# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001410368-26-052195
**Filing Date:** 2026-5
**Character Count:** 227944
**Document Hash:** d414b08835789df20dc93e4663009d65
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-052195.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-052195

**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:** 261022429

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

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

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

## Series and Classes Contracts Data

### TCW METWEST LOW DURATION BOND FUND (Series ID: S000001146)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 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 LOW DURATION BOND FUND

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

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

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

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

- **b. Date as of which information is reported:** 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:** $1020509456.49

**Total Liabilities:** $127743005.89

**Net Assets:** $892766450.60

**Delayed Delivery Securities:** $374396.41

**Cash Not Reported:** $6512879.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3787.22000000 | **1-Year:** -42334.27000000 | **5-Year:** -31774.59000000 | **10-Year:** -2797.31000000 | **30-Year:** -365.47000000

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

- **3-Month:** -828.71000000 | **1-Year:** -7296.12000000 | **5-Year:** -7854.35000000 | **10-Year:** -6390.72000000 | **30-Year:** -475.98000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003063 | 0.39%                | 0.50%                | -0.67%               |
| Class ID C000003064 | 0.37%                | 0.47%                | -0.69%               |
| Class ID C000058169 | 0.33%                | 0.50%                | -0.67%               |
| Class ID C000263828 | 0.46%                | 0.45%                | -0.63%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $644962.25               | $622743.91                                 |
| Month 2  | $1276709.40              | $903257.08                                 |
| Month 3  | $-1695149.33             | $-5435461.55                               |

### Schedule of Portfolio Investments

| Name                                               | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC                    | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                       | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     64171 | PA      | $64112.54     | 0.01%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                                     | AGL CLO 13 Ltd                                                                  | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $2448681.90   | 0.27%             | 2034-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation              | AMMC CLO 24 Ltd                                                                 | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998053.00   | 0.34%             | 2035-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Access Group Inc                                   | Access Group Inc 2015-1                                                         | CUSIP: 00435TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    516225 | PA      | $511236.97    | 0.06%             | 2056-07-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                               | ACE Securities Corp Home Equity Loan Trust Series 2006-OP1                      | CUSIP: 00442PAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5071121 | PA      | $4737503.87   | 0.53%             | 2036-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                 | The Action Environmental Group Inc 2023 Term Loan B                             | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |     35814 | PA      | $35754.17     | 0.00%             | 2030-10-24      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                  | ADVANTAGE SALES+ MARKETING INC 2026 1st OUT TERM LOAN                           | CUSIP: 00769EBC3<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |     64574 | PA      | $49036.12     | 0.01%             | 2030-04-19      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                     | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4792548.70   | 0.54%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                          | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715000 | PA      | $2726041.91   | 0.31%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                    | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1583808.16   | 0.18%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers LLC                   | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1785000 | PA      | $1780045.02   | 0.20%             | 2047-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers LLC                   | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1765000 | PA      | $1773446.76   | 0.20%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                             | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    805000 | PA      | $835179.45    | 0.09%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                   | ALLO Issuer LLC                                                                 | CUSIP: 01983KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3778098.75   | 0.42%             | 2053-06-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032443<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8850000 | PA      | $8528364.45   | 0.96%             | 2041-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6675000 | PA      | $6119082.64   | 0.69%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040446<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8900000 | PA      | $8691740.00   | 0.97%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4025000 | PA      | $3797362.10   | 0.43%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10225000 | PA      | $10154631.55  | 1.14%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8150000 | PA      | $7862080.88   | 0.88%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11175000 | PA      | $11260656.38  | 1.26%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23875000 | PA      | $23541943.75  | 2.64%             | 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        |   9050000 | PA      | $9092897.00   | 1.02%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                               | Alpha Generation LLC Term Loan B                                                | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    111774 | PA      | $111628.56    | 0.01%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                                | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     18596 | PA      | $18832.73     | 0.00%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     24933 | PA      | $23595.59     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                | Altice Financing SA                                                             | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    335000 | PA      | $247859.80    | 0.03%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                  | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3275877.00   | 0.37%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2909883.20   | 0.33%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   7290000 | PA      | $7417502.10   | 0.83%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities Inc.                | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R9   | CUSIP: 03072SQ32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1707432 | PA      | $1698836.24   | 0.19%             | 2035-11-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                             | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $83811.89     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                  | Amspec Parent LLC 2025 Term Loan                                                | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     66634 | PA      | $66619.75     | 0.01%             | 2031-12-22      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2066908.20   | 0.23%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                   | Arches Buyer Inc 2021 Term Loan B                                               | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     47394 | PA      | $47290.70     | 0.01%             | 2027-12-06      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                    | Ardagh Group SA                                                                 | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    130000 | PA      | $109366.40    | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| HERITAGE ENVIRONMENTAL SER INC                     | HERITAGE ENVIRONMENTAL SER INC 2026 TERM LOAN B                                 | CUSIP: 03970GAC8<br>LEI: 549300E3IIHNPMXFHC03 | Long             | LON              | CORP              | US        |     35237 | PA      | $35325.30     | 0.00%             | 2033-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                    | Ardagh Group SA                                                                 | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     35000 | PA      | $36610.00     | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                             | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W2     | CUSIP: 040104ND9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158906 | PA      | $158681.90    | 0.02%             | 2035-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst   | Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2006-HE3        | CUSIP: 04541GXC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    814333 | PA      | $806184.75    | 0.09%             | 2036-03-25      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC 2021 Second Lien Term Loan B4                                       | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     18358 | PA      | $18267.53     | 0.00%             | 2029-01-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $210167.31    | 0.02%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                     | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    528111 | PA      | $529761.39    | 0.06%             | 2030-06-24      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                           | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1350000 | PA      | $1304478.00   | 0.15%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                           | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1118000 | PA      | $1081128.36   | 0.12%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                  | BCPE North Star US HoldCo 2 Inc Term Loan                                       | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |     63211 | PA      | $63108.63     | 0.01%             | 2028-06-09      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| BNC Mortgage Loan Trust                            | BNC Mortgage Loan Trust 2007-1                                                  | CUSIP: 05569GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2248124 | PA      | $2204000.66   | 0.25%             | 2037-03-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                          | BXP Trust 2017-GM                                                               | CUSIP: 056083AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2465000 | PA      | $2416473.27   | 0.27%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                   | Bain Capital Credit CLO 2020-5 Ltd                                              | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |   4600000 | PA      | $4601150.00   | 0.52%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                   | Bain Capital Credit CLO 2021-3 Ltd                                              | CUSIP: 05683NAJ1<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4491094.50   | 0.50%             | 2034-07-24      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust             | Banc of America Alternative Loan Trust 2003-8                                   | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1872293 | PA      | $1885805.90   | 0.21%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2018-BNK14                                                                 | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3110694 | PA      | $3091365.23   | 0.35%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    944000 | PA      | $936806.72    | 0.10%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5801445.00   | 0.65%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4209763.50   | 0.47%             | 2028-02-04      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                            | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3258906.65   | 0.37%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                     | Barings Clo Ltd 2021-III                                                        | CUSIP: 06762TAL5<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4497124.50   | 0.50%             | 2035-01-18      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc                             | Barracuda Networks Inc 2022 Term Loan                                           | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |     32301 | PA      | $20874.24     | 0.00%             | 2029-08-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                               | Bayer US Finance LLC                                                            | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   6230000 | PA      | $6475212.80   | 0.73%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust        | Bear Stearns ARM Trust 2004-3                                                   | CUSIP: 07384MR20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148698 | PA      | $145070.91    | 0.02%             | 2034-07-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2020-B17 Mortgage Trust                                               | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200587 | PA      | $2090652.74   | 0.23%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                   | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    636000 | PA      | $636184.44    | 0.07%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                     | Blackhawk Network Holdings Inc 2026 Term Loan B                                 | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     62089 | PA      | $61382.82     | 0.01%             | 2029-03-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXX Ltd                                                        | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2497542.50   | 0.28%             | 2035-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                             | BradyPlus Holdings LLC 2025 Term Loan B                                         | CUSIP: 10480UAD3<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |    171081 | PA      | $168729.02    | 0.02%             | 2032-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2021-SDMF                                                              | CUSIP: 12434CAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2598333 | PA      | $2596250.32   | 0.29%             | 2034-09-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization    | C-BASS 2007-CB5 Trust                                                           | CUSIP: 12464YAA7<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |   1669163 | PA      | $998458.09    | 0.11%             | 2037-04-25      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                            | CARS-DB5 LP                                                                     | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   1896318 | PA      | $1872281.22   | 0.21%             | 2051-08-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                    | CCRR Parent Inc Term Loan B                                                     | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20913 | PA      | $5998.04      | 0.00%             | 2028-03-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                    | CCRR Parent Inc US Acquisition Facility                                         | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     58714 | PA      | $14825.26     | 0.00%             | 2028-03-06      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2418670.75   | 0.27%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                    | CLI Funding VI LLC                                                              | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    334220 | PA      | $314644.10    | 0.04%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                          | CIM Trust 2021-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3899484 | PA      | $3628568.10   | 0.41%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding 2022-II Ltd                                                        | CUSIP: 12567MAN1<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4487701.50   | 0.50%             | 2035-04-19      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding 2022-IV Ltd                                                        | CUSIP: 12567WAL3<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1775000 | PA      | $1772539.85   | 0.20%             | 2035-07-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Antylia Scientific                                 | Antylia Scientific Term Loan                                                    | CUSIP: 12592HAG6<br>LEI: 549300EZRMS5BZD8TN98 | Long             | LON              | CORP              | US        |     53808 | PA      | $53471.31     | 0.01%             | 2032-05-27      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2015-DC1 Mortgage Trust                                                    | CUSIP: 12629NAH8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1361578 | PA      | $1341059.71   | 0.15%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     27000 | PA      | $17257.59     | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1954000 | PA      | $1416141.96   | 0.16%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates              | CWABS Asset-Backed Certificates Trust 2006-4                                    | CUSIP: 126670WV6<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |   1020743 | PA      | $1017844.82   | 0.11%             | 2036-07-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                             | CHL Mortgage Pass-Through Trust 2004-14                                         | CUSIP: 12669FT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4952 | PA      | $4705.97      | 0.00%             | 2034-08-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates              | CWABS Asset-Backed Certificates Trust 2007-7                                    | CUSIP: 12669VAA6<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |   4952942 | PA      | $4716002.99   | 0.53%             | 2047-10-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                        | Capital Street Master Trust                                                     | CUSIP: 14051LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1522042.72   | 0.17%             | 2029-08-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                          | Cast and Crew Payroll LLC 2021 Incremental Term Loan                            | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     22419 | PA      | $9006.73      | 0.00%             | 2028-12-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                  | Cedar Funding VI CLO Ltd                                                        | CUSIP: 15032DAZ4<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4498204.50   | 0.50%             | 2034-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                               | Celsius Holdings Inc 2025 Term Loan B                                           | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36834 | PA      | $36971.91     | 0.00%             | 2032-04-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity                                 | Centex Home Equity Loan Trust 2005-D                                            | CUSIP: 152314PS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2353647 | PA      | $2348868.74   | 0.26%             | 2035-10-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC              | Charter Communications Operating LLC 2024 Term Loan B5                          | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1443204 | PA      | $1444741.11   | 0.16%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan Asset-Backed CTFS      | Chase Funding Trust Series 2002-2                                               | CUSIP: 161551FX9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492473 | PA      | $490881.01    | 0.05%             | 2032-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust 2024-9                                        | CUSIP: 16160QAD6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |   1192861 | PA      | $1194481.46   | 0.13%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Mortgage Finance Trust Series 2007-A1                                     | CUSIP: 161630AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1676001 | PA      | $1655468.05   | 0.19%             | 2037-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Mortgage Finance Trust Series 2007-A2                                     | CUSIP: 16163LAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266295 | PA      | $268766.37    | 0.03%             | 2035-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUNDING CORP.                 | Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2005-2              | CUSIP: 16678RDK0<br>LEI: 549300QD5ZVFK417DY24 | Long             | ABS-MBS          | CORP              | US        |    218420 | PA      | $212589.22    | 0.02%             | 2036-05-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4987000 | PA      | $4913641.23   | 0.55%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4971150.00   | 0.56%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1027561.60   | 0.12%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                  | Citigroup Mortgage Loan Trust 2006-AMC1                                         | CUSIP: 17309PAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3492890 | PA      | $3430470.89   | 0.38%             | 2036-09-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                        | City Football Group Limited 2024 Term Loan                                      | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |     87328 | PA      | $87245.87     | 0.01%             | 2030-07-22      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Cleanova US Holdings LLC                           | Cleanova US Holdings LLC 2025 Term Loan B                                       | CUSIP: 18452UAB4<br>LEI: 254900Q8HEK85N92G859 | Long             | LON              | CORP              | US        |     33890 | PA      | $33974.73     | 0.00%             | 2032-06-14      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    294000 | PA      | $279602.82    | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                           | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1456834.50   | 0.16%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                         | Cornerstone Generation LLC Term Loan B                                          | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     25307 | PA      | $25361.57     | 0.00%             | 2032-08-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                      | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20750000 | PA      | $19424873.88  | 2.18%             | 2056-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG                     | CREDIT SUISSE FIRST BOSTON MTG                                                  | CUSIP: 22540AFG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40111 | PA      | $40034.74     | 0.00%             | 2028-09-25      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                               | Cross 2024-H6 Mortgage Trust                                                    | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    812276 | PA      | $812960.19    | 0.09%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3940000 | PA      | $3886297.80   | 0.44%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates              | CWABS Asset-Backed Certificates Trust 2006-14                                   | CUSIP: 23243LAD4<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |    806627 | PA      | $794307.66    | 0.09%             | 2037-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc                                     | DTI Holdco Inc 2025 Term Loan B                                                 | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |     31659 | PA      | $27411.84     | 0.00%             | 2029-04-26      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                              | Dave & Buster's Inc 2024 1st Lien Term Loan B                                   | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     63191 | PA      | $53091.76     | 0.01%             | 2031-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                            | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1053679 | PA      | $1019919.52   | 0.11%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                    | SkyMiles IP Ltd 2025 Repriced Term Loan B                                       | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |     92862 | PA      | $93452.57     | 0.01%             | 2028-10-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                 | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4800000 | PA      | $4693421.28   | 0.53%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1490445.00   | 0.17%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 40 Senior Loan Fund                                                      | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   1055743 | PA      | $1056766.84   | 0.12%             | 2031-08-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 86 CLO Ltd                                                               | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4502250.00   | 0.50%             | 2034-07-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1832963.15   | 0.21%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                   | EOC Borrower LLC Term Loan A                                                    | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27093 | PA      | $27127.14     | 0.00%             | 2028-03-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $112219.80    | 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      | $112584.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-3832.87     | -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      | $-2808.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-632.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $72861.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $4035.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $22915.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $20908.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $23998.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $13901.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $30037.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $20430.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $2973.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $3221.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-100791.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $100468.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $461.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $232.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                            | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-325.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                 | Elmwood CLO 15 Ltd                                                              | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4400000 | PA      | $4402081.20   | 0.49%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                             | Extra Space Storage LP                                                          | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   6745000 | PA      | $6683620.50   | 0.75%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                           | FHF Issuer Trust 2024-3                                                         | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1509163 | PA      | $1506107.69   | 0.17%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                           | Farmers Exchange Capital                                                        | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1688488.75   | 0.19%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                              | CUSIP: 3128HVR92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    637983 | PA      | $635298.10    | 0.07%             | 2036-07-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                              | CUSIP: 3128HXMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    826892 | PA      | $824148.42    | 0.09%             | 2042-06-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128K6NM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       323 | PA      | $328.19       | 0.00%             | 2033-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 31298EX91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       507 | PA      | $513.22       | 0.00%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2912671 | PA      | $2755157.78   | 0.31%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                              | CUSIP: 3132HTWM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3777545 | PA      | $3752761.42   | 0.42%             | 2043-11-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 3133TLMU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68086 | PA      | $69473.38     | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 31359QS96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       678 | PA      | $677.93       | 0.00%             | 2027-09-17      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136B72K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2401884 | PA      | $2371653.31   | 0.27%             | 2050-01-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136B9AC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4272071 | PA      | $4219240.62   | 0.47%             | 2050-03-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136BDUA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311195 | PA      | $306716.18    | 0.03%             | 2030-11-25      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136BTBD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10423295 | PA      | $10478937.10  | 1.17%             | 2054-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                               | Federal Realty OP LP                                                            | CUSIP: 313747AF4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |   1850000 | PA      | $1866243.00   | 0.21%             | 2026-08-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FARM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    587360 | PA      | $587120.57    | 0.07%             | 2044-05-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 3137FRTX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3824254 | PA      | $3758144.36   | 0.42%             | 2050-03-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H5FY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4508507 | PA      | $4360603.07   | 0.49%             | 2027-12-25      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354261 | PA      | $373088.95    | 0.04%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 313921X45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152130 | PA      | $153601.48    | 0.02%             | 2031-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 31392KC38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1209 | PA      | $1221.54      | 0.00%             | 2031-06-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 31394NT81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    629610 | PA      | $634261.82    | 0.07%             | 2033-10-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 31396WVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112303 | PA      | $111869.94    | 0.01%             | 2037-07-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 31397FRW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128084 | PA      | $132187.46    | 0.01%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 31397GQR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206087 | PA      | $205758.63    | 0.02%             | 2035-08-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 31397JE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    531465 | PA      | $530622.47    | 0.06%             | 2035-08-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 31398CKM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149823 | PA      | $151664.95    | 0.02%             | 2038-06-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 31398CV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85571 | PA      | $86846.58     | 0.01%             | 2039-05-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 31398FDH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1292306 | PA      | $1324254.67   | 0.15%             | 2049-10-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 31398FXF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817252 | PA      | $829068.26    | 0.09%             | 2049-11-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 31398GE54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645126 | PA      | $648974.04    | 0.07%             | 2040-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 31398MDK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2055194 | PA      | $173295.96    | 0.02%             | 2036-11-25      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 31398NEQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1817206 | PA      | $185574.62    | 0.02%             | 2040-09-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 31398NTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304493 | PA      | $304743.77    | 0.03%             | 2040-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 31398RCR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252650 | PA      | $258368.19    | 0.03%             | 2040-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31402RQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2939 | PA      | $3065.83      | 0.00%             | 2033-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31404KNR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51056 | PA      | $51689.83     | 0.01%             | 2034-04-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2136937 | PA      | $2025140.15   | 0.23%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12289697 | PA      | $11911184.63  | 1.33%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2238765 | PA      | $2120600.01   | 0.24%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4019760 | PA      | $3978467.68   | 0.45%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31419ACV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305807 | PA      | $322059.22    | 0.04%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                           | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    882000 | PA      | $920772.72    | 0.10%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                         | GC Ferry Acquisition I Inc Term Loan                                            | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     51311 | PA      | $50669.52     | 0.01%             | 2032-08-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                         | GC Ferry Acquisition I Inc Delayed Draw Term Loan                               | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |      8760 | PA      | $8650.90      | 0.00%             | 2032-08-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates  | First Franklin Mortgage Loan Trust 2004-FF5                                     | CUSIP: 32027NKU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272546 | PA      | $257463.19    | 0.03%             | 2034-08-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities      | First Horizon Alternative Mortgage Securities Trust 2004-AA3                    | CUSIP: 32051D6B3<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |       614 | PA      | $616.81       | 0.00%             | 2034-09-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                     | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350000 | PA      | $2328218.56   | 0.26%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                         | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    995000 | PA      | $974861.20    | 0.11%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                | 522 Funding CLO 2020-6 Ltd                                                      | CUSIP: 33835AAY5<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   4550000 | PA      | $4548402.95   | 0.51%             | 2034-10-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                              | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1942655.00   | 0.22%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-DNA6                                         | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    307409 | PA      | $308063.72    | 0.03%             | 2042-09-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                            | Fremont Home Loan Trust 2005-E                                                  | CUSIP: 35729PNC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2902613 | PA      | $2834157.83   | 0.32%             | 2036-01-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    976304 | PA      | $925250.93    | 0.10%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2179000 | PA      | $2200310.62   | 0.25%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |   1245000 | PA      | $1196992.80   | 0.13%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan Trust               | GMACM Home Equity Loan Trust 2000-HE2                                           | CUSIP: 361856AN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44098 | PA      | $39806.80     | 0.00%             | 2030-06-25      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36202CXQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       119 | PA      | $118.65       | 0.00%             | 2027-09-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36225CB54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       878 | PA      | $877.24       | 0.00%             | 2027-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36225CUP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5869 | PA      | $5878.30      | 0.00%             | 2032-03-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36225CVC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3003 | PA      | $3037.74      | 0.00%             | 2032-06-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36225DCE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72862 | PA      | $73938.20     | 0.01%             | 2034-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36225DKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2900 | PA      | $2947.39      | 0.00%             | 2035-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                        | GSAMP Trust 2005-HE4                                                            | CUSIP: 362341KE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78465 | PA      | $81794.80     | 0.01%             | 2045-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                            | GSR Mortgage Loan Trust 2005-AR7                                                | CUSIP: 362341WZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52987 | PA      | $51586.46     | 0.01%             | 2035-11-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                   | GWT 2024-WLF2                                                                   | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2767000 | PA      | $2770334.51   | 0.31%             | 2041-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Corp Trust 2023-FUN                                      | CUSIP: 36267CAA3<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   1755000 | PA      | $1763040.36   | 0.20%             | 2028-03-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                | General Electric Co                                                             | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2236363.35   | 0.25%             | 2026-05-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                | General Electric Co                                                             | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2182000 | PA      | $2053829.32   | 0.23%             | 2036-08-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                   | Getty Images Inc                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    180000 | PA      | $162750.60    | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   7201000 | PA      | $7072462.15   | 0.79%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                              | Global SC Finance VII Srl                                                       | CUSIP: 37959PAC1<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BB        |   2054196 | PA      | $1977125.75   | 0.22%             | 2040-11-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Goal Capital Funding Trust                         | Goal Capital Funding Trust 2006-1                                               | CUSIP: 38021BAG5<br>LEI: 5493009VZI2B6V83UU74 | Long             | ABS-O            | CORP              | US        |    744331 | PA      | $724676.98    | 0.08%             | 2042-08-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                     | GOGO Intermediate Holdings LLC Term Loan B                                      | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |     42362 | PA      | $37194.17     | 0.00%             | 2028-04-30      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD            | Goldentree Loan Management US Clo 11 Ltd                                        | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2599134.20   | 0.29%             | 2034-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1801439.25   | 0.20%             | 2027-09-10      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9863200.00   | 1.10%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38373M4R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109055 | PA      | $108822.48    | 0.01%             | 2044-03-16      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38376JDD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1398913 | PA      | $138260.76    | 0.02%             | 2037-05-20      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38378MVN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2804 | PA      | $2778.01      | 0.00%             | 2026-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38384W6J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11254140 | PA      | $11344191.58  | 1.27%             | 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        |   8150702 | PA      | $8223732.98   | 0.92%             | 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        |   5979093 | PA      | $6026554.64   | 0.68%             | 2054-09-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                            | Grand Canyon University                                                         | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149179.50    | 0.02%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                            | Great Canadian Gaming Corp/Raptor LLC                                           | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     99000 | PA      | $96623.01     | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC             | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                     | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     37438 | PA      | $35893.30     | 0.00%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                            | Guardian Life Global Funding                                                    | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1696795.00   | 0.19%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                   | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                         | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2480000 | PA      | $2481222.14   | 0.28%             | 2037-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation | HDI Aerospace Intermediate Holding III Corporation Term Loan B                  | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |     61380 | PA      | $61648.84     | 0.01%             | 2032-02-11      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  11500000 | PA      | $11092670.00  | 1.24%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                      | HTL Commercial Mortgage Trust 2024-T53                                          | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2668000 | PA      | $2689656.69   | 0.30%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                     | HPS Loan Management 2021-16 Ltd                                                 | CUSIP: 40440XAL5<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3998224.00   | 0.45%             | 2035-01-23      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| HTS Funding DE LLC                                 | HTS Fund II LLC                                                                 | CUSIP: 40456GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1535000 | PA      | $1534264.89   | 0.17%             | 2045-06-23      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                           | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   1451000 | PA      | $1446153.66   | 0.16%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                           | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   3255000 | PA      | $3189834.90   | 0.36%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                               | Heartland Dental LLC 2025 Term Loan                                             | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     89079 | PA      | $89013.29     | 0.01%             | 2032-08-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                          | Healthpeak Properties Inc Term Loan A1                                          | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    331629 | PA      | $328312.30    | 0.04%             | 2027-08-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                          | Healthpeak Properties Inc Term Loan A2                                          | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    331629 | PA      | $328312.30    | 0.04%             | 2027-02-22      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                          | Healthpeak Properties Inc 2024 Term Loan A3                                     | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    669298 | PA      | $659258.55    | 0.07%             | 2029-03-01      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc              | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    498366 | PA      | $499898.58    | 0.06%             | 2030-11-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                | Hotwire Funding LLC                                                             | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1915000 | PA      | $1938752.89   | 0.22%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                           | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    335000 | PA      | $317429.25    | 0.04%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                           | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    196000 | PA      | $168385.56    | 0.02%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                           | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    144000 | PA      | $116948.16    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1416620.40   | 0.16%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                  | Hyatt Hotels Corp                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    410000 | PA      | $414329.60    | 0.05%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                          | IQVIA Inc 2025 Incremental Term Loan B5                                         | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    174132 | PA      | $174850.26    | 0.02%             | 2031-01-02      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                       | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2320477.25   | 0.26%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                    | Impac CMB Trust Series 2005-5                                                   | CUSIP: 45254NPU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    623855 | PA      | $597000.10    | 0.07%             | 2035-08-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                            | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1301000 | PA      | $1297799.54   | 0.15%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                       | MH Sub I LLC 2023 Term Loan                                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     51559 | PA      | $44469.24     | 0.00%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                       | MH Sub I LLC 2024 Term Loan B4                                                  | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     77034 | PA      | $51709.25     | 0.01%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                   | IndyMac INDX Mortgage Loan Trust 2004-AR8                                       | CUSIP: 45660N2J3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355104 | PA      | $333937.21    | 0.04%             | 2034-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1434229.85   | 0.16%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                           | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3300817.60   | 0.37%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                    | Invesco CLO 2021-2 Ltd                                                          | CUSIP: 46149MAL0<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3998208.00   | 0.45%             | 2034-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP          | Invitation Homes Operating Partnership LP 2024 Term Loan                        | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |    954196 | PA      | $947039.66    | 0.11%             | 2028-09-09      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                  | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $4986585.60   | 0.56%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                           | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1795000 | PA      | $1723200.00   | 0.19%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                      | JGWPT XXX LLC                                                                   | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2090224 | PA      | $1996496.05   | 0.22%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13750000 | PA      | $13679462.50  | 1.53%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                | JP Morgan Mortgage Acquisition Corp 2005-FRE1                                   | CUSIP: 46626LCC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508082 | PA      | $505516.07    | 0.06%             | 2035-10-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                | JP Morgan Mortgage Acquisition Trust 2006-NC1                                   | CUSIP: 46626LJR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2843273 | PA      | $2982956.49   | 0.33%             | 2036-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                | JP Morgan Mortgage Acquisition Trust 2007-CH4                                   | CUSIP: 46630CAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6621976 | PA      | $6539936.08   | 0.73%             | 2037-05-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAA3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     61620 | PA      | $61870.67     | 0.01%             | 2035-07-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAS4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     36847 | PA      | $36843.45     | 0.00%             | 2035-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust      | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3972681.60   | 0.44%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    879000 | PA      | $856840.41    | 0.10%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3674079.25   | 0.41%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust Series 2024-4                                          | CUSIP: 46657WAE8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1501350 | PA      | $1506984.72   | 0.17%             | 2054-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                              | Jane Street Group LLC 2024 Term Loan B1                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     80245 | PA      | $78876.98     | 0.01%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                               | Kelso Industries LLC Term Loan                                                  | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114840 | PA      | $114552.48    | 0.01%             | 2029-12-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                        | Kedrion SpA                                                                     | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    370000 | PA      | $357083.30    | 0.04%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                         | KUEHG Corp 2025 Term Loan                                                       | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     28718 | PA      | $25846.40     | 0.00%             | 2030-06-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                | LCM 29 Ltd                                                                      | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    586921 | PA      | $587726.01    | 0.07%             | 2031-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                | LCM 33 Ltd                                                                      | CUSIP: 50202CAJ3<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4997835.00   | 0.56%             | 2034-07-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                | LCM 37 Ltd                                                                      | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2113934 | PA      | $2113959.76   | 0.24%             | 2034-04-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                | LSF12 Crown US Commercial Bidco LLC 2026 Term Loan B                            | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     25631 | PA      | $25688.46     | 0.00%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                               | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1885575.00   | 0.21%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                       | Lavender Dutch BorrowerCo BV USD Term Loan                                      | CUSIP: 51944RAB8<br>LEI: 254900WC9QQXLKNE2931 | Long             | LON              | CORP              | US        |     65613 | PA      | $64793.27     | 0.01%             | 2032-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housing Contract           | Lehman ABS Manufactured Housing Contract Trust 2001-B                           | CUSIP: 52519SAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25229067 | PA      | $212006.16    | 0.02%             | 2040-04-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                      | Darktrace PLC 1st Lien Term Loan                                                | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55273 | PA      | $53069.42     | 0.01%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                               | LXP Industrial Trust                                                            | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |    821000 | PA      | $861549.19    | 0.10%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $587970.40    | 0.07%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| MASTR Seasoned Securitization Trust                | MASTR Seasoned Securitization Trust 2004-1                                      | CUSIP: 55265WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61116 | PA      | $60376.46     | 0.01%             | 2032-10-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| MMI CAPITAL TRUST I                                | MMI Capital Trust I                                                             | CUSIP: 553086AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2086440.00   | 0.23%             | 2027-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                        | Magnite Inc 2025 Repriced Term Loan B                                           | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |     34068 | PA      | $33811.99     | 0.00%             | 2031-02-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust              | MASTR Adjustable Rate Mortgages Trust 2003-6                                    | CUSIP: 576433GH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1693 | PA      | $1662.23      | 0.00%             | 2034-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust              | MASTR Adjustable Rate Mortgages Trust 2004-3                                    | CUSIP: 576433KT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27496 | PA      | $27022.09     | 0.00%             | 2034-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust              | MASTR Adjustable Rate Mortgages Trust 2004-13                                   | CUSIP: 576433UF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186638 | PA      | $186173.35    | 0.02%             | 2034-11-21      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                      | MASTR Alternative Loan Trust 2003-1                                             | CUSIP: 576434BZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347007 | PA      | $355336.81    | 0.04%             | 2032-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                      | MASTR Alternative Loan Trust 2003-5                                             | CUSIP: 576434FF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000319 | PA      | $993069.03    | 0.11%             | 2033-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                      | MASTR Alternative Loan Trust 2003-9                                             | CUSIP: 576434KX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    994286 | PA      | $998394.81    | 0.11%             | 2033-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                      | MASTR Alternative Loan Trust 2004-7                                             | CUSIP: 576434TC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    829699 | PA      | $838839.92    | 0.09%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                | MASTR Asset Backed Securities Trust 2006-HE1                                    | CUSIP: 57643LQV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2740607 | PA      | $2711496.26   | 0.30%             | 2036-01-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                        | McAfee LLC 2024 USD 1st Lien Term Loan B                                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     46337 | PA      | $41529.74     | 0.00%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust             | Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4                      | CUSIP: 59020ULQ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |    245268 | PA      | $234662.53    | 0.03%             | 2034-08-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust   | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3                  | CUSIP: 59024VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2539708 | PA      | $2548644.02   | 0.29%             | 2037-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                               | Michaels Cos Inc/The                                                            | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    321000 | PA      | $312997.47    | 0.04%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc. (The)                     | MICHAELS COMPANIES INC THE 2026 TERM LOAN B                                     | CUSIP: 59408UAE7<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    132756 | PA      | $129113.24    | 0.01%             | 2033-03-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                    | Mid-State Capital Corp 2006-1 Trust                                             | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1351207 | PA      | $1358529.52   | 0.15%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                    | Mid-State Trust                                                                 | CUSIP: 59549RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77727 | PA      | $77609.01     | 0.01%             | 2036-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CONTRA GCB144A MODIVCA                             | CONTRA GCB144A MODIVCA                                                          | CUSIP: 607PMTAB0<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    909300 | PA      | $13639.50     | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                              | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105757.25    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                              | Molina Healthcare Inc                                                           | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134188.48    | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                             | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3175128.90   | 0.36%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                         | Morgan Stanley ABS Capital I Inc Trust 2004-NC7                                 | CUSIP: 61744CFQ4<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-O            | CORP              | US        |    559272 | PA      | $599588.44    | 0.07%             | 2034-07-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5855000 | PA      | $5838957.30   | 0.65%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                            | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5148162.10   | 0.58%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust     | Morgan Stanley Residential Mortgage Loan Trust 2025-1                           | CUSIP: 617944AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580200 | PA      | $1582981.64   | 0.18%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                   | MortgageIT Trust 2005-4                                                         | CUSIP: 61913PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935478 | PA      | $940237.68    | 0.11%             | 2035-10-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                   | MortgageIT Trust 2005-3                                                         | CUSIP: 61915RAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45927 | PA      | $46199.51     | 0.01%             | 2035-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1936540.00   | 0.22%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                         | NLT 2021-INV2 Trust                                                             | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4389459 | PA      | $3858946.59   | 0.43%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                    | Naked Juice LLC 2025 FLFO Term Loan                                             | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    452824 | PA      | $451589.67    | 0.05%             | 2029-01-24      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                    | Naked Juice LLC 2025 FLSO Term Loan                                             | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    177694 | PA      | $95361.90     | 0.01%             | 2029-01-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                    | Naked Juice LLC 2025 FLTO Term Loan                                             | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     44249 | PA      | $9784.05      | 0.00%             | 2030-01-24      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2728777 | PA      | $2435712.23   | 0.27%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2021-C                                | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    521289 | PA      | $473918.40    | 0.05%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                          | Nelnet Student Loan Trust 2013-1                                                | CUSIP: 64033CAA8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    710200 | PA      | $705010.82    | 0.08%             | 2041-06-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman CLO XVI-S Ltd                                                  | CUSIP: 64131TAW4<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750841.75   | 0.20%             | 2039-04-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                 | New Century Home Equity Loan Trust Series 2005-D                                | CUSIP: 64352VPQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2620793 | PA      | $2567402.50   | 0.29%             | 2036-02-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                  | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92400.00     | 0.01%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                               | Niagara Mohawk Power Corp                                                       | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4388120.00   | 0.49%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                | ELECTRONIC ARTS INC USD TERM LOAN B                                             | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     18424 | PA      | $18332.04     | 0.00%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 45, Ltd.               | Octagon Investment Partners 45 Ltd                                              | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4498704.00   | 0.50%             | 2035-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD               | Octagon Investment Partners XVII Ltd                                            | CUSIP: 67590GBL2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    432382 | PA      | $432608.77    | 0.05%             | 2031-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41, LTD.               | Octagon Investment Partners 41 Ltd                                              | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5310000 | PA      | $5302804.95   | 0.59%             | 2033-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                             | Oman Government International Bond                                              | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   2952000 | PA      | $3083629.68   | 0.35%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                 | One New York Plaza Trust 2020-1NYP                                              | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1887817 | PA      | $1823513.16   | 0.20%             | 2036-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                     | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    340000 | PA      | $346613.00    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                           | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $48941.64     | 0.01%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                     | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2635000 | PA      | $2708621.90   | 0.30%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Opteum Mortgage Acceptance Corporation             | Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5   | CUSIP: 68383NCU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1823286 | PA      | $1814726.74   | 0.20%             | 2035-12-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| PHH Alternative Mortgage Trust                     | PHH Alternative Mortgage Trust Series 2007-3                                    | CUSIP: 69337MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2761236 | PA      | $2709258.01   | 0.30%             | 2037-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    830000 | PA      | $850791.50    | 0.10%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4623331.90   | 0.52%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                     | PMT Loan Trust 2026-INV3                                                        | CUSIP: 69383WBP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2205440.38   | 0.25%             | 2057-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                     | PMT Loan Trust 2026-CNF3                                                        | CUSIP: 69383XAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2260000 | PA      | $2265549.20   | 0.25%             | 2057-04-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                     | Palmer Square Loan Funding 2024-3 Ltd                                           | CUSIP: 69690EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2270000 | PA      | $2268563.09   | 0.25%             | 2032-08-08      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                           | Papa John's International Inc                                                   | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219597.10    | 0.02%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO             | Park Avenue Institutional Advisers CLO Ltd 2021-2                               | CUSIP: 70018QAJ4<br>LEI: 529900TR2RUYEEXPKF94 | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $4299711.90   | 0.48%             | 2034-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Park Place Securities Inc                          | Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-WCW3          | CUSIP: 70069FLX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    881456 | PA      | $893062.07    | 0.10%             | 2035-08-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                               | Pelican Products Inc 2021 Term Loan                                             | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |    109782 | PA      | $97981.09     | 0.01%             | 2028-12-29      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company LLC           | Pediatric Associates Holding Company LLC 2021 Term Loan B                       | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33197 | PA      | $31850.69     | 0.00%             | 2028-12-29      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                       | Peraton Corp Term Loan B                                                        | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     63090 | PA      | $53994.42     | 0.01%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                         | DOC DR LLC                                                                      | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |   3995000 | PA      | $3992163.55   | 0.45%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                     | KFC Holding Co 2021 Term Loan B                                                 | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    191238 | PA      | $192194.59    | 0.02%             | 2028-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                   | Plano HoldCo Inc Term Loan B                                                    | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |     19800 | PA      | $16038.00     | 0.00%             | 2031-10-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                | Planview Parent Inc 2024 1st Lien Term Loan                                     | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    269417 | PA      | $202905.76    | 0.02%             | 2027-12-17      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER LLC                          | Potomac Energy Center LLC 2026 Term Loan B                                      | CUSIP: 73767TAE6<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |     28102 | PA      | $28172.54     | 0.00%             | 2032-08-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                              | Priority Holdings LLC 2025 Term Loan B                                          | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84700 | PA      | $82820.67     | 0.01%             | 2032-08-02      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.           | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165430 | PA      | $126103.19    | 0.01%             | 2030-10-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                       | Cloudera Inc 2021 Term Loan                                                     | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |     86915 | PA      | $77843.54     | 0.01%             | 2028-10-08      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                            | PUG LLC 2024 Extended Term Loan B                                               | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     23693 | PA      | $23389.34     | 0.00%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                     | Qatar Government International Bond                                             | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   2608000 | PA      | $2529055.84   | 0.28%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                               | Quartz Acquireco LLC 2025 Term Loan B                                           | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66471 | PA      | $55669.70     | 0.01%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                   | QuidelOrtho Corp Term Loan A                                                    | CUSIP: 74840YAF1<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     57592 | PA      | $55360.74     | 0.01%             | 2030-08-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                   | QuidelOrtho Corp Term Loan                                                      | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     80855 | PA      | $80854.62     | 0.01%             | 2032-08-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants, LLC                    | Raising Cane's Restaurants LLC 2025 Term Loan B                                 | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |     61725 | PA      | $61436.03     | 0.01%             | 2032-11-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                 | ReadyCap Commercial Mortgage Trust 2019-6                                       | CUSIP: 75575QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258023 | PA      | $257498.83    | 0.03%             | 2052-10-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                   | Red Ventures LLC 2024 Term Loan B                                               | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |     62901 | PA      | $55848.48     | 0.01%             | 2030-03-04      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                          | Renaissance Holding Corp 2024 1st Lien Term Loan                                | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    244678 | PA      | $175939.38    | 0.02%             | 2030-04-05      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Research Now Group Inc                             | Research Now Group Inc 2024 First Lien First Out Term Loan                      | CUSIP: 76100MAB6<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |     16219 | PA      | $15996.00     | 0.00%             | 2028-07-15      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                   | RALI Series 2005-QA3 Trust                                                      | CUSIP: 76110H2H1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787435 | PA      | $439407.52    | 0.05%             | 2035-03-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                             | Rockford Tower CLO 2017-3 Ltd                                                   | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |       219 | PA      | $218.86       | 0.00%             | 2030-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                             | Rockford Tower CLO 2019-2 Ltd                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   1351609 | PA      | $1353621.81   | 0.15%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                             | Rockford Tower CLO 2018-1 Ltd                                                   | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    109001 | PA      | $109048.68    | 0.01%             | 2031-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                             | Rockford Tower CLO 2019-1 Ltd                                                   | CUSIP: 77342MAY2<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4396871.60   | 0.49%             | 2034-04-20      | Floating      | 4.77%                 | 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        |   5505922 | NS      | $5505922.14   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 2008-4                                                   | CUSIP: 78445AAD8<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |   1037309 | PA      | $1040074.64   | 0.12%             | 2022-07-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 2008-6                                                   | CUSIP: 78445CAD4<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |    599438 | PA      | $597441.50    | 0.07%             | 2023-07-25      | Floating      | 5.25%                 | 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        |   1116580 | PA      | $1091410.93   | 0.12%             | 2029-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                             | SLM Student Loan Trust 2014-1                                                   | CUSIP: 78448EAC9<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | CORP              | US        |   2024656 | PA      | $1966069.95   | 0.22%             | 2029-02-26      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                           | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   1595000 | PA      | $1610615.05   | 0.18%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SMRT                                               | SMRT 2022-MINI                                                                  | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2885000 | PA      | $2883798.11   | 0.32%             | 2039-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SMRT                                               | SMRT 2022-MINI                                                                  | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520000 | PA      | $1518541.41   | 0.17%             | 2039-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                     | Sabre GLBL Inc 2024 Term Loan B1                                                | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     21912 | PA      | $17386.16     | 0.00%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                     | Salesforce Inc                                                                  | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102233.00   | 0.12%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3007000 | PA      | $2988326.53   | 0.33%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                           | Saudi Government International Bond                                             | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2692000 | PA      | $2652077.64   | 0.30%             | 2029-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                       | Saxon Asset Securities Trust 2006-2                                             | CUSIP: 80556XAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7017823 | PA      | $6782412.17   | 0.76%             | 2036-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings Inc                                 | Mativ Holdings Inc Delayed Draw Term Loan A                                     | CUSIP: 80854EAJ7<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |     38482 | PA      | $38289.60     | 0.00%             | 2027-05-06      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                           | Secretariat Advisors LLC 2025 Term Loan B                                       | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30056 | PA      | $29605.64     | 0.00%             | 2032-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                           | Secretariat Advisors LLC 2025 Delayed Draw Term Loan                            | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3649 | PA      | $3593.90      | 0.00%             | 2032-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization    | Securitized Asset Backed Receivables LLC Trust 2006-CB1                         | CUSIP: 81375WHH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1226385 | PA      | $1052250.50   | 0.12%             | 2036-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Shops at Crystals Trust 2016-CSTL                  | Shops at Crystals Trust 2016-CSTL                                               | CUSIP: 82510WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $2044169.60   | 0.23%             | 2036-07-05      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Showtime Acquisition LLC                           | Showtime Acquisition LLC 2024 1st Lien Term Loan                                | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |     62594 | PA      | $61968.42     | 0.01%             | 2031-08-16      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| SKYLINE CL A TR 2020 1                             | SKYLINE CL A TR 2020 1                                                          | CUSIP: 83084RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4768164 | PA      | $4505534.00   | 0.50%             | 2038-07-03      | Fixed         | 3.23%                 | No            |                  3 | On Loan: No      |
| TTF Holdings LLC                                   | TTF Holdings LLC 2024 Term Loan                                                 | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |    103487 | PA      | $77614.95     | 0.01%             | 2031-07-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SONARSOURCE FINANCING LLC                          | SonarSource Financing LLC Term Loan                                             | CUSIP: 83541WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61260 | PA      | $56359.47     | 0.01%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                   | Soundview Home Loan Trust 2006-OPT4                                             | CUSIP: 83611YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1858655 | PA      | $1816545.29   | 0.20%             | 2036-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                    | South Field LLC 2025 1st Lien Term Loan C                                       | CUSIP: 83783XAF3<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |      1823 | PA      | $1832.01      | 0.00%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                    | South Field LLC 2025 1st Lien Term Loan B                                       | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     29150 | PA      | $29295.58     | 0.00%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                        | Southern Co/The                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2194000 | PA      | $2175570.40   | 0.24%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Residential Finance       | Specialty Underwriting & Residential Finance Trust Series 2005-BC2              | CUSIP: 84751PFW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289521 | PA      | $289096.55    | 0.03%             | 2035-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                           | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |    414000 | PA      | $416132.10    | 0.05%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                        | SREIT Trust 2021-MFP2                                                           | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3640000 | PA      | $3638302.67   | 0.41%             | 2036-11-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                        | SREIT Trust 2021-MFP2                                                           | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $2149111.62   | 0.24%             | 2036-11-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                        | SREIT Trust 2021-PALM                                                           | CUSIP: 85237AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2500316.50   | 0.28%             | 2034-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                    | Star Parent Inc                                                                 | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    176000 | PA      | $183205.44    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                | Station Casinos LLC 2024 Term Loan B                                            | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     28522 | PA      | $28545.64     | 0.00%             | 2031-03-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Store Master Funding I - VII, XIV                  | Store Master Funding I-VII and XIV                                              | CUSIP: 86212XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    973175 | PA      | $961049.05    | 0.11%             | 2049-11-20      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation            | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003 26A        | CUSIP: 86359AS95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109450 | PA      | $106423.84    | 0.01%             | 2033-09-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                           | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $272812.40    | 0.03%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                       | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    525000 | PA      | $535720.50    | 0.06%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                       | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108347.80    | 0.01%             | 2034-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Surf Holdings LLC                                  | Surf Holdings LLC 2025 Incremental Term Loan                                    | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24781 | PA      | $23661.76     | 0.00%             | 2027-03-05      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                    | Star Parent Inc Term Loan B                                                     | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     22527 | PA      | $22303.98     | 0.00%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                   | TCI-Symphony CLO 2016-1 Ltd                                                     | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |   2146999 | PA      | $2148680.42   | 0.24%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| TCP Sunbelt Acquisition Co                         | TCP Sunbelt Acquisition Co 2024 Term Loan B                                     | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |    113562 | PA      | $113775.43    | 0.01%             | 2031-10-24      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                              | TCW Central Cash Fund                                                           | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |  38711802 | NS      | $38711802.30  | 4.34%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    755000 | PA      | $714917.05    | 0.08%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Terwin Mortgage Trust                              | Terwin Mortgage Trust 2004-7HE                                                  | CUSIP: 881561FV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48364 | PA      | $47636.37     | 0.01%             | 2034-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                  | Teva Pharmaceutical Finance Netherlands IV BV                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $182818.80    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                      | Vistra Operations Company LLC 1st Lien Term Loan B3                             | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    217749 | PA      | $218315.82    | 0.02%             | 2030-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                      | 321 Henderson Receivables I LLC                                                 | CUSIP: 88576NAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1523428 | PA      | $1467167.09   | 0.16%             | 2042-03-15      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                           | Cloud Software Group Inc 2025 Term Loan B (2031)                                | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     40475 | PA      | $37196.68     | 0.00%             | 2031-03-21      | Floating      | 6.95%                 | 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        |    429009 | PA      | $422946.33    | 0.05%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                      | TransDigm Inc 2023 Term Loan J                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     79062 | PA      | $79161.28     | 0.01%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                      | TransDigm Inc 2025 Term Loan M                                                  | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     89483 | PA      | $89582.25     | 0.01%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                   | TRESTLES CLO V LTD                                                              | CUSIP: 89532UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2499175.00   | 0.28%             | 2034-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                              | Tricon American Homes 2020-SFR1                                                 | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3282000 | PA      | $3270027.26   | 0.37%             | 2038-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                 | Tricon Residential 2021-SFR1 Trust                                              | CUSIP: 89614YAG1<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1720000 | PA      | $1708189.79   | 0.19%             | 2038-07-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                          | Trinity Rail Leasing 2019-1 LLC                                                 | CUSIP: 89657BAA2<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |   1976091 | PA      | $1975127.00   | 0.22%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                    | TripAdvisor Inc Term Loan                                                       | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     46308 | PA      | $44069.99     | 0.00%             | 2031-07-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                           | Primo Brands Corporation 2025 Term Loan B                                       | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     14298 | PA      | $14329.35     | 0.00%             | 2028-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                         | TKO Worldwide Holdings LLC 2025 Term Loan                                       | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     60507 | PA      | $60545.15     | 0.01%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| UKG INC                                            | UKG Inc                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161881.50    | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                           | United Natural Foods Inc 2024 Term Loan                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     93984 | PA      | $94641.84     | 0.01%             | 2031-05-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5365000 | PA      | $5387693.95   | 0.60%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27160000 | PA      | $26949934.51  | 3.02%             | 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        |    583000 | PA      | $571727.15    | 0.06%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12310000 | PA      | $12202768.33  | 1.37%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3078000 | PA      | $3068381.25   | 0.34%             | 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        | 123523000 | PA      | $123718417.09 | 13.86%            | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                   | VB-S1 Issuer LLC - VBTEL                                                        | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1970000 | PA      | $1923172.71   | 0.22%             | 2052-02-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                       | VT Topco Inc                                                                    | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285014.80    | 0.03%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                           | Vantage Data Centers LLC                                                        | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1445000 | PA      | $1380516.88   | 0.15%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                           | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1355000 | PA      | $1332263.64   | 0.15%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                              | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $214570.20    | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                              | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    221000 | PA      | $234103.09    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                              | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    224000 | PA      | $230612.48    | 0.03%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                              | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58353.12     | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                             | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |   2590000 | PA      | $2605358.70   | 0.29%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                             | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    156000 | PA      | $149788.08    | 0.02%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                           | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1128949.10   | 0.13%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                 | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    157000 | PA      | $163766.70    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                 | Voyager Parent LLC Repriced Term Loan B                                         | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     99859 | PA      | $99307.57     | 0.01%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates            | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust                  | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540715 | PA      | $526985.01    | 0.06%             | 2045-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates            | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                   | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63005 | PA      | $63390.87     | 0.01%             | 2045-01-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates            | WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust                   | CUSIP: 92922FTX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262047 | PA      | $264019.93    | 0.03%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                       | WP Carey Inc                                                                    | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   2220000 | PA      | $2207013.00   | 0.25%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                | WEC US Holdings Ltd 2024 Term Loan                                              | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     50033 | PA      | $50001.96     | 0.01%             | 2031-01-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates            | WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust                  | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193264 | PA      | $189186.27    | 0.02%             | 2035-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc | Element Materials Technology Group US Holdings Inc 2022 USD Term Loan           | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-07-06      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2113408.05   | 0.24%             | 2028-06-02      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11735000 | PA      | $12003614.15  | 1.34%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2021-FCMT                                 | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3760000 | PA      | $3758555.78   | 0.42%             | 2031-05-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MODIVCARE                                          | MODIVCARE                                                                       | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     31872 | NS      | $207168.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                           | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33150.95     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                           | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2206293.90   | 0.25%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                | Xerox Holdings Corp 2023 Non-CoOp Term Loan                                     | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    281065 | PA      | $200258.86    | 0.02%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                            | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     93280 | PA      | $92751.10     | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                            | Zayo Group Holdings Inc 2025 USD Term Loan                                      | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     42232 | PA      | $41542.96     | 0.00%             | 2030-03-11      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                           | Pacific National Finance Pty Ltd                                                | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |    890000 | PA      | $604836.97    | 0.07%             | 2027-05-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    128682 | PA      | $150500.76    | 0.02%             | 2026-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                           | Pacific National Finance Pty Ltd                                                | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |   1210000 | PA      | $755295.41    | 0.08%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO AG                                   | Delivery Hero SE                                                                | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $430374.29    | 0.05%             | 2028-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                              | Global Switch Finance BV                                                        | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    485000 | PA      | $516050.66    | 0.06%             | 2030-10-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| NORTEGAS ENERGIA GRUPO S                           | Nortegas Energia Grupo SL                                                       | CUSIP: 000000000<br>LEI: 959800BV22XY8K22ZD24 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $394107.65    | 0.04%             | 2031-01-22      | Fixed         | 0.91%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                             | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    935000 | PA      | $1016902.25   | 0.11%             | 2028-05-04      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC           | Last Mile Logistics Pan Euro Finance DAC                                        | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |    817254 | PA      | $941858.37    | 0.11%             | 2033-08-17      | Floating      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC           | Last Mile Logistics Pan Euro Finance DAC                                        | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |    970610 | PA      | $1118646.97   | 0.13%             | 2033-08-17      | Floating      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                           | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1350977.35   | 0.15%             | 2029-06-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                               | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1733726.62   | 0.19%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Highways PLC                                       | Highways 2021 PLC                                                               | CUSIP: 000000000<br>LEI: 635400GGBFFTA8MRIA09 | Long             | ABS-MBS          | CORP              | GB        |   1400000 | PA      | $1856654.22   | 0.21%             | 2031-12-18      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| SUEZ                                               | Suez SACA                                                                       | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $878262.02    | 0.10%             | 2030-05-24      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| AA BOND CO LTD                                     | AA Bond Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    627000 | PA      | $860368.72    | 0.10%             | 2029-07-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ENEL SPA                                           | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    865000 | PA      | $1036030.61   | 0.12%             | 2028-04-16      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TDC NET AS                                         | TDC Net A/S                                                                     | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |    600000 | PA      | $727247.80    | 0.08%             | 2030-02-06      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                           | NSW Electricity Networks Finance Pty Ltd                                        | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |    630000 | PA      | $432026.41    | 0.05%             | 2030-05-29      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                               | Sartorius Finance BV                                                            | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1295265.03   | 0.15%             | 2029-09-14      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AUST                           | Volkswagen Financial Services Australia Pty Ltd                                 | CUSIP: 000000000<br>LEI: 529900VBZRQG6COX9X61 | Long             | DBT              | CORP              | AU        |    910000 | PA      | $619912.17    | 0.07%             | 2028-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                    | RAC Bond Co PLC                                                                 | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $558289.81    | 0.06%             | 2028-11-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                           | Davide Campari-Milano NV                                                        | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $336700.45    | 0.04%             | 2029-01-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                            | Aurizon Network Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |   1520000 | PA      | $1040350.61   | 0.12%             | 2031-09-12      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                         | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    570000 | PA      | $680232.86    | 0.08%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| REDEXIS SA                                         | Redexis SA                                                                      | CUSIP: 000000000<br>LEI: 635400DYWVUY8IC5MR90 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $463147.46    | 0.05%             | 2031-05-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DVI DT VERMOEGENS IMMVWL                           | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                           | CUSIP: 000000000<br>LEI: 529900MFTCNJE8PQM633 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $459188.51    | 0.05%             | 2030-08-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AUST                           | Volkswagen Financial Services Australia Pty Ltd                                 | CUSIP: 000000000<br>LEI: 529900VBZRQG6COX9X61 | Long             | DBT              | CORP              | AU        |    650000 | PA      | $431103.85    | 0.05%             | 2030-10-16      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| DBMS                                               | DBMS 2025-1 DAC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |   1400000 | PA      | $1849771.67   | 0.21%             | 2036-02-18      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                               | Maple Parent Holdings Corp                                                      | CUSIP: 000000000<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    750000 | PA      | $859924.19    | 0.10%             | 2030-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMPHENOL TECH HLDS GMBH                            | Amphenol Technologies Holding GmbH                                              | CUSIP: 000000000<br>LEI: 549300110BRSS7DV8V39 | Long             | DBT              | CORP              | DE        |   1560000 | PA      | $1805178.68   | 0.20%             | 2031-03-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                  | EURO-BOBL FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $2602.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                  | EURO-BUND FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -23 | NC      | $16632.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                  | EURO-SCHATZ FUT JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -123 | NC      | $-2907.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -85 | NC      | $239992.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                | AUST 10Y BOND FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -14 | NC      | $3094.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -798 | NC      | $1110007.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2707 | NC      | $-4056450.16  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division   | LONG GILT FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -2 | NC      | $-688.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -431 | NC      | $770417.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                | AUST 3YR BOND FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -25 | NC      | $-5512.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | BDL2CXRV1 FWDP 2Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  43113000 | NC      | $4.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | BDL2CYFJ9 FWDP 5Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  18017000 | NC      | $1.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                            | Yorkshire Water Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    403000 | PA      | $535612.90    | 0.06%             | 2027-05-28      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings Inc                              | DK Crown Holdings Inc 2025 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37293 | PA      | $37298.98     | 0.00%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                   | GVC Holdings (Gibraltar) Limited 2025 Term Loan B6 (2029)                       | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |     37240 | PA      | $37272.30     | 0.00%             | 2029-10-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers Inc                          | C&S Wholesale Grocers Inc Term Loan B                                           | CUSIP: 000000000<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |    144669 | PA      | $141714.76    | 0.02%             | 2030-09-20      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| MODIVCARE BUYER LLC                                | ModivCare Buyer LLC Super Senior Term Loan                                      | CUSIP: 000000000<br>LEI: 254900MKEPTFAS1J2168 | Long             | LON              | CORP              | US        |    155000 | PA      | $155516.93    | 0.02%             | 2030-12-29      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| ModivCare Buyer LLC                                | ModivCare Buyer LLC Takeback Term Loan                                          | CUSIP: 000000000<br>LEI: 254900MKEPTFAS1J2168 | Long             | LON              | CORP              | US        |    263454 | PA      | $247647.10    | 0.03%             | 2032-12-30      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                        | HOLOGIC INC 2026 TERM LOAN B                                                    | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |     48697 | PA      | $48176.63     | 0.01%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                           | PRIMO BRANDS CORPORATION 2026 TERM LOAN B                                       | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     27535 | PA      | $27612.04     | 0.00%             | 2031-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | FSWP: GBP 3.933000 20-MAR-2028 SON                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30979000 | OU      | $-205824.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                            | SWAP/CDSWAP/SCDS: (ORCL)                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | GB        |   2255000 | OU      | $-90087.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                             | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    500000 | PA      | $527972.53    | 0.06%             | 2030-03-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                 | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |   1300000 | PA      | $1334293.50   | 0.15%             | 2031-11-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                         | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   4575000 | PA      | $6034979.82   | 0.68%             | 2028-03-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Balcan Innovations Inc                             | Balcan Innovations Inc Term Loan B                                              | CUSIP: 000000000<br>LEI: 549300C2CLNRVCUDIH93 | Long             | LON              | CORP              | CA        |     44194 | PA      | $29831.13     | 0.00%             | 2031-10-18      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                  | Great Canadian Gaming Corporation 2024 Term Loan B                              | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |     80696 | PA      | $79653.73     | 0.01%             | 2029-11-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company             | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                        | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     19307 | PA      | $19287.93     | 0.00%             | 2030-09-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                   | Delivery Hero SE 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    135242 | PA      | $133171.30    | 0.01%             | 2029-12-12      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO SE                                   | DELIVERY HERO SE 2026 TERM LOAN B                                               | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |     46653 | PA      | $45195.10     | 0.01%             | 2032-06-30      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                     | Opal Bidco SAS USD Term Loan B4                                                 | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |     43574 | PA      | $43601.57     | 0.00%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                            | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                              | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     61574 | PA      | $61881.94     | 0.01%             | 2028-05-05      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                               | Flutter Financing BV 2024 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    134657 | PA      | $133512.51    | 0.01%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                | Peer Holding III BV 2025 USD Term Loan B5B                                      | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    124104 | PA      | $124007.39    | 0.01%             | 2031-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                | Peer Holding III BV 2025 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |    150000 | PA      | $148898.25    | 0.02%             | 2032-10-14      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                        | Ziggo Financing Partnership 2025 Term Loan B                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62677 | PA      | $61188.76     | 0.01%             | 2033-01-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer