                         | CUSIP: 05614JAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100636.95    | 0.42%             | 2046-11-13      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                 | Bain Capital Credit CLO 2021-3 Ltd                             | CUSIP: 05683NAL6<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $124750.00    | 0.52%             | 2034-07-24      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII              | Bayview Opportunity Master Fund VII 2024-EDU1 LLC              | CUSIP: 07336PAD6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     29679 | PA      | $30086.64     | 0.13%             | 2047-06-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Brazos Education Loan Authority Inc              | Brazos Education Loan Authority Inc                            | CUSIP: 10620WAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67482 | PA      | $58681.10     | 0.25%             | 2072-01-25      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2025-VLT6                                             | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99211.03     | 0.42%             | 2042-03-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | CARS-DB4 LP                                                    | CUSIP: 12510HAE0<br>LEI: N/A                  | Long             | ABS-O            |  | US        |     97604 | PA      | $96270.92     | 0.40%             | 2050-02-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | CARS-DB4 LP                                                    | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            |  | US        |    100000 | PA      | $94374.44     | 0.39%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | CARS-DB5 LP                                                    | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            |  | US        |     92054 | PA      | $90887.43     | 0.38%             | 2051-08-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust 2020-R6                                              | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38525 | PA      | $35322.16     | 0.15%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust 2021-R3                                              | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94419 | PA      | $87858.79     | 0.37%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2021-VII Ltd                                      | CUSIP: 12567HAU6<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99864.90     | 0.42%             | 2035-01-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2022-I Ltd                                        | CUSIP: 12570LAA6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |     50000 | PA      | $50026.20     | 0.21%             | 2035-04-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                    | CHI Commercial Mortgage Trust 2025-110W                        | CUSIP: 12577HAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $217287.66    | 0.91%             | 2040-12-13      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust 2021-R5                                              | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71297 | PA      | $64059.51     | 0.27%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-RPL4 Trust                                           | CUSIP: 126405AA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     45952 | PA      | $41515.90     | 0.17%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                               | Century Plaza Towers 2019-CPT                                  | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92462.82     | 0.39%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Series 2019-UVIL                                          | CUSIP: 12656DAL7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $88844.33     | 0.37%             | 2041-12-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| CSMCM Trust Certificates                         | CSMCM 2021-RPL11 Trust                                         | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64335 | PA      | $50433.46     | 0.21%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-RPL3 Trust                                           | CUSIP: 12661GAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $70461.20     | 0.29%             | 2060-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2021-RPL4 Trust                                           | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     55271 | PA      | $55118.06     | 0.23%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                           | Cascade MH Asset Trust 2021-MH1                                | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47794 | PA      | $43688.62     | 0.18%             | 2046-02-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                           | Cascade MH Asset Trust 2019-MH1                                | CUSIP: 14732FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31417 | PA      | $30228.49     | 0.13%             | 2044-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                           | Cascade MH Asset Trust 2022-MH1                                | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78850 | PA      | $77285.80     | 0.32%             | 2054-08-25      | Variable      | 4.25%                 | 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        |    100000 | PA      | $102215.36    | 0.43%             | 2042-04-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| CART                                             | CONE Trust 2024-DFW1                                           | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59000 | PA      | $58659.81     | 0.25%             | 2041-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CART                                             | CONE Trust 2024-DFW1                                           | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49718.40     | 0.21%             | 2041-08-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                     | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    550000 | PA      | $473062.98    | 1.98%             | 2056-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                     | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $137545.05    | 0.58%             | 2056-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                     | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $684462.38    | 2.86%             | 2056-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                     | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    550000 | PA      | $514876.18    | 2.15%             | 2056-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                     | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375000 | PA      | $361987.69    | 1.51%             | 2056-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                     | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    575000 | PA      | $569262.36    | 2.38%             | 2056-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                     | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175000 | PA      | $176064.00    | 0.74%             | 2056-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC               | CyrusOne Data Centers Issuer I LLC                             | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42123 | PA      | $41662.57     | 0.17%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                      | DBC 2025-DBC Mortgage Trust                                    | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199677.34    | 0.84%             | 2042-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                              | DBGS 2021-W52 Mortgage Trust                                   | CUSIP: 23308LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99767.04     | 0.42%             | 2039-10-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                       | DOLP Trust 2021-NYC                                            | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89837.78     | 0.38%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC               | Diamond Infrastructure Funding LLC                             | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98078.01     | 0.41%             | 2049-04-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 40 Senior Loan Fund                                     | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |     13727 | PA      | $13740.47     | 0.06%             | 2031-08-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 80 CLO Ltd                                              | CUSIP: 26245JBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99675.00     | 0.42%             | 2033-01-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 75 CLO Ltd                                              | CUSIP: 26252JAY4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $124382.38    | 0.52%             | 2034-04-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 72 CLO Ltd                                              | CUSIP: 26252NAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    115000 | PA      | $115074.75    | 0.48%             | 2032-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 68 CLO Ltd                                              | CUSIP: 26252QAY8<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $124350.50    | 0.52%             | 2035-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                  | Durst Commercial Mortgage Trust 2025-151                       | CUSIP: 266895AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201739.84    | 0.84%             | 2042-08-10      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD EUR                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $2503.00      | 0.01%             |  |  |  | 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      | $13603.96     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                          | PURCHASED GBP / SOLD USD                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | GB        |         1 | NC      | $-3510.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $3094.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-3087.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-3552.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $3541.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD EUR                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $5.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $10.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EdgeConneX Data Centers Issuer, LLC              | Edgeconnex Data Centers Issuer LLC                             | CUSIP: 28000XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46708 | PA      | $45476.09     | 0.19%             | 2052-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                 | Freddie Mac Strips                                             | CUSIP: 31325YBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175070 | PA      | $22595.53     | 0.09%             | 2052-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3132DTP61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88056 | PA      | $80877.16     | 0.34%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115307 | PA      | $94753.75     | 0.40%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44418 | PA      | $36046.55     | 0.15%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76624 | PA      | $72614.96     | 0.30%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320694 | PA      | $282848.03    | 1.18%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54247 | PA      | $45958.88     | 0.19%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266996 | PA      | $235486.57    | 0.99%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105716 | PA      | $106613.22    | 0.45%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103353 | PA      | $104018.31    | 0.44%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3133A2L73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51893 | PA      | $46431.17     | 0.19%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3133A3PB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61635 | PA      | $55263.58     | 0.23%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3133AT4E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107720 | PA      | $92173.83     | 0.39%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112426 | PA      | $91063.40     | 0.38%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3133KKU23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77729 | PA      | $63278.72     | 0.26%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3133KMEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184466 | PA      | $164225.76    | 0.69%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3133KMQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157534 | PA      | $133711.03    | 0.56%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118062 | PA      | $96227.94     | 0.40%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3133KN2Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78919 | PA      | $66802.40     | 0.28%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3133KNHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19029 | PA      | $16119.94     | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                               | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97354 | PA      | $92268.07     | 0.39%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                              | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139802 | PA      | $131314.77    | 0.55%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                              | CUSIP: 3136BS5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68738 | PA      | $69224.69     | 0.29%             | 2054-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                              | CUSIP: 3136BTTR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175371 | PA      | $176644.62    | 0.74%             | 2054-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                              | CUSIP: 3136BU2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70176 | PA      | $70661.79     | 0.30%             | 2055-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                             | CUSIP: 3137AWXG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5005 | PA      | $4899.87      | 0.02%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                             | CUSIP: 3137H03M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36017 | PA      | $6769.62      | 0.03%             | 2051-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                             | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150092 | PA      | $151303.21    | 0.63%             | 2054-11-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                             | CUSIP: 3137HKUL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113270 | PA      | $22643.34     | 0.09%             | 2051-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 3138ERJL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97752 | PA      | $88667.39     | 0.37%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                             | CUSIP: 31396F4J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36475 | PA      | $36378.09     | 0.15%             | 2035-11-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 3140KLLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107934 | PA      | $87969.85     | 0.37%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 3140MNN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70331 | PA      | $62030.63     | 0.26%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 3140MRAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77234 | PA      | $73187.28     | 0.31%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 3140QMJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132853 | PA      | $113094.80    | 0.47%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 3140QPVD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100504 | PA      | $97447.42     | 0.41%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46681 | PA      | $44166.10     | 0.18%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 3140X8ZU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128124 | PA      | $104290.79    | 0.44%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 3140XADE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79937 | PA      | $65582.18     | 0.27%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131077 | PA      | $106511.57    | 0.45%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87506 | PA      | $70886.84     | 0.30%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139298 | PA      | $113254.65    | 0.47%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56733 | PA      | $53764.78     | 0.22%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94156 | PA      | $86648.41     | 0.36%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388155 | PA      | $356511.58    | 1.49%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117790 | PA      | $111609.70    | 0.47%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384608 | PA      | $353253.98    | 1.48%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109271 | PA      | $103520.27    | 0.43%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75566 | PA      | $73245.33     | 0.31%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79916 | PA      | $79094.78     | 0.33%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                      | CUSIP: 31422M2D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136568 | PA      | $18338.76     | 0.08%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                      | CUSIP: 31422M2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95900 | PA      | $12888.71     | 0.05%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                      | CUSIP: 31423XMX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289222 | PA      | $38554.81     | 0.16%             | 2050-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                      | CUSIP: 31423XZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209269 | PA      | $26795.33     | 0.11%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                      | CUSIP: 31424UGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169751 | PA      | $23044.88     | 0.10%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily                          | Freddie Mac Multifamily ML Certificates                        | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1044050 | PA      | $89537.72     | 0.37%             | 2041-07-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                             | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209409 | PA      | $212698.96    | 0.89%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                             | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    280257 | PA      | $265601.45    | 1.11%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                             | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103976 | PA      | $101315.99    | 0.42%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                             | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    260851 | PA      | $246999.44    | 1.03%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                             | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97700 | PA      | $97443.75     | 0.41%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                             | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136951 | PA      | $138935.85    | 0.58%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                             | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192263 | PA      | $194953.58    | 0.82%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust        | GoodLeap Home Improvement Solutions Trust 2024-1               | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70649 | PA      | $71273.76     | 0.30%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust | GoodLeap Sustainable Home Solutions Trust 2022-1               | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61919 | PA      | $53351.77     | 0.22%             | 2049-01-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust        | GoodLeap Home Improvement Solutions Trust 2025-2               | CUSIP: 38238FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43022 | PA      | $43642.15     | 0.18%             | 2049-06-20      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38380RKU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    790147 | PA      | $52887.12     | 0.22%             | 2060-11-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38380RNX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    666681 | PA      | $51730.82     | 0.22%             | 2061-01-16      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38380RXJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    562242 | PA      | $45385.25     | 0.19%             | 2063-03-16      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38381JMQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2334327 | PA      | $39715.08     | 0.17%             | 2057-07-16      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38384CUA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39324 | PA      | $39754.64     | 0.17%             | 2053-08-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38384ELE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57665 | PA      | $57982.09     | 0.24%             | 2053-08-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38384JJZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108788 | PA      | $109671.27    | 0.46%             | 2054-02-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38384NWA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79260 | PA      | $79726.19     | 0.33%             | 2054-05-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38384PC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115498 | PA      | $116457.73    | 0.49%             | 2054-06-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38384PYX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60148 | PA      | $60650.65     | 0.25%             | 2054-06-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38384QBK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79632 | PA      | $80126.88     | 0.34%             | 2054-06-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38384W6J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32040 | PA      | $32296.63     | 0.14%             | 2054-09-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38384WM28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88427 | PA      | $89219.75     | 0.37%             | 2054-09-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                       | CUSIP: 38384WTH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88437 | PA      | $89138.75     | 0.37%             | 2054-09-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                 | Grace Trust 2020-GRCE                                          | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89435.69     | 0.37%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                   | HPS Loan Management 2021-16 Ltd                                | CUSIP: 40440XAQ4<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150075.00    | 0.63%             | 2035-01-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                     | Hudson Yards 2019-30HY Mortgage Trust                          | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92315.31     | 0.39%             | 2039-07-10      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                     | Hudson Yards 2019-55HY Mortgage Trust                          | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86122.78     | 0.36%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                     | Hudson Yards 2025-SPRL Mortgage Trust                          | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100229.80    | 0.42%             | 2040-01-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XLII LLC                          | JG Wentworth XLII LLC                                          | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172611 | PA      | $156760.64    | 0.66%             | 2077-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust Series 2025-CES2                      | CUSIP: 46595TAF7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100430.82    | 0.42%             | 2055-06-25      | Variable      | 6.24%                 | 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        |    109000 | PA      | $108734.66    | 0.46%             | 2042-01-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XXXIX LLC                         | J.G. Wentworth XXXIX LLC                                       | CUSIP: 46620VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195976 | PA      | $177177.66    | 0.74%             | 2074-09-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| KREST Commercial Mortgage Securities Trust       | KREST Commercial Mortgage Securities Trust 2021-CHIP           | CUSIP: 50085PAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $87915.51     | 0.37%             | 2044-11-05      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                        | LEX Trust 2026-450                                             | CUSIP: 501970AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $238603.15    | 1.00%             | 2043-03-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| LMRK Issuer Co. LLC                              | Lmrk Issuer Co 2 LLC                                           | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $44991.46     | 0.19%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS3                           | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133660 | PA      | $133802.32    | 0.56%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS4                           | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41125 | PA      | $41181.82     | 0.17%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS5                           | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132902 | PA      | $133097.00    | 0.56%             | 2067-07-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                      | Legacy Mortgage Asset Trust 2021-GS2                           | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269111 | PA      | $269783.26    | 1.13%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                    | Life 2021-BMR Mortgage Trust                                   | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10680 | PA      | $10584.78     | 0.04%             | 2038-03-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                       | Lightpath Fiber Issuer LLC                                     | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $34988.34     | 0.15%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                          | Loanpal Solar Loan 2021-1 Ltd                                  | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117446 | PA      | $97475.46     | 0.41%             | 2048-01-20      | Fixed         | 2.29%                 | 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        |    100000 | PA      | $81775.45     | 0.34%             | 2040-02-12      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MFT Trust                                        | MFT 2020-B6 Mortgage Trust                                     | CUSIP: 55316TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $112822.11    | 0.47%             | 2040-08-10      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXVI Ltd                                 | CUSIP: 55819PBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $99517.70     | 0.42%             | 2035-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXVII Ltd                                 | CUSIP: 55820YAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $149548.80    | 0.63%             | 2038-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXIX Ltd                                 | CUSIP: 55821LAL8<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-CBDO         | CORP              | KY        |    105000 | PA      | $105081.59    | 0.44%             | 2034-10-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding LVII Ltd                                  | CUSIP: 55822GAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $125004.63    | 0.52%             | 2034-07-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                   | Manhattan West 2020-1MW Mortgage Trust                         | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47692.66     | 0.20%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2 | CUSIP: 59024QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11167 | PA      | $8147.21      | 0.03%             | 2037-05-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3 | CUSIP: 59024VAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39980 | PA      | $40242.34     | 0.17%             | 2037-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2023-INV2 Trust                                            | CUSIP: 59319BAE7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $30120.63     | 0.13%             | 2058-10-25      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2021-PLZA                       | CUSIP: 61773PAA9<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $93730.11     | 0.39%             | 2043-11-09      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2021-PLZA                       | CUSIP: 61773PAE1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $129358.89    | 0.54%             | 2043-11-09      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                           | Mosaic Solar Loan Trust 2020-2                                 | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34336 | PA      | $29059.12     | 0.12%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                    | NYO Commercial Mortgage Trust 2021-1290                        | CUSIP: 62955HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $109591.22    | 0.46%             | 2038-12-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                    | NYO Commercial Mortgage Trust 2021-1290                        | CUSIP: 62955HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $138487.01    | 0.58%             | 2038-11-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                    | NYO Commercial Mortgage Trust 2021-1290                        | CUSIP: 62955HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $148824.03    | 0.62%             | 2038-11-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                        | NYCT Trust 2024-3ELV                                           | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100296.97    | 0.42%             | 2029-08-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                        | NYCT Trust 2024-3ELV                                           | CUSIP: 62956HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100241.86    | 0.42%             | 2029-08-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                     | NY Commercial Mortgage Trust 2025-299P                         | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44000 | PA      | $44932.07     | 0.19%             | 2047-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909           | NYC Commercial Mortgage Trust 2026-1PARK                       | CUSIP: 62979QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249444.68    | 1.04%             | 2043-02-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Student Loan Trust 2017-1                              | CUSIP: 63940NAC4<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |     82454 | PA      | $83212.34     | 0.35%             | 2066-07-26      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Loan Trust 2018-B                    | CUSIP: 63940QAC7<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |       442 | PA      | $441.85       | 0.00%             | 2059-12-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Loan Trust 2020-A                    | CUSIP: 63941FAC0<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |     29663 | PA      | $29612.92     | 0.12%             | 2068-11-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909           | NYC Commercial Mortgage Trust 2021-909                         | CUSIP: 67076XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86787.89     | 0.36%             | 2043-04-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909           | NYC Commercial Mortgage Trust 2021-909                         | CUSIP: 67076XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $81518.68     | 0.34%             | 2043-04-10      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909           | NYC Commercial Mortgage Trust 2025-1155                        | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131000 | PA      | $132707.03    | 0.56%             | 2042-06-10      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909           | NYC Commercial Mortgage Trust 2025-1155                        | CUSIP: 67122BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101925.80    | 0.43%             | 2042-06-10      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                               | 1301 Trust 2025-AOA                                            | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102286.48    | 0.43%             | 2042-08-11      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP               | One New York Plaza Trust 2020-1NYP                             | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103830 | PA      | $100293.23    | 0.42%             | 2036-01-15      | Floating      | 4.74%                 | 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        |    150000 | PA      | $141965.63    | 0.59%             | 2036-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                      | PRKCM 2021-AFC1 Trust                                          | CUSIP: 69357TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28074 | PA      | $24200.83     | 0.10%             | 2056-08-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2024-RPL1 LLC                                             | CUSIP: 69380XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $147329.55    | 0.62%             | 2064-12-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2025-RPL2 LLC                                             | CUSIP: 69392MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $105579.72    | 0.44%             | 2055-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust            | PRPM 2025-RPL3 LLC                                             | CUSIP: 69392NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $166710.53    | 0.70%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2021-SFR3                                 | CUSIP: 74333VAJ3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $39841.34     | 0.17%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                   | RIDE 2025-SHRE                                                 | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102135.84    | 0.43%             | 2047-02-14      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2020-1 Ltd                                  | CUSIP: 77341EBA2<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |     70000 | PA      | $69986.42     | 0.29%             | 2036-01-20      | Floating      | 4.76%                 | 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        |    148740 | NS      | $148740.15    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SFO Commerical Mortgage Trust                    | SFO Commercial Mortgage Trust 2021-555                         | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99852.87     | 0.42%             | 2038-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Stonepeak                                        | Stonepeak 2021-1 ABS                                           | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69114 | PA      | $67594.25     | 0.28%             | 2033-02-28      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                           | SLM Student Loan Trust 2012-2                                  | CUSIP: 78446YAA1<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |     26034 | PA      | $25447.40     | 0.11%             | 2029-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                 | SLG Office Trust 2021-OVA                                      | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $123870.53    | 0.52%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                   | SWCH Commercial Mortgage Trust 2025-DATA                       | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98783.42     | 0.41%             | 2042-02-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                   | SWCH Commercial Mortgage Trust 2025-DATA                       | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24662.31     | 0.10%             | 2042-02-15      | Floating      | 5.76%                 | 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        |    160000 | PA      | $157640.48    | 0.66%             | 2042-02-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Shops at Crystals Trust 2016-CSTL                | Shops at Crystals Trust 2016-CSTL                              | CUSIP: 82510WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49869.29     | 0.21%             | 2036-07-05      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                       | Sixth Street CLO VIII Ltd                                      | CUSIP: 83012VAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $97468.60     | 0.41%             | 2034-10-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC             | SoFi Professional Loan Program 2021-B Trust                    | CUSIP: 83405NAA4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     25367 | PA      | $22776.83     | 0.10%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                 | Soundview Home Loan Trust 2007-OPT2                            | CUSIP: 83613DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118537 | PA      | $100296.12    | 0.42%             | 2037-07-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                           | Switch ABS Issuer LLC                                          | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75733.76     | 0.32%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                           | Switch ABS Issuer LLC                                          | CUSIP: 871044AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100118.00    | 0.42%             | 2054-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XIX Ltd                                           | CUSIP: 87165YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     50000 | PA      | $50043.50     | 0.21%             | 2031-04-16      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                            | TCW Central Cash Fund                                          | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |   1224353 | NS      | $1224353.19   | 5.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                  | TEXAS Commercial Mortgage Trust 2025-TWR                       | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99530.45     | 0.42%             | 2042-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                  | TEXAS Commercial Mortgage Trust 2025-TWR                       | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100154.86    | 0.42%             | 2042-04-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                      | CUSIP: 89171DAG2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $43041.02     | 0.18%             | 2053-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2019-HY2                             | CUSIP: 89177HAD4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $210708.50    | 0.88%             | 2058-05-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2019-2                               | CUSIP: 89177JAC2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86632.19     | 0.36%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2020-MH1                             | CUSIP: 89178YAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-O            | CORP              | US        |     95787 | PA      | $94433.78     | 0.40%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2020-MH1                             | CUSIP: 89178YAH7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-O            | CORP              | US        |     46622 | PA      | $45950.32     | 0.19%             | 2060-02-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2020-MH1                             | CUSIP: 89178YBX1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $118432.36    | 0.50%             | 2060-02-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                | 1211 Avenue of the Americas Trust 2015-1211                    | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23000 | PA      | $22048.38     | 0.09%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                | 1211 Avenue of the Americas Trust 2015-1211                    | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94887.50     | 0.40%             | 2035-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                | 245 Park Avenue Trust 2017-245P                                | CUSIP: 90187LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97925.84     | 0.41%             | 2037-06-05      | Variable      | 3.66%                 | 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        |    100000 | PA      | $96645.98     | 0.40%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                   | 280 Park Avenue 2017-280P Mortgage Trust                       | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58000 | PA      | $57724.58     | 0.24%             | 2034-09-15      | Floating      | 4.85%                 | 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        |    200000 | PA      | $197107.50    | 0.82%             | 2034-09-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                            | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13000 | PA      | $12677.03     | 0.05%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                            | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $187046.09    | 0.78%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                            | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $64497.27     | 0.27%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                            | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000 | PA      | $3922.66      | 0.02%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                            | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $289093.75    | 1.21%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                            | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $270427.15    | 1.13%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2025-3                              | CUSIP: 924928AE4<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101184.48    | 0.42%             | 2070-05-25      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2024-INV2                           | CUSIP: 92540NAE3<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100660.74    | 0.42%             | 2069-08-26      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2025-1                              | CUSIP: 92540TAE0<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |     24000 | PA      | $24269.42     | 0.10%             | 2070-01-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                    | VTR Commercial Mortgage Trust 2025-STEM                        | CUSIP: 92890YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98810.65     | 0.41%             | 2039-10-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2015-3 Ltd                                            | CUSIP: 92913UBQ8<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    125000 | PA      | $125110.50    | 0.52%             | 2031-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2014-4 Ltd                                            | CUSIP: 92914RBA9<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |     50000 | PA      | $50055.70     | 0.21%             | 2031-07-14      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2024-SVEN                | CUSIP: 949937AD8<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50860.30     | 0.21%             | 2037-06-10      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2026-1250B               | CUSIP: 949939AG7<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99212.48     | 0.42%             | 2041-03-10      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2025-609M                | CUSIP: 95004NAE5<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99528.90     | 0.42%             | 2042-08-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Vita Scientia                                    | Vita Scientia 2022-1 DAC                                       | CUSIP: 000000000<br>LEI: 635400JHBEHLCY2DZM20 | Long             | ABS-MBS          | CORP              | IE        |    100000 | PA      | $115245.91    | 0.48%             | 2033-02-27      | Floating      | 4.06%                 | Yes           |                  2 | On Loan: No      |
| UK Logisitics                                    | UK Logistics 2025-1 DAC                                        | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |     71788 | PA      | $94607.56     | 0.40%             | 2035-05-17      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Caister Finance                                  | Caister Finance DAC                                            | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |    100000 | PA      | $131997.45    | 0.55%             | 2035-08-17      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| RAMSGATE DC HOLDINGS UK                          | Ramsgate DC Holdings UK 1 SARL                                 | CUSIP: 000000000<br>LEI: 8945006O1674FLEV0713 | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $129115.69    | 0.54%             | 2056-02-28      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT JUN26                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         4 | NC      | $-12757.88    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) JUN26                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $3768.83      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) JUN26                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         7 | NC      | $-10816.19    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE JUN26                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -1 | NC      | $6156.73      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT JUN26                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        31 | NC      | $-72451.86    | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer