# EDGAR Filing Document

**Accession Number:** 0001126087
**File Stem:** 0001410368-26-020746
**Filing Date:** 2026-2
**Character Count:** 280116
**Document Hash:** 2833338a8cdf8c6d62484c60479cb324
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020746.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001410368-26-020746

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brighthouse Funds Trust I
- **CENTRAL INDEX KEY:** 0001126087

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10183
- **FILM NUMBER:** 26698908

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277
- **BUSINESS PHONE:** 9809495121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MET INVESTORS SERIES TRUST
- **DATE OF NAME CHANGE:** 20001010

## Series and Classes Contracts Data

### Brighthouse/Franklin Low Duration Total Return Portfolio (Series ID: S000032438)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000100086 | Class A      |  |
| C000100087 | Class B      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brighthouse Funds Trust I

- **b. Investment Company Act file number:** 811-10183

- **c. CIK number of Registrant:** 0001126087

- **d. LEI of Registrant:** 549300LQX1AREJYGF247

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

  - **Street Address 1:** Brighthouse Investment Advisers, LLC

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28277

  - **Telephone number:** 980-949-5089

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

- **a. Name of Series:** Brighthouse/Franklin Low Duration Total Return Portfolio

- **b. EDGAR series identifier (if any):** S000032438

- **c. LEI of Series:** 549300HDUGIR8TU0PL77

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $631584370.88

**Total Liabilities:** $55513609.21

**Net Assets:** $576070761.67

**Delayed Delivery Securities:** $249375.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2683.90000000 | **1-Year:** -25752.77000000 | **5-Year:** -24135.96000000 | **10-Year:** -3716.18000000 | **30-Year:** -1845.13000000

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

- **3-Month:** -367.65000000 | **1-Year:** -4531.80000000 | **5-Year:** -23272.96000000 | **10-Year:** -3999.04000000 | **30-Year:** -1533.60000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000100086 | 0.23%                | 0.46%                | 0.34%                |
| Class ID C000100087 | 0.23%                | 0.46%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-519504.11              | $113789.05                                 |
| Month 2  | $-93878.99               | $584543.81                                 |
| Month 3  | $22452.33                | $-339355.59                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAP Buyer Inc                                           | AAP Buyer Inc Term Loan B                                                      | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    100183 | PA      | $100683.49    | 0.02%             | 2031-09-09      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                               | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $609209.02    | 0.11%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| AGL CLO 13 Ltd                                          | AGL CLO 13 Ltd                                                                 | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850006.80    | 0.15%             | 2034-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                  | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                               | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    202397 | PA      | $203085.82    | 0.04%             | 2028-07-31      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                 | Corebridge Global Funding                                                      | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1357692.97   | 0.24%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| APi Group DE Inc                                        | APi Group DE Inc 2025 Term Loan                                                | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    100000 | PA      | $100515.60    | 0.02%             | 2029-01-03      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                      | APLD ComputeCo LLC                                                             | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $201084.58    | 0.03%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                       | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390857.38    | 0.07%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                      | A&D Mortgage Trust 2023-NQM3                                                   | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383042 | PA      | $385260.01    | 0.07%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Worldwide Express Operations, LLC                       | Worldwide Express Operations LLC 2024 Term Loan B                              | CUSIP: 00435UAF5<br>LEI: 254900XFGYPZZSG8I385 | Long             | LON              | CORP              | US        |    142236 | PA      | $143053.73    | 0.02%             | 2028-07-26      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                            | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $313931.70    | 0.05%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                          | Adjustable Rate Mortgage Trust 2004-2                                          | CUSIP: 007036BT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134607 | PA      | $133889.22    | 0.02%             | 2035-02-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                      | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $969488.65    | 0.17%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                      | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1018906.21   | 0.18%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| AEGON FUNDING CO LLC                                    | AEGON Funding Co LLC                                                           | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2133138.46   | 0.37%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Albaugh LLC                                             | Albaugh LLC 2022 Term Loan B                                                   | CUSIP: 01260HAH8<br>LEI: 5493008ZHS8IORT6HC90 | Long             | LON              | CORP              | US        |    227997 | PA      | $224577.24    | 0.04%             | 2029-04-06      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                 | Albion Financing 3 SARL 2025 USD Term Loan                                     | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |     28012 | PA      | $28239.21     | 0.00%             | 2031-05-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                      | Alliant Holdings Intermediate LLC 2025 Term Loan B                             | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    148125 | PA      | $148680.46    | 0.03%             | 2031-09-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                 | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $599472.12    | 0.10%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                 | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $712722.82    | 0.12%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2025 USD Term Loan B                               | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    135209 | PA      | $136037.47    | 0.02%             | 2032-08-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                   | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    850000 | PA      | $852608.63    | 0.15%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Altar Bidco Inc                                         | Altar Bidco Inc 2021 Term Loan                                                 | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199485 | PA      | $197664.24    | 0.03%             | 2029-02-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                 | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385419.73    | 0.07%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| AMERICAN AXLE AND MANUFAC INC                           | AMERICAN AXLE AND MANUFAC INC 2025 INCREMENTAL TERM LOAN C                     | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    118159 | PA      | $118405.30    | 0.02%             | 2032-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                            | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2411485.66   | 0.42%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust            | American Express Credit Account Master Trust                                   | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   3620000 | PA      | $3633240.15   | 0.63%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                           | Amphenol Corp                                                                  | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419538.40    | 0.07%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-HB1                                              | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-O            | CORP              | US        |    261798 | PA      | $263448.94    | 0.05%             | 2055-02-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                     | Apex Credit CLO 2021-II LLC                                                    | CUSIP: 03755QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2297801.20   | 0.40%             | 2034-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                   | Prime Security Services Borrower LLC 2025 Incremental Term Loan B              | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     98502 | PA      | $98394.12     | 0.02%             | 2032-03-07      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XXXI                                                                | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |    947631 | PA      | $947779.78    | 0.16%             | 2031-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                              | Apidos CLO XXXII                                                               | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   1257014 | PA      | $1257575.77   | 0.22%             | 2033-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                          | AptarGroup Inc                                                                 | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362541.78    | 0.06%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ARAMARK SERVICES INC                                    | ARAMARK SERVICES INC 2025 TERM LOAN                                            | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     22356 | PA      | $22503.07     | 0.00%             | 2030-06-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2023 Term Loan B11                                                 | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     95347 | PA      | $95704.40     | 0.02%             | 2028-08-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                   | Athene Global Funding                                                          | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030935.98   | 0.35%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: —       |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                    | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    665000 | PA      | $668527.15    | 0.12%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                               | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    540000 | PA      | $584047.45    | 0.10%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| Bank of America Credit Card Trust                       | BA Credit Card Trust                                                           | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2020759.40   | 0.35%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                         | BAE Systems PLC                                                                | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1214370.61   | 0.21%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                               | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199174.51    | 0.03%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| BMW US CAPITAL LLC                                      | BMW US Capital LLC                                                             | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    740000 | PA      | $743709.38    | 0.13%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                | BX 2021-LBA3 Mortgage Trust                                                    | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2643000 | PA      | $2634763.88   | 0.46%             | 2036-10-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-IND                                                              | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1563610 | PA      | $1565049.63   | 0.27%             | 2037-04-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2025-5C10 Mortgage Trust                                                   | CUSIP: 05615BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7922220 | PA      | $397952.11    | 0.07%             | 2058-05-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-VOLT                                                             | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483000 | PA      | $483300.43    | 0.08%             | 2044-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-ARIA                                                             | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    843000 | PA      | $850641.80    | 0.15%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2020-1 Ltd                                             | CUSIP: 05684DAY9<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |   1534431 | PA      | $1533800.36   | 0.27%             | 2033-04-18      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SAS                                                      | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $623385.60    | 0.11%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                           | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988738.72   | 0.35%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                           | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2509973.58   | 0.44%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                                        | Bank of Montreal                                                               | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1003740.69   | 0.17%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: —       |
| BANK OF NEW YORK MELLON                                 | Bank of New York Mellon/The                                                    | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304941.00    | 0.05%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2025-5YR15                                                               | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8258444 | PA      | $402908.02    | 0.07%             | 2058-07-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 Trust 2025-5YR13                                                         | CUSIP: 06650CAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17904775 | PA      | $701981.78    | 0.12%             | 2058-01-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                  | Banque Federative du Credit Mutuel SA                                          | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1576000 | PA      | $1592161.86   | 0.28%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                | Banque Ouest Africaine de Developpement                                        | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |   1300000 | PA      | $1295382.02   | 0.22%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                | Great Outdoors Group LLC 2025 Term Loan B                                      | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    208510 | PA      | $210008.83    | 0.04%             | 2032-01-23      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                   | Basswood Park CLO Ltd                                                          | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800118.40    | 0.14%             | 2034-04-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO IX Ltd                                                           | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |   2576594 | PA      | $2576637.77   | 0.45%             | 2031-07-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                | Baxter International Inc                                                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1273425.59   | 0.22%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                    | Bayer US Finance LLC                                                           | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2628001.30   | 0.46%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-5C34                                                 | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11514186 | PA      | $525418.78    | 0.09%             | 2058-05-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                                 | Beechwood Park CLO Ltd                                                         | CUSIP: 07355TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001122.00   | 0.52%             | 2035-01-17      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                    | Beacon Mobility Corp                                                           | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36605.66     | 0.01%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2021-3 Ltd                                | Bellemeade RE 2021-3 Ltd                                                       | CUSIP: 078777AF6<br>LEI: 2549002JVH34IWRT3X93 | Long             | ABS-MBS          | CORP              | US        |    494000 | PA      | $510728.12    | 0.09%             | 2031-09-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2019-B13 Mortgage Trust                                              | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210571 | PA      | $1170610.41   | 0.20%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2020-B17 Mortgage Trust                                              | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1028842 | PA      | $974350.72    | 0.17%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2025-V19 Mortgage Trust                                              | CUSIP: 08164DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    733000 | PA      | $756432.84    | 0.13%             | 2058-01-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2025-V18 Mortgage Trust                                              | CUSIP: 08164EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4214522 | PA      | $222491.80    | 0.04%             | 2058-10-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2016-3 Ltd                                                    | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    774846 | PA      | $774583.01    | 0.13%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513755.08    | 0.09%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                  | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2595051.08   | 0.45%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1061448.32   | 0.18%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Brand Industrial Services Inc                           | Brand Industrial Services Inc 2024 Term Loan B                                 | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    147735 | PA      | $134715.78    | 0.02%             | 2030-08-01      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2023-NQM8                                      | CUSIP: 10567MAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    686043 | PA      | $691010.98    | 0.12%             | 2063-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2019-2                  | BRAVO Residential Funding Trust 2019-NQM2                                      | CUSIP: 10568LAL0<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    567203 | PA      | $545643.73    | 0.09%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2025-HE1                                       | CUSIP: 10568VAA2<br>LEI: 254900V4GL9A5JTVB991 | Long             | ABS-O            | CORP              | US        |    676924 | PA      | $676437.69    | 0.12%             | 2072-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2023-NQM6                                      | CUSIP: 10569DAA1<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    277655 | PA      | $279487.76    | 0.05%             | 2063-09-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2024-NQM2                                      | CUSIP: 10569KAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    242315 | PA      | $244473.31    | 0.04%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2024-NQM3                                      | CUSIP: 10569LAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1158408 | PA      | $1169749.31   | 0.20%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2023-NQM5                                      | CUSIP: 10569UAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    146219 | PA      | $146937.80    | 0.03%             | 2063-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2023-NQM4                                      | CUSIP: 10569YAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1658910 | PA      | $1664405.57   | 0.29%             | 2063-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                          | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    230000 | PA      | $227872.50    | 0.04%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                | Broadstreet Partners Inc 2024 Term Loan B4                                     | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    136762 | PA      | $137321.98    | 0.02%             | 2031-06-13      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                              | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    345000 | PA      | $349771.19    | 0.06%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                                 | Buckhorn Park CLO Ltd                                                          | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $900182.70    | 0.16%             | 2034-07-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                             | CAFL 2025-RRTL1 Issuer LP                                                      | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227000 | PA      | $228705.38    | 0.04%             | 2040-05-28      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                   | Cantor Commercial Real Estate Lending 2019-CF3                                 | CUSIP: 12529TAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751770 | PA      | $723324.50    | 0.13%             | 2053-01-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                        | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1128825 | PA      | $949777.73    | 0.16%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                               | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1099686.61   | 0.19%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1656473.21   | 0.29%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Charlotte Buyer Inc                                     | Charlotte Buyer Inc 2025 Repriced Term Loan B                                  | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77009 | PA      | $75709.68     | 0.01%             | 2028-02-11      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2017-CX10 Commercial Mortgage Trust                                      | CUSIP: 12595JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    719619 | PA      | $718441.93    | 0.12%             | 2050-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2020-C19 Commercial Mortgage Trust                                       | CUSIP: 12597NAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14318015 | PA      | $489090.51    | 0.08%             | 2053-03-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                        | CPI Holdco B LLC 2024 Term Loan                                                | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99119 | PA      | $99475.57     | 0.02%             | 2031-05-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                        | CPM Holdings Inc 2023 Term Loan                                                | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    136044 | PA      | $135640.03    | 0.02%             | 2028-09-28      | Floating      | 8.34%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1605298.94   | 0.28%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1531798.53   | 0.27%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Countrywide Asset-Backed Certificates                   | CWABS Inc Asset-Backed Certificates Series 2004-1                              | CUSIP: 126671Z25<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |     21349 | PA      | $22045.59     | 0.00%             | 2034-03-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | CHL Mortgage Pass-Through Trust 2004-11                                        | CUSIP: 12669FA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127654 | PA      | $121771.57    | 0.02%             | 2034-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-INV1 Mortgage Loan Trust                                             | CUSIP: 12672RAA0<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-MBS          | CORP              | US        |    405730 | PA      | $408528.01    | 0.07%             | 2068-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                  | CSTL Commercial Mortgage Trust 2025-GATE2                                      | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    782000 | PA      | $779526.38    | 0.14%             | 2042-11-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc Term Loan B                                          | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     86016 | PA      | $85388.61     | 0.01%             | 2030-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                      | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1151086.49   | 0.20%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CAIXABANK SA                                            | CaixaBank SA                                                                   | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1140000 | PA      | $1151336.38   | 0.20%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Calpine Corporation                                     | Calpine Corporation 2024 Term Loan B10                                         | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    149624 | PA      | $149782.96    | 0.03%             | 2031-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company LP                 | Calpine Construction Finance Company LP 2023 Refinancing Term Loan B           | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    100000 | PA      | $100203.00    | 0.02%             | 2030-07-31      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                     | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2489800.88   | 0.43%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                     | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    640000 | PA      | $639061.29    | 0.11%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: —       |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2015-4 Ltd                                | CUSIP: 14311NBC7<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   1403672 | PA      | $1404140.70   | 0.24%             | 2032-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                  | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    400000 | PA      | $411364.80    | 0.07%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CARRIER GLOBAL CORP                                     | Carrier Global Corp                                                            | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1475608.23   | 0.26%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | CDX.NA.IG.45 1.0; 2030-12-20                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |  26925000 | OU      | $610255.13    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | CDX.NA.IG.45 1.0; 2030-12-20                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |   7900000 | OU      | $179053.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | CDX. NA.HY.45 5.0 2030-12-20                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   1540000 | OU      | $117663.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | CDX.NA.HY.45 5.0; 2030-12-20                                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   1200000 | OU      | $91686.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | CDX 25-35 Tranche CDX.NA.HY.45 5.0 2030-12-20                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   1400000 | OU      | $-212780.27   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Parent Inc                                      | Central Parent Inc 2024 Term Loan B                                            | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112376 | PA      | $95633.58     | 0.02%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                   | Chamberlain Group Inc 2025 Term Loan B                                         | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     30548 | PA      | $30655.66     | 0.01%             | 2032-09-08      | Floating      | 6.47%                 | 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        |     97878 | PA      | $98044.42     | 0.02%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                           | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    340000 | PA      | $347191.00    | 0.06%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Chobani, LLC                                            | Chobani LLC 2025 Term Loan B                                                   | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |    109057 | PA      | $109738.15    | 0.02%             | 2032-10-28      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                      | Cipher Compute LLC                                                             | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101848.29    | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                   | Citadel Securities LP 2024 First Lien Term Loan                                | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    173236 | PA      | $174318.92    | 0.03%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2018-C5                                    | CUSIP: 17291DAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518000 | PA      | $514847.92    | 0.09%             | 2051-06-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                  | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1424394.59   | 0.25%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CITIBANK NA                                             | Citibank NA                                                                    | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3838753.62   | 0.67%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: —       |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2016-C3                                    | CUSIP: 17325GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1132000 | PA      | $1119677.84   | 0.19%             | 2049-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | CGMS Commercial Mortgage Trust 2017-B1                                         | CUSIP: 17326CBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337000 | PA      | $330450.84    | 0.06%             | 2050-08-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX                           | DREYFUS TREASURY & AGENCY LEX                                                  | CUSIP: 261908107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TFDXX LEX BLACKROCK FED FUND                            | TFDXX LEX BLACKROCK FED FUND                                                   | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                               | INVESCO GOVT AND AGCY LEX                                                      | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Fin Square Govt Fd                        | Goldman Sachs Fin Square Govt Fd                                               | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGXX FID INST GOVT LEX                                 | FIGXX FID INST GOVT LEX                                                        | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Holdings 2 LLC                                   | Clover Holdings 2 LLC Term Loan B                                              | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47268 | PA      | $47334.88     | 0.01%             | 2031-12-09      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Forward Air Corporation                                 | Forward Air Corporation Term Loan B                                            | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $149234.40    | 0.03%             | 2030-12-19      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| STATE STREET INST US GOVT FUND                          | STATE STREET INST US GOVT FUND                                                 | CUSIP: 857492706<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                   | Coca-Cola Europacific Partners PLC                                             | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1558953.20   | 0.27%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                        | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    220000 | PA      | $232320.00    | 0.04%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-1 Mortgage Loan Trust                                                | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    740247 | PA      | $745378.68    | 0.13%             | 2069-02-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-LC19 Mortgage Trust                                                  | CUSIP: 200474BH6<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    244944 | PA      | $237598.58    | 0.04%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                      | Compass Datacenters Issuer II LLC                                              | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286000 | PA      | $286555.50    | 0.05%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                      | Compass Datacenters Issuer II LLC                                              | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    307000 | PA      | $309761.19    | 0.05%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                      | Compass Datacenters Issuer II LLC                                              | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    671000 | PA      | $669728.12    | 0.12%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                      | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    600000 | PA      | $636443.53    | 0.11%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 20754BAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     15100 | PA      | $15094.86     | 0.00%             | 2042-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 20754GAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    498832 | PA      | $498522.45    | 0.09%             | 2044-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    308937 | PA      | $309410.85    | 0.05%             | 2045-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 20754VAA5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    430631 | PA      | $432686.64    | 0.08%             | 2045-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 20754XAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    209847 | PA      | $209716.51    | 0.04%             | 2044-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 20755CAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1481170 | PA      | $1483666.00   | 0.26%             | 2043-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 20755JAA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    481716 | PA      | $481716.41    | 0.08%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 20755RAB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     56910 | PA      | $56892.85     | 0.01%             | 2044-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 20755TAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    359958 | PA      | $360316.71    | 0.06%             | 2045-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                         | ConnectWise LLC 2021 Term Loan B                                               | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89510 | PA      | $88093.27     | 0.02%             | 2028-09-29      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 207941AA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    575150 | PA      | $575521.63    | 0.10%             | 2044-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                           | CoreLogic Inc Term Loan                                                        | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    147676 | PA      | $148119.48    | 0.03%             | 2028-06-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc                            | Citigroup Global Markets Inc                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank Canada Toronto                               | Royal Bank Canada Toronto                                                      | CUSIP: 000000000<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                    | Cotiviti Corporation 2024 Term Loan                                            | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    124370 | PA      | $119939.59    | 0.02%             | 2031-05-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                             | Creative Artists Agency LLC 2025 Repriced Term Loan B                          | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    173316 | PA      | $174182.19    | 0.03%             | 2031-10-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                             | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2155896.35   | 0.37%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities          | Credit Suisse First Boston Mortgage Securities Corp                            | CUSIP: 2254W0HE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33359 | PA      | $18638.19     | 0.00%             | 2038-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2024-H1 Mortgage Trust                                                   | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1026601 | PA      | $1034703.27   | 0.18%             | 2068-12-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2025-H3 Mortgage Trust                                                   | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298651 | PA      | $302669.61    | 0.05%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                      | CrossCountry Intermediate HoldCo LLC                                           | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40799.84     | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   2367000 | PA      | $2361644.00   | 0.41%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                               | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    733000 | PA      | $720877.80    | 0.13%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| Crown Equipment Corporation                             | Crown Equipment Corporation 2025 1st Lien Term Loan B                          | CUSIP: 22834HAL2<br>LEI: V22E9B3P7BX1W5NNT053 | Long             | LON              | CORP              | US        |     98747 | PA      | $99446.28     | 0.02%             | 2031-10-10      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| The Bank Of Nova Scotia, Toronto                        | The Bank Of Nova Scotia, Toronto                                               | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Curators of the University of Missouri/The              | CURATORS OF THE UNIV OF MISSOURI MO SYS FACS REVENUE                           | CUSIP: 231266MN4<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1939952.20   | 0.34%             | 2027-11-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                         | DR Horton Inc                                                                  | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1532470.02   | 0.27%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| DTE ENERGY CO                                           | DTE Energy Co                                                                  | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810535.60    | 0.14%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1600000 | PA      | $1662401.63   | 0.29%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's Inc                                     | Dave & Buster's Inc 2024 Term Loan B                                           | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    150000 | PA      | $138937.50    | 0.02%             | 2029-06-29      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                            | DAYFORCE INC 2025 TERM LOAN                                                    | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    166667 | PA      | $166333.34    | 0.03%             | 2032-08-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| The Bank Of Nova Scotia, Toronto                        | The Bank Of Nova Scotia, Toronto                                               | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                               | Deep Blue Operating I LLC Term Loan                                            | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49722 | PA      | $49970.19     | 0.01%             | 2032-10-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2024-1                                    | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    727543 | PA      | $733047.60    | 0.13%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings Inc                                   | Delek US Holdings Inc 2022 Term Loan B                                         | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |    149231 | PA      | $149510.57    | 0.03%             | 2029-11-19      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III Inc               | Dermatology Intermediate Holdings III Inc 2022 Term Loan B                     | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |    124356 | PA      | $120158.66    | 0.02%             | 2029-03-30      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL, LONDON                                | BANK OF MONTREAL, LONDON                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000050 | PA      | $2000049.80   | 0.35%             | 2026-05-14      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank Canada Toronto                               | Royal Bank Canada Toronto                                                      | CUSIP: 000000000<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA LONDON                          | NATIONAL BANK OF CANADA LONDON                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000373 | PA      | $1000373.30   | 0.17%             | 2026-02-11      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| CIBC NY                                                 | CIBC NY                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1300797 | PA      | $1300796.90   | 0.23%             | 2026-08-11      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| IONIC SER III CL A                                      | IONIC SER III CL A                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    999456 | PA      | $999456.00    | 0.17%             | 2026-01-05      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED NY                                   | STANDARD CHARTERED NY                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000278 | PA      | $1000278.00   | 0.17%             | 2026-05-07      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Jefferies LLC                                           | Jefferies LLC                                                                  | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Long             | RA               | CORP              | US        |   4800000 | PA      | $4800000.00   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Of Canada                                 | National Bank Of Canada                                                        | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 1.74%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Secured LLC                                          | CF Secured LLC                                                                 | CUSIP: 000000000<br>LEI: 254900OXTV81I73FAT50 | Long             | RA               | CORP              | US        |   3475160 | PA      | $3475159.67   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities (USA) LLC                                 | TD Securities (USA) LLC                                                        | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA NY                                   | BANCO SANTANDER SA NY                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.35%             | 2026-01-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK USA NV                             | FIRST ABU DHABI BANK USA NV                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.17%             | 2026-01-02      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                        | Societe Generale                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |     88605 | PA      | $88605.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | HSBC Bank PLC                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $248449.89    | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Discover Card Execution Note Trust                      | Discover Card Execution Note Trust                                             | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   3620000 | PA      | $3638295.84   | 0.63%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                          | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $556486.71    | 0.10%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                            | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985101.08   | 0.34%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-3864.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 80 CLO Ltd                                                              | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2610237 | PA      | $2610265.64   | 0.45%             | 2033-01-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 68 CLO Ltd                                                              | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2245707.00   | 0.39%             | 2035-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                               | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4524237.23   | 0.79%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| EMRLD Borrower LP                                       | EMRLD Borrower LP Term Loan B                                                  | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    236939 | PA      | $237854.78    | 0.04%             | 2030-05-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                       | EMRLD Borrower LP 2024 Term Loan B                                             | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     70297 | PA      | $70530.03     | 0.01%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    340000 | PA      | $346320.60    | 0.06%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                       | Eaton Capital ULC                                                              | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    520000 | PA      | $525446.19    | 0.09%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Edelman Financial Center LLC                            | Edelman Financial Center LLC 2024 Term Loan                                    | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    179647 | PA      | $180817.83    | 0.03%             | 2028-04-07      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                       | Elevation CLO 2018-10 Ltd                                                      | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |    148619 | PA      | $148591.41    | 0.03%             | 2031-10-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                  | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $647251.97    | 0.11%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ENGIE SA                                                | Engie SA                                                                       | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1445374.08   | 0.25%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2016-P4                                    | CUSIP: 29429EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447449 | PA      | $446470.53    | 0.08%             | 2049-07-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                             | Equinor ASA                                                                    | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1300000 | PA      | $1298382.83   | 0.23%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                         | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1143099.10   | 0.20%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| ESAB CORP                                               | Esab Corp                                                                      | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205643.40    | 0.04%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                             | Exelon Corp                                                                    | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996117.90   | 0.35%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| F&G ANNUITIES & LIFE INC                                | F&G Annuities & Life Inc                                                       | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $312534.11    | 0.05%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| JPMorgan Securities LLC                                 | CDXTRANCHE--2I65BRAA9-20271220                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |   1900000 | OU      | $154283.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                             | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1417990.12   | 0.25%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179774 | PA      | $181465.55    | 0.03%             | 2028-08-25      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 30711XR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267476 | PA      | $274653.88    | 0.05%             | 2030-12-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                       | CUSIP: 30711XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317809 | PA      | $322554.90    | 0.06%             | 2030-02-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                               | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2518129 | PA      | $2422218.75   | 0.42%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                               | CUSIP: 3132D6CU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2574957 | PA      | $2504083.73   | 0.43%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                 | Federal Home Loan Bank Discount Notes                                          | CUSIP: 313385RG3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  14936000 | PA      | $14933087.48  | 2.59%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                              | CUSIP: 3136BRK89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1802476 | PA      | $1808615.67   | 0.31%             | 2054-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                              | CUSIP: 3136BSFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1219656 | PA      | $1224694.73   | 0.21%             | 2054-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                              | CUSIP: 3136BSFL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1933725 | PA      | $1941602.48   | 0.34%             | 2054-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                              | CUSIP: 3136BSSC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2556788 | PA      | $2568433.61   | 0.45%             | 2054-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                              | CUSIP: 3136BTGC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2497498 | PA      | $2503549.06   | 0.43%             | 2054-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                              | CUSIP: 3136BTRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1788871 | PA      | $1790782.62   | 0.31%             | 2054-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                              | CUSIP: 3136BTWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2480791 | PA      | $2494879.08   | 0.43%             | 2053-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                              | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2197514 | PA      | $2204441.19   | 0.38%             | 2053-12-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                              | CUSIP: 3136BWSC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2749470 | PA      | $2759151.83   | 0.48%             | 2055-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                             | CUSIP: 3137FFYJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6922986 | PA      | $1058334.22   | 0.18%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                             | CUSIP: 3137HB4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6605052 | PA      | $1053733.72   | 0.18%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                             | CUSIP: 3137HD7J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3583633 | PA      | $3598465.04   | 0.62%             | 2054-06-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                             | CUSIP: 3137HF7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1541376 | PA      | $1543546.46   | 0.27%             | 2054-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                             | CUSIP: 3137HF7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1908663 | PA      | $1914630.98   | 0.33%             | 2054-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                             | CUSIP: 3137HHSG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2279548 | PA      | $2286134.34   | 0.40%             | 2054-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                             | CUSIP: 3137HJMR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1491659 | PA      | $1495971.54   | 0.26%             | 2055-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                             | CUSIP: 3137HKGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1868106 | PA      | $1875169.04   | 0.33%             | 2055-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                             | CUSIP: 3137HLBG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2719826 | PA      | $2729766.52   | 0.47%             | 2055-05-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                             | CUSIP: 3137HLSX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2499555 | PA      | $2514409.86   | 0.44%             | 2055-06-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                             | CUSIP: 3137HMN89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2577776 | PA      | $2587149.19   | 0.45%             | 2055-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31381DR56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       636 | PA      | $642.06       | 0.00%             | 2029-01-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31384V7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        27 | PA      | $27.19        | 0.00%             | 2030-03-01      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31384VJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        98 | PA      | $99.20        | 0.00%             | 2028-07-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31385UNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3613 | PA      | $3677.29      | 0.00%             | 2030-08-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31385XUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2769 | PA      | $2840.26      | 0.00%             | 2038-03-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31385XUU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       213 | PA      | $212.61       | 0.00%             | 2033-11-01      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31388DEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2788 | PA      | $2848.75      | 0.00%             | 2032-01-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31388HAW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2877 | PA      | $2936.95      | 0.00%             | 2032-10-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 3138EGBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408459 | PA      | $424604.04    | 0.07%             | 2035-09-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 3138EM2Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318423 | PA      | $327613.32    | 0.06%             | 2035-11-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 3138XP2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23847 | PA      | $24615.47     | 0.00%             | 2044-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31390HWR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5154 | PA      | $5211.62      | 0.00%             | 2032-06-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31390K5Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5680 | PA      | $5748.52      | 0.00%             | 2032-11-01      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31391FPC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        35 | PA      | $35.14        | 0.00%             | 2029-08-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31391LWG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22003 | PA      | $22518.08     | 0.00%             | 2032-08-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31391MKA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29078 | PA      | $29417.34     | 0.01%             | 2032-12-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31391S6L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2372 | PA      | $2411.04      | 0.00%             | 2032-11-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31400PFV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20249 | PA      | $20667.03     | 0.00%             | 2033-02-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31400QT29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8012 | PA      | $8178.58      | 0.00%             | 2033-03-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31400VP89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       346 | PA      | $346.17       | 0.00%             | 2028-03-01      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31401CUM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2374 | PA      | $2422.86      | 0.00%             | 2033-05-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31401XUT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13946 | PA      | $14202.80     | 0.00%             | 2033-07-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31402CQD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13600 | PA      | $13914.25     | 0.00%             | 2033-07-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31402DBW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       193 | PA      | $195.61       | 0.00%             | 2033-09-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31402DD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8519 | PA      | $8688.31      | 0.00%             | 2033-07-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31402FRU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        32 | PA      | $31.74        | 0.00%             | 2028-06-01      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31402GTP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8478 | PA      | $8635.89      | 0.00%             | 2033-07-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31402JVC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28627 | PA      | $29372.24     | 0.01%             | 2033-08-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31402LGB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14024 | PA      | $14110.18     | 0.00%             | 2033-09-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31402Q5X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7280 | PA      | $7419.33      | 0.00%             | 2035-03-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31402QTK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1275 | PA      | $1295.44      | 0.00%             | 2034-11-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31402RRV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       606 | PA      | $620.98       | 0.00%             | 2034-08-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31403AX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9661 | PA      | $9875.92      | 0.00%             | 2033-10-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31403DHP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       780 | PA      | $810.07       | 0.00%             | 2036-04-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31403DHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10149 | PA      | $10414.82     | 0.00%             | 2036-01-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31403JRR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12236 | PA      | $12631.87     | 0.00%             | 2033-10-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31403U5E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17495 | PA      | $17924.00     | 0.00%             | 2033-12-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31404TAT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11116 | PA      | $11364.59     | 0.00%             | 2034-04-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31406H3M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8514 | PA      | $8700.64      | 0.00%             | 2034-12-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31406NYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21852 | PA      | $22512.98     | 0.00%             | 2035-02-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31406RGS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3586 | PA      | $3664.60      | 0.00%             | 2035-09-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31406WWR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66866 | PA      | $68902.74     | 0.01%             | 2035-04-01      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31407A7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4959 | PA      | $5134.80      | 0.00%             | 2035-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31407UMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425278 | PA      | $445452.06    | 0.08%             | 2034-11-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31408DCA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1880 | PA      | $1931.88      | 0.00%             | 2035-11-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31408F2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75923 | PA      | $78220.86     | 0.01%             | 2035-12-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31409BB48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10788 | PA      | $11078.93     | 0.00%             | 2036-03-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31409BFF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7454 | PA      | $7644.82      | 0.00%             | 2036-03-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31409UWM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17683 | PA      | $18330.37     | 0.00%             | 2035-11-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31409WCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6361 | PA      | $6477.65      | 0.00%             | 2036-02-01      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31409XZV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30404 | PA      | $31148.61     | 0.01%             | 2036-03-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31409XZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7912 | PA      | $8127.27      | 0.00%             | 2036-02-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31410FR56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       126 | PA      | $130.01       | 0.00%             | 2036-09-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31410GGV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2568 | PA      | $2661.60      | 0.00%             | 2037-08-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31410GJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        62 | PA      | $62.89        | 0.00%             | 2032-01-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31410GJV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       606 | PA      | $615.27       | 0.00%             | 2033-09-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31410GME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       561 | PA      | $581.53       | 0.00%             | 2037-09-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31410MHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3943 | PA      | $4030.94      | 0.00%             | 2036-04-01      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31410QDW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       566 | PA      | $584.06       | 0.00%             | 2036-10-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31411ARS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        95 | PA      | $97.81        | 0.00%             | 2036-11-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31411RTJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       813 | PA      | $840.62       | 0.00%             | 2037-03-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31412ECR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123623 | PA      | $128240.35    | 0.02%             | 2035-11-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31414CPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28647 | PA      | $29476.58     | 0.01%             | 2035-06-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31417JYK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       767 | PA      | $791.72       | 0.00%             | 2039-09-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31418SA41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       395 | PA      | $406.96       | 0.00%             | 2040-04-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                | CUSIP: 31419A6G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317423 | PA      | $327114.44    | 0.06%             | 2036-11-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                         | Fannie Mae Interest Strip                                                      | CUSIP: 31424UVN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6448298 | PA      | $1142208.83   | 0.20%             | 2053-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                    | Fifth Third Bank NA                                                            | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    865000 | PA      | $873141.48    | 0.15%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust 2025-HE5                                                           | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358048 | PA      | $359434.41    | 0.06%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust 2025-HE4                                                           | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410817 | PA      | $413932.21    | 0.07%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust 2025-FL1                                                           | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282837 | PA      | $283735.49    | 0.05%             | 2055-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust 2025-FL2                                                           | CUSIP: 31684TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $661167.39    | 0.11%             | 2055-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                  | First Brands Group LLC 2021 Term Loan                                          | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    104126 | PA      | $561.24       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                                 | First Brands Group LLC 2025 DIP Term Loan                                      | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     42859 | PA      | $9107.62      | 0.00%             | 2026-06-29      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                  | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                        | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     49091 | PA      | $1390.89      | 0.00%             | 2026-06-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                     | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973241.35    | 0.17%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Flatiron CLO Ltd                                        | Flatiron CLO 28 Ltd                                                            | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |   3610000 | PA      | $3609025.30   | 0.63%             | 2036-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                               | Flynn Restaurant Group LP 2025 Incremental Term Loan                           | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    113261 | PA      | $113879.99    | 0.02%             | 2032-01-28      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                            | Ford Credit Auto Owner Trust 2024-A                                            | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2191455 | PA      | $2210059.19   | 0.38%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                          | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1987161.82   | 0.34%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA7                                        | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     75738 | PA      | $75666.71     | 0.01%             | 2041-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2024-HQA2                                        | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |   1633219 | PA      | $1634516.60   | 0.28%             | 2044-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2024-DNA3                                        | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |      4149 | PA      | $4147.93      | 0.00%             | 2044-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2025-DNA1                                        | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    513150 | PA      | $513150.72    | 0.09%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2025-DNA2                                        | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    410788 | PA      | $411703.10    | 0.07%             | 2045-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac Stacr Remic Trust 2025-Dna3                                        | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    580425 | PA      | $580580.50    | 0.10%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                  | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300180.31    | 0.05%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                        | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2157980.61   | 0.37%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Skopima Merger Sub Inc                                  | Skopima Merger Sub Inc 2024 Repriced Term Loan                                 | CUSIP: 36171NAG1<br>LEI: 254900K3R60UMIODZD21 | Long             | LON              | CORP              | US        |    147751 | PA      | $135422.55    | 0.02%             | 2028-05-12      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2016-GS3                                          | CUSIP: 36251PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1112821 | PA      | $1105000.25   | 0.19%             | 2049-10-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2016-GS2                                          | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $318989.15    | 0.06%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2019-GC42                                         | CUSIP: 36257UAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800099 | PA      | $1756443.69   | 0.30%             | 2052-09-10      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GC45                                         | CUSIP: 36258YBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26834923 | PA      | $539491.97    | 0.09%             | 2053-02-13      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                   | Haleon US Capital LLC                                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3375061.10   | 0.59%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                 | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310854.33    | 0.05%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr       | GM Financial Consumer Automobile Receivables Trust 2024-1                      | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3315908 | PA      | $3336140.70   | 0.58%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2025-PJ8                                   | CUSIP: 36272XBA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    213770 | PA      | $213706.11    | 0.04%             | 2056-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage Backed Securities Trust 2025 CES2                                  | CUSIP: 36273BAA7<br>LEI: 254900U0V0TUGIF39T29 | Long             | ABS-MBS          | CORP              | US        |    542664 | PA      | $544007.45    | 0.09%             | 2055-09-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                     | General Electric Co                                                            | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352974.16    | 0.06%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4350227.20   | 0.76%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190270.28    | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                           | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1128478.75   | 0.20%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr       | GM Financial Consumer Automobile Receivables Trust 2023-4                      | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1828039 | PA      | $1846460.43   | 0.32%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Barnes Group Inc                                        | Barnes Group Inc 2025 Term Loan B                                              | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |    135641 | PA      | $136166.90    | 0.02%             | 2032-01-27      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Golden State Food LLC                                   | Golden State Food LLC Term Loan B                                              | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66951 | PA      | $67432.08     | 0.01%             | 2031-12-04      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                    | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1305000 | PA      | $1192706.84   | 0.21%             | 2050-06-01      | Fixed         | 3.85%                 | 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        |   3200000 | PA      | $3198396.80   | 0.56%             | 2034-10-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                    | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1968805.86   | 0.34%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                    | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $901400.65    | 0.16%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                  | Goldman Sachs Bank USA/New York NY                                             | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2305754.55   | 0.40%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                       | CUSIP: 38382AYC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5822298 | PA      | $1142554.89   | 0.20%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                       | CUSIP: 38382NKL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12986115 | PA      | $1330495.03   | 0.23%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                      | CUSIP: 401494AF6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    460000 | PA      | $461858.40    | 0.08%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited         | HOMES 2024-NQM1 Trust                                                          | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    347457 | PA      | $350872.10    | 0.06%             | 2069-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                          | Core & Main LP 2024 Term Loan D                                                | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    145532 | PA      | $146168.49    | 0.03%             | 2028-07-27      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                      | Harbour Energy PLC                                                             | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2180750.00   | 0.38%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                   | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $258175.00    | 0.04%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                   | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152816.10    | 0.03%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Hilcorp Energy I LP                                     | Hilcorp Energy I LP Term Loan B                                                | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    113429 | PA      | $113712.13    | 0.02%             | 2030-02-11      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                          | Home Partners of America 2021-3 Trust                                          | CUSIP: 43730XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    476202 | PA      | $448553.33    | 0.08%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                      | Honda Auto Receivables 2023-4 Owner Trust                                      | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1594557 | PA      | $1611958.20   | 0.28%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                      | Honda Auto Receivables 2023-3 Owner Trust                                      | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1558166 | PA      | $1569080.32   | 0.27%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                     | Horizon US Finco LP Term Loan B                                                | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147631 | PA      | $145231.95    | 0.03%             | 2031-10-31      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1048803.83   | 0.18%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                | Huntington National Bank/The                                                   | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2414099.66   | 0.42%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                        | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1415943.79   | 0.25%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                        | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    850000 | PA      | $857491.36    | 0.15%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Hyundai Auto Receivables Trust                          | Hyundai Auto Receivables Trust 2024-A                                          | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1226818 | PA      | $1237318.23   | 0.21%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                          | Hyundai Auto Receivables Trust 2023-B                                          | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    656179 | PA      | $660782.10    | 0.11%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                | Icon Investments Six DAC                                                       | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1700000 | PA      | $1734588.74   | 0.30%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: —       |
| Flash Charm, Inc.                                       | Flash Charm Inc 2024 Term Loan                                                 | CUSIP: 45168RAT0<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |    147730 | PA      | $138312.60    | 0.02%             | 2028-03-02      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2023-NQM1                                         | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537978 | PA      | $536614.53    | 0.09%             | 2068-02-25      | Variable      | 5.94%                 | 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        |    146249 | PA      | $136377.32    | 0.02%             | 2028-05-03      | Floating      | 7.97%                 | 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        |     98992 | PA      | $85221.11     | 0.01%             | 2031-12-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                       | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    240000 | PA      | $235710.00    | 0.04%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                                    | Nielsen Consumer Inc 2025 USD 1st Lien Term Loan                               | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148379 | PA      | $148935.18    | 0.03%             | 2030-10-31      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1054118.30   | 0.18%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                              | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1400000 | PA      | $1398577.61   | 0.24%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                  | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25518.13     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2016-C1                             | CUSIP: 46645LAY3<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    314176 | PA      | $313600.35    | 0.05%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                            | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024700.01   | 0.18%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                            | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $827482.10    | 0.14%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-15                                             | CUSIP: 46654TAF5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    602785 | PA      | $541896.68    | 0.09%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2023-HE2                                              | CUSIP: 46657FAA3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |    183612 | PA      | $184308.61    | 0.03%             | 2054-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust Series 2024-CES1                                      | CUSIP: 46658CAA9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    271327 | PA      | $273429.34    | 0.05%             | 2054-06-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust Series 2024-HE3                                       | CUSIP: 46658JAA4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |    457641 | PA      | $457638.91    | 0.08%             | 2055-02-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2025-HE3                                              | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |    412175 | PA      | $412299.43    | 0.07%             | 2056-03-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds                  | Jamaica Government International Bonds                                         | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    340000 | PA      | $350030.00    | 0.06%             | 2028-04-28      | Fixed         | 6.75%                 | 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        |    195490 | PA      | $194848.39    | 0.03%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                | Jefferson Capital Holdings LLC                                                 | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $735128.10    | 0.13%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                              | Kaseya Inc 2025 1st Lien Term Loan B                                           | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     96833 | PA      | $97022.00     | 0.02%             | 2032-03-20      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Kenan Advantage Group Inc                               | Kenan Advantage Group Inc 2024 Term Loan B4                                    | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    256746 | PA      | $254981.11    | 0.04%             | 2029-01-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                             | Kedrion SpA                                                                    | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $490517.18    | 0.09%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Knife River HoldCo                                      | Knife River HoldCo Term Loan                                                   | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18957 | PA      | $19075.23     | 0.00%             | 2032-03-08      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| KnowBe4 Inc                                             | KnowBe4 Inc 2025 Term Loan                                                     | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |     93750 | PA      | $93925.78     | 0.02%             | 2032-07-23      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                 | Korea Electric Power Corp                                                      | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    800000 | PA      | $802762.26    | 0.14%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                     | LCM 34 Ltd                                                                     | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1701052.30   | 0.30%             | 2034-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                    | Lhome Mortgage Trust 2025-Rtl2                                                 | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $186365.69    | 0.03%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                       | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $2690133.93   | 0.47%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                       | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    960000 | PA      | $978254.04    | 0.17%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                 | MPLX LP                                                                        | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1919951.33   | 0.33%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |    850000 | PA      | $820574.19    | 0.14%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                         | MV Holding GmbH 2025 USD Term Loan B                                           | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |     22558 | PA      | $22670.79     | 0.00%             | 2032-03-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XLV Ltd                                                   | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2501027.50   | 0.43%             | 2034-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                       | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    278000 | PA      | $276129.62    | 0.05%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Marble Point CLO Ltd.                                   | Marble Point CLO XV Ltd                                                        | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    633641 | PA      | $633128.92    | 0.11%             | 2032-07-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2641773.40   | 0.46%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| McAfee, LLC                                             | McAfee LLC 2024 USD 1st Lien Term Loan B                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    147752 | PA      | $136916.80    | 0.02%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                             | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-A                      | CUSIP: 589929F94<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     23479 | PA      | $22799.47     | 0.00%             | 2028-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                | Mill City Mortgage Loan Trust 2018-1                                           | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110524 | PA      | $109910.74    | 0.02%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                | Mill City Mortgage Loan Trust 2018-4                                           | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    678637 | PA      | $668877.34    | 0.12%             | 2066-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                 | Millrose Properties Inc                                                        | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    550000 | PA      | $562773.20    | 0.10%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                    | CUSIP: 61690AAG9<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     41238 | PA      | $40825.81     | 0.01%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                    | CUSIP: 61691GAV2<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    602000 | PA      | $595755.76    | 0.10%             | 2049-12-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                 | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2203758.02   | 0.38%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                 | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2505734.05   | 0.43%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                          | Morgan Stanley                                                                 | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1539849.77   | 0.27%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2019-H7                                         | CUSIP: 61771MAX8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |  15145124 | PA      | $541712.31    | 0.09%             | 2052-07-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                          | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    340000 | PA      | $349715.95    | 0.06%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1                       | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822454 | PA      | $829252.21    | 0.14%             | 2068-12-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2024-4                          | CUSIP: 61777BBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565680 | PA      | $564611.70    | 0.10%             | 2054-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                    | CUSIP: 61779RBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1135000 | PA      | $1162172.47   | 0.20%             | 2058-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                  | Motorola Solutions Inc                                                         | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1035608.82   | 0.18%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                              | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2472758.30   | 0.43%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC                                     | NatWest Markets PLC                                                            | CUSIP: 63906YAS7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $1011072.41   | 0.18%             | 2030-11-06      | Fixed         | 4.41%                 | No            |                  2 | On Loan: —       |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers Clo 50 Ltd                                      | CUSIP: 64134VAQ9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |    300000 | PA      | $300067.80    | 0.05%             | 2036-07-23      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                   | New Economy Assets - Phase 1 Sponsor LLC                                       | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5010000 | PA      | $4182310.43   | 0.73%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                 | New York Mortgage Trust 2005-3                                                 | CUSIP: 649603AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16552 | PA      | $16407.60     | 0.00%             | 2036-02-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                           | NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                                   | CUSIP: 64985TDP3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   4655000 | PA      | $4638850.41   | 0.81%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                           | NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                                   | CUSIP: 64985TDQ1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   1295000 | PA      | $1290507.26   | 0.22%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                            | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    460000 | PA      | $465466.17    | 0.08%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                     | Nissan Auto Receivables 2023-A Owner Trust                                     | CUSIP: 65480WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1873262 | PA      | $1878582.61   | 0.33%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                | Northwestern Mutual Global Funding                                             | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1175493.67   | 0.20%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                          | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1233684.02   | 0.21%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2018-1 Trust                                                               | CUSIP: 67112FAD2<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    186937 | PA      | $183281.45    | 0.03%             | 2057-06-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM2 Trust                                                            | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |    367967 | PA      | $370394.73    | 0.06%             | 2063-12-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM3 Trust                                                            | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |    433384 | PA      | $437616.80    | 0.08%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM4 Trust                                                            | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    267673 | PA      | $269958.03    | 0.05%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM8 Trust                                                            | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    730503 | PA      | $739075.35    | 0.13%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-28L                                         | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    886000 | PA      | $887874.42    | 0.15%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                            | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    490540 | PA      | $493654.03    | 0.09%             | 2063-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2021-J3 Trust                                                              | CUSIP: 67448XAD8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    237112 | PA      | $213493.24    | 0.04%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2023-NQM10 Trust                                                           | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |   1214727 | PA      | $1226143.42   | 0.21%             | 2063-10-25      | Variable      | 6.46%                 | 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        |   1200000 | PA      | $1200465.60   | 0.21%             | 2035-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                      | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102067.70   | 0.19%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                           | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $725020.80    | 0.13%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Ocwen Loan Investment Trust                             | Onity Loan Investment Trust 2025-HB1                                           | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349871 | PA      | $343794.60    | 0.06%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                             | OLIT 2025-HB2                                                                  | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    866130 | PA      | $845500.98    | 0.15%             | 2038-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Openlane Inc                                            | Openlane Inc Term Loan B                                                       | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    100000 | PA      | $100250.00    | 0.02%             | 2032-10-08      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                    | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    445000 | PA      | $435359.54    | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Oryx Midstream Services Permian Basin LLC               | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                     | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    156816 | PA      | $157835.42    | 0.03%             | 2028-10-05      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                  | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1326673.15   | 0.23%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PK ALIFT LOAN FUNDING                                   | PK Alift Loan Funding 7 LP                                                     | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293036 | PA      | $293588.09    | 0.05%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                           | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607755.98    | 0.11%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| PSMC Trust                                              | PSMC 2021-3 Trust                                                              | CUSIP: 69376DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2169337 | PA      | $1970769.81   | 0.34%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2024-AFC1 Trust                                                          | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241251 | PA      | $243581.10    | 0.04%             | 2059-03-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2024-HOME1 Trust                                                         | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267463 | PA      | $270796.65    | 0.05%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                                 | Nuvei Technologies Corp 2025 Repriced Term Loan B                              | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    193795 | PA      | $194227.19    | 0.03%             | 2031-11-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                    | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1593126.19   | 0.28%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Paint Intermediate III LLC                              | Paint Intermediate III LLC 2024 Term Loan B                                    | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |    199373 | PA      | $200287.16    | 0.03%             | 2031-10-09      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                      | Panama Government International Bond                                           | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    330000 | PA      | $375622.50    | 0.07%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDCO INC                                   | PARTY CITY HOLDCO INC                                                          | CUSIP: 702149204<br>LEI: 549300BUAG9YASF5Q703 | Long             | EC               | CORP              | US        |         8 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                            | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    440000 | PA      | $405702.00    | 0.07%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: —       |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                           | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    455000 | PA      | $469703.89    | 0.08%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | CDX--2I65BYED3--20281220                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   5000000 | OU      | $100840.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $917275.28    | 0.16%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Philippines Government International Bonds              | Philippines Government International Bonds                                     | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    380000 | PA      | $456813.20    | 0.08%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                   | Phoenix Guarantor Inc 2024 Term Loan B                                         | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |     98503 | PA      | $99105.85     | 0.02%             | 2031-02-21      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | USD-SOFR-OIS Compound---20300224                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17100000 | OU      | $-429335.89   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | USD-SOFR-OIS Compound- 20270224                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  76500000 | OU      | $601614.19    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | USD-SOFR-OIS Compound---20270826                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7900000 | OU      | $83076.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | USD-SOFR-OIS Compound---20350226                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2300000 | OU      | $-44870.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                      | Pinnacle Buyer LLC Term Loan                                                   | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     73058 | PA      | $73432.74     | 0.01%             | 2032-10-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                      | PINNACLE BUYER LLC DELAYED DRAW TERM LOAN                                      | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     14050 | PA      | $14133.11     | 0.00%             | 2032-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                   | Playtika Holding Corp 2021 Term Loan B1                                        | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    147664 | PA      | $143072.90    | 0.02%             | 2028-03-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                  | Power Finance Corp Ltd                                                         | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    360000 | PA      | $351081.00    | 0.06%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                    | Prologis Targeted US Logistics Fund LP                                         | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    500000 | PA      | $514814.43    | 0.09%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Provident Funding Mortgage Trust                        | Provident Funding Mortgage Trust 2021-J1                                       | CUSIP: 74387MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455430 | PA      | $407849.66    | 0.07%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                                | Pertamina Hulu Energi PT                                                       | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    340000 | PA      | $346607.75    | 0.06%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                   | Quikrete Holdings Inc 2024 Term Loan B1                                        | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    147735 | PA      | $148436.66    | 0.03%             | 2029-03-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                   | Quikrete Holdings Inc 2025 Term Loan B                                         | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     88983 | PA      | $89360.94     | 0.02%             | 2032-02-10      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                     | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    600000 | PA      | $594024.49    | 0.10%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 14 Ltd                                                                      | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |   5382000 | PA      | $5387591.90   | 0.94%             | 2036-04-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                         | Rain Carbon Inc                                                                | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1145469.05   | 0.20%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| Rand Parent, LLC                                        | Rand Parent LLC 2025 Term Loan B                                               | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148372 | PA      | $148959.44    | 0.03%             | 2030-03-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                         | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    580000 | PA      | $582088.00    | 0.10%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAAC Series                                             | RAAC Series 2004-SP1 Trust                                                     | CUSIP: 7609855V9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33792 | PA      | $33715.45     | 0.01%             | 2034-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                      | RGA Global Funding                                                             | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517322.30    | 0.09%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                       | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $336840.57    | 0.06%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC        | Roper Industrial Products Investment Company LLC 2024 USD 1st Lien Term Loan B | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    197378 | PA      | $198752.37    | 0.03%             | 2029-11-22      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Royal Bank of Canada                                                           | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1950000 | PA      | $1975070.21   | 0.34%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                             | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    635000 | PA      | $633181.58    | 0.11%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| SK HYNIX INC                                            | SK hynix Inc                                                                   | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   3400000 | PA      | $3395441.48   | 0.59%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| SLM CORP                                                | SLM Corp                                                                       | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $310517.40    | 0.05%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SMBC AVIATION CAPITAL FI                                | SMBC Aviation Capital Finance DAC                                              | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   2100000 | PA      | $2147966.54   | 0.37%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| SANCHEZ ENERGY CORP                                     | SANCHEZ ENERGY CORP                                                            | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $120.00       | 0.00%             | 2021-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1170484.80   | 0.20%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1779879.35   | 0.31%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                     | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2759236.22   | 0.48%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: —       |
| Scientific Games Holdings LP                            | Scientific Games Holdings LP 2024 USD Term Loan B                              | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    189916 | PA      | $186853.75    | 0.03%             | 2029-04-04      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2004-10                                                 | CUSIP: 81744FEV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75364 | PA      | $71917.16     | 0.01%             | 2034-11-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                      | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    330000 | PA      | $342006.22    | 0.06%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                            | Shinhan Bank Co Ltd                                                            | CUSIP: 82460CAQ7<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |   2500000 | PA      | $2451979.25   | 0.43%             | 2026-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete, LLC                          | Smyrna Ready Mix Concrete LLC 2025 Term Loan B                                 | CUSIP: 83283EAK9<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |     27962 | PA      | $28171.35     | 0.00%             | 2029-04-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                            | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1484002.70   | 0.26%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: —       |
| Solstice Advanced Materials Inc                         | Solstice Advanced Materials Inc Term Loan B                                    | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |     90036 | PA      | $90655.00     | 0.02%             | 2032-10-29      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                     | SOUND POINT CLO XXII LTD                                                       | CUSIP: 83611KAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    795722 | PA      | $794698.41    | 0.14%             | 2032-01-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                        | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    580000 | PA      | $587447.20    | 0.10%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                 | Southern Co Gas Capital Corp                                                   | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320101.04    | 0.06%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| SOUTHERN POWER CO                                       | Southern Power Co                                                              | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314158.11    | 0.05%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Southern Veterinary Partners, LLC                       | Southern Veterinary Partners LLC 2025 Term Loan B                              | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     99750 | PA      | $99718.88     | 0.02%             | 2031-12-04      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.                                | Southwick Park CLO LLC                                                         | CUSIP: 846031AU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1152604 | PA      | $1151870.09   | 0.20%             | 2032-07-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                         | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    805000 | PA      | $805933.72    | 0.14%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Star Holding LLC                                        | Star Holding LLC 2024 1st Lien Term Loan B                                     | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |    147746 | PA      | $145530.06    | 0.03%             | 2031-07-31      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                                   | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    133210 | PA      | $133209.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                              | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    560000 | PA      | $577026.55    | 0.10%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                      | Station Place Securitization Trust Series 2025-1                               | CUSIP: 85772UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2052000 | PA      | $2065715.57   | 0.36%             | 2026-07-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                      | Station Place Securitization Trust Series 2025-3                               | CUSIP: 85779TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2040000 | PA      | $2043720.96   | 0.35%             | 2026-09-23      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Station Place Securitization Trust                      | Station Place Securitization Trust Series 2025-7                               | CUSIP: 85779XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2069000 | PA      | $2068983.45   | 0.36%             | 2026-11-24      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                             | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1198962.90   | 0.21%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP                                               | Sunoco LP                                                                      | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    700000 | PA      | $730069.20    | 0.13%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                            | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    330000 | PA      | $339865.36    | 0.06%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XXIII Ltd                                                         | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    928447 | PA      | $927663.70    | 0.16%             | 2034-01-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                     | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1149634.90   | 0.20%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| TCI-Flatiron CLO Ltd                                    | TCI-Flatiron Clo 2018-1 Ltd                                                    | CUSIP: 87232CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2314445 | PA      | $2313475.61   | 0.40%             | 2035-07-29      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                               | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3055617.60   | 0.53%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| TEVA PHARMACEUTICAL INDU                                | Teva Pharmaceutical Finance Netherlands III BV                                 | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    303000 | PA      | $303774.17    | 0.05%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Texas State University System                           | TEXAS ST UNIV SYS FING REVENUE                                                 | CUSIP: 88278PZC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1381336.12   | 0.24%             | 2026-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                                   | Tiger Acquisition LLC 2025 Term Loan B                                         | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |     41562 | PA      | $41737.85     | 0.01%             | 2032-08-23      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                  | Toll Brothers Finance Corp                                                     | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504884.27   | 0.26%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Toorak Mortgage Corp.                                   | Toorak Mortgage Trust 2025-RRTL1                                               | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $271247.99    | 0.05%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                 | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                      | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $199721.30    | 0.03%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2018-3                                               | CUSIP: 89175MAA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1172395 | PA      | $1155151.59   | 0.20%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2018-4                                               | CUSIP: 89175TAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1066455 | PA      | $1016699.62   | 0.18%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2019-1                                               | CUSIP: 89177BAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    246811 | PA      | $241116.81    | 0.04%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                     | Toyota Auto Receivables 2024-B Owner Trust                                     | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2713648 | PA      | $2741919.98   | 0.48%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                     | Toyota Auto Receivables 2024-A Owner Trust                                     | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1946112 | PA      | $1958735.77   | 0.34%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                           | TransDigm Inc 2025 Term Loan K                                                 | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     99750 | PA      | $100144.81    | 0.02%             | 2030-03-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                | Transocean International Ltd                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $313472.40    | 0.05%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XII Ltd                                                           | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |    942279 | PA      | $941895.66    | 0.16%             | 2033-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                | Primo Brands Corporation 2025 Term Loan B                                      | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    104254 | PA      | $104616.01    | 0.02%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                          | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2070664.30   | 0.36%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                    | Truist Bank Auto Credit-Linked Notes Series 2025-1                             | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    796121 | PA      | $797407.43    | 0.14%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                   | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1900000 | PA      | $1900718.05   | 0.33%             | 2027-01-12      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                   | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $1202023.18   | 0.21%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| UGI Energy Services LLC                                 | UGI Energy Services LLC 2024 Term Loan B                                       | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    166019 | PA      | $166745.25    | 0.03%             | 2030-02-22      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2019-C16                                         | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    894000 | PA      | $880725.08    | 0.15%             | 2052-04-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| US Anesthesia Partners Inc                              | US Anesthesia Partners Inc 2021 Term Loan                                      | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    145145 | PA      | $145976.84    | 0.03%             | 2028-10-01      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                     | United Airlines Inc 2024 1st Lien Term Loan B                                  | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    197882 | PA      | $198954.33    | 0.03%             | 2031-02-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                 | United Airlines 2020-1 Class B Pass Through Trust                              | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45825 | PA      | $45825.65     | 0.01%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                          | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    230000 | PA      | $229655.00    | 0.04%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                  | U.S. Treasury Notes                                                            | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1279128.90   | 0.22%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                            | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $11150693.78  | 1.94%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                            | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2666125.00   | 0.46%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                                          | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8814508 | PA      | $8737751.97   | 1.52%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                            | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3926820.52   | 0.68%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                            | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11900000 | PA      | $12055722.69  | 2.09%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                  | U.S. Treasury Notes                                                            | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21600000 | PA      | $21722343.70  | 3.77%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                            | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25400000 | PA      | $26220539.13  | 4.55%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                            | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4004304.76   | 0.70%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury STRIPS Coupon                                                    | CUSIP: 912833QB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14400000 | PA      | $13484918.02  | 2.34%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| PG Investment Company 59 Sa rl                          | PG Investment Company 59 Sa rl Term Loan B                                     | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |     82554 | PA      | $82935.05     | 0.01%             | 2031-03-26      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                      | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    320000 | PA      | $342481.60    | 0.06%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                          | Var Energi ASA                                                                 | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1400000 | PA      | $1482559.02   | 0.26%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Venture CDO Ltd                                         | Venture 41 Clo Ltd                                                             | CUSIP: 92326JAW2<br>LEI: 549300Q6VG2813TG2830 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2496442.50   | 0.43%             | 2034-01-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                         | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607742.15    | 0.11%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Veritiv Corporation                                     | Veritiv Corporation Term Loan B                                                | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    190585 | PA      | $190803.37    | 0.03%             | 2030-12-02      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                           | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    242000 | PA      | $243830.92    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-2                                              | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |    158511 | PA      | $159860.42    | 0.03%             | 2069-02-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2023-6                                              | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |    138839 | PA      | $139973.93    | 0.02%             | 2068-09-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2023-INV3                                           | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |    463786 | PA      | $470242.20    | 0.08%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-4                                              | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |    454088 | PA      | $459898.69    | 0.08%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-3                                              | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |    864451 | PA      | $874151.07    | 0.15%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                               | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1622594.75   | 0.28%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                          | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |   1500000 | PA      | $1490079.08   | 0.26%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                | Viper Energy Partners LLC                                                      | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    244000 | PA      | $246798.68    | 0.04%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                       | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1184933.64   | 0.21%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                                | Volkswagen Group of America Finance LLC                                        | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2406215.95   | 0.42%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| WAMU Mortgage Pass-Through Certificates                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust                  | CUSIP: 92922FJ25<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309862 | PA      | $301616.90    | 0.05%             | 2045-04-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                | Boost Newco Borrower LLC 2025 USD Term Loan B2                                 | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     98502 | PA      | $98760.45     | 0.02%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NEW HOLDCO 2 ORDINARY A SHARES                          | NEW HOLDCO 2 ORDINARY A SHARES                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   8217950 | NS      | $8.22         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wand NewCo 3 Inc                                        | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                     | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     91756 | PA      | $91994.52     | 0.02%             | 2031-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| General Nutrition Centers Inc                           | General Nutrition Centers Inc 2020 2nd Lien Term Loan                          | CUSIP: 36260UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    215807 | PA      | $161855.07    | 0.03%             | 2026-10-07      | Floating      | 9.82%                 | Yes           |                  3 | On Loan: No      |
| Watlow Electric Manufacturing Company                   | Watlow Electric Manufacturing Company Term Loan B                              | CUSIP: 94254PAC4<br>LEI: 54930089QP6NQUHLU558 | Long             | LON              | CORP              | US        |    190131 | PA      | $191477.59    | 0.03%             | 2028-03-02      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| SA LTD ESRW ZAR                                         | SA LTD ESRW ZAR                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     40457 | NS      | $644.09       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wellfleet CLO Ltd                                       | Wellfleet CLO 2021-3 Ltd                                                       | CUSIP: 94951JAJ9<br>LEI: 254900E0WT1R93N8OQ24 | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2900904.80   | 0.50%             | 2035-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                               | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000277.53   | 0.52%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2015-C31                                 | CUSIP: 94989WAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316802 | PA      | $311257.79    | 0.05%             | 2048-11-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C32                                 | CUSIP: 94989YBE2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    321000 | PA      | $314480.23    | 0.05%             | 2059-01-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                | CUSIP: 95000KBB0<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $594785.82    | 0.10%             | 2049-11-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                               | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $950933.72    | 0.17%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                               | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $823879.91    | 0.14%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2018-C46                                 | CUSIP: 95001QAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433000 | PA      | $428827.05    | 0.07%             | 2051-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2019-C53                                 | CUSIP: 95002BAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15007147 | PA      | $476721.52    | 0.08%             | 2052-10-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                         | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1135935.67   | 0.20%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Whatabrands LLC                                         | Whatabrands LLC 2024 1st Lien Term Loan B                                      | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |     56163 | PA      | $56372.53     | 0.01%             | 2028-08-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                     | White Cap Buyer LLC 2024 Term Loan B                                           | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    137663 | PA      | $138374.83    | 0.02%             | 2029-10-19      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                               | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $164839.75    | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961659.34    | 0.17%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Adeia Inc                                               | Adeia Inc 2025 Repriced Term Loan                                              | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182517 | PA      | $183372.71    | 0.03%             | 2028-06-08      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries Inc                                 | Zekelman Industries Inc 2024 Term Loan B                                       | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |    136054 | PA      | $136870.13    | 0.02%             | 2031-01-24      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $582963.83    | 0.10%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| K2016470260 SA LTD                                      | K2016470260 South Africa Ltd                                                   | CUSIP: 000000000<br>LEI: 3789003E1C22310B3356 | Long             | DBT              | CORP              | ZA        |    313720 | PA      | $0.00         | 0.00%             | 2022-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 SA LTD                                      | K2016470219 South Africa Ltd                                                   | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | CORP              | ZA        |    712186 | PA      | $0.01         | 0.00%             | 2022-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KazMunayGas National Co. JSC                            | KazMunayGas National Co. JSC                                                   | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    460000 | PA      | $469764.10    | 0.08%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    450000 | PA      | $459139.68    | 0.08%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -23 | NC      | $17217.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       115 | NC      | $-41485.68    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       508 | NC      | $-36537.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT MAR26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $4524.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | DDD1538937 SWAPTION FEB26 60 PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        | -29400000 | NC      | $-14541.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | DDD1538936 SWAPTION FEB26 50 PUT                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |  14700000 | NC      | $21706.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DDD1555428 EUR PUT JPY CALL MAR26 181.05 PUT                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | DE        |   7762000 | OU      | $68177.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | DDD1555429 EUR PUT JPY CALL MAR26 176.45 PUT                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | DE        |  -7762000 | OU      | $-23242.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tecta America Corp                                      | Tecta America Corp 2025 Term Loan B                                            | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |     71250 | PA      | $71597.31     | 0.01%             | 2032-02-18      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                            | Aspire Bakeries Holdings LLC 2025 Term Loan B                                  | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |     87572 | PA      | $88119.74     | 0.02%             | 2030-12-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Owens-Illinois Inc                                      | Owens-Illinois Inc 2025 Term Loan B                                            | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |    123640 | PA      | $124857.11    | 0.02%             | 2032-09-30      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    100199 | PA      | $100793.72    | 0.02%             | 2031-01-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corporation 2025 Term Loan B                              | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |     98502 | PA      | $99055.95     | 0.02%             | 2029-02-01      | Floating      | 6.75%                 | 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        |    150000 | PA      | $147625.05    | 0.03%             | 2029-11-01      | Floating      | 8.45%                 | 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        |     93932 | PA      | $94166.93     | 0.02%             | 2030-09-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                       | Clarios Global LP 2025 USD Term Loan B                                         | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    109705 | PA      | $110116.74    | 0.02%             | 2032-01-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                      | WestJet Loyalty LP Term Loan B                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     86181 | PA      | $86656.51     | 0.02%             | 2031-02-14      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                               | Banijay Entertainment SAS 2025 USD Term Loan B3                                | CUSIP: 000000000<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | US        |     43986 | PA      | $44435.23     | 0.01%             | 2028-03-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Limited                              | AS Mileage Plan IP Limited 2025 Repriced Term Loan B                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    135578 | PA      | $136425.08    | 0.02%             | 2031-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                   | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    132076 | PA      | $132176.99    | 0.02%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                           | INEOS Quattro Holdings UK Ltd 2023 USD 1st Lien Term Loan B                    | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |    138281 | PA      | $98179.32     | 0.02%             | 2029-04-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Radar Bidco Sarl                                        | Radar Bidco Sarl 2025 USD Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83332 | PA      | $84008.84     | 0.01%             | 2031-04-04      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Speed Midco 3 Sa rl                                     | Speed Midco 3 Sa rl 2025 USD Term Loan                                         | CUSIP: 000000000<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |     73099 | PA      | $73601.98     | 0.01%             | 2032-10-07      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    320000 | PA      | $342474.37    | 0.06%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                         | Cimpress Public Limited Company 2024 Term Loan B                               | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | LON              | CORP              | IE        |    148496 | PA      | $149053.10    | 0.03%             | 2028-05-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2024 Term Loan B                                          | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     97856 | PA      | $97703.59     | 0.02%             | 2030-11-30      | Floating      | 5.42%                 | 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        |    177024 | PA      | $177946.20    | 0.03%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                     | Hunter Douglas Inc 2025 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    148459 | PA      | $149526.54    | 0.03%             | 2032-01-20      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                              | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $237254.25    | 0.04%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                         | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    450000 | PA      | $454072.50    | 0.08%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    460000 | PA      | $462760.00    | 0.08%             | 2027-03-27      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    340000 | PA      | $344819.08    | 0.06%             | 2028-03-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Brighthouse Funds Trust I

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer