# EDGAR Filing Document

**Accession Number:** 0000710826
**File Stem:** 0001410368-26-020710
**Filing Date:** 2026-2
**Character Count:** 360556
**Document Hash:** fadff100e68660850f8e9bb0d8d37b25
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020710.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001410368-26-020710

**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 II
- **CENTRAL INDEX KEY:** 0000710826

**ORGANIZATION NAME:**
- **EIN:** 833164113
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03618
- **FILM NUMBER:** 26698869

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277
- **BUSINESS PHONE:** 980-949-5121

**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:** METROPOLITAN SERIES FUND
- **DATE OF NAME CHANGE:** 20120430

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** METROPOLITAN SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Western Asset Management Strategic Bond Opportunities Portfolio (Series ID: S000006526)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000017842 | Class A      |  |
| C000017843 | Class B      |  |
| C000017844 | Class E      |  |

## 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 II

- **b. Investment Company Act file number:** 811-03618

- **c. CIK number of Registrant:** 0000710826

- **d. LEI of Registrant:** 549300NPPA08K2CWOV06

- **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:** Western Asset Management Strategic Bond Opportunities Portfolio

- **b. EDGAR series identifier (if any):** S000006526

- **c. LEI of Series:** 549300FA3RFIWG5VDH47

**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:** $2114323044.90

**Total Liabilities:** $278477606.52

**Net Assets:** $1835845438.38

**Delayed Delivery Securities:** $12800417.39

**Cash Not Reported:** $37959489.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1195.32000000 | **1-Year:** -26533.07000000 | **5-Year:** -71810.27000000 | **10-Year:** -73855.52000000 | **30-Year:** -30146.59000000

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

- **3-Month:** -5425.47000000 | **1-Year:** -86796.61000000 | **5-Year:** -226814.23000000 | **10-Year:** -99287.99000000 | **30-Year:** -19904.52000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017842 | 0.57%                | 0.57%                | 0.28%                |
| Class ID C000017843 | 0.57%                | 0.57%                | 0.28%                |
| Class ID C000017844 | 0.57%                | 0.57%                | 0.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8112893.28             | $6600738.06                                |
| Month 2  | $-442446.66              | $-1808485.69                               |
| Month 3  | $-5365600.39             | $4406769.84                                |

**Designated Index Information**

- **Index Name:** 70% Bloomberg US Aggregate  30% Bloomberg US HY

- **Index Identifier:** 70%LBUSTRUU 30%LF98TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    7420000 | PA      | $7770181.48   | 0.42%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: —       |
| AAP Buyer Inc                                           | AAP Buyer Inc Term Loan B                                                        | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    1802997 | PA      | $1812011.96   | 0.10%             | 2031-09-09      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                         | ABG Intermediate Holdings 2 LLC 2025 Delayed Draw Term Loan                      | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    2893750 | PA      | $2899537.17   | 0.16%             | 2032-02-13      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                     | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    1000000 | PA      | $1042128.00   | 0.06%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                          | AGL CLO 17 Ltd                                                                   | CUSIP: 00120EAE4<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |    2570000 | PA      | $2484771.09   | 0.14%             | 2035-01-21      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                          | AGL CLO 44 Ltd                                                                   | CUSIP: 00122AAA8<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |    3630000 | PA      | $3569669.40   | 0.19%             | 2037-10-22      | Floating      | 8.70%                 | 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        |    1314183 | PA      | $1318654.72   | 0.07%             | 2028-07-31      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1132500.96   | 0.06%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: —       |
| Learfield Communications, LLC                           | Learfield Communications LLC 2024 Term Loan B                                    | CUSIP: 00165HAL7<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |    1975248 | PA      | $1981728.76   | 0.11%             | 2028-06-30      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 27 Ltd                                                                  | CUSIP: 00173UBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1580000 | PA      | $1582020.82   | 0.09%             | 2037-01-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                  | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     740000 | PA      | $747388.30    | 0.04%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| APLD COMPUTECO LLC                                      | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3360000 | PA      | $3295825.38   | 0.18%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Hexion Holdings Corporation                             | Hexion Holdings Corporation 2024 Term Loan B                                     | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    1742480 | PA      | $1684917.46   | 0.09%             | 2029-03-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                   | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1159020.80   | 0.06%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    2970000 | PA      | $3024466.83   | 0.16%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Abry Liquid Credit CLO Ltd                              | Abry Liquid Credit CLO 2025-2 Ltd                                                | CUSIP: 003943AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3140000 | PA      | $3141158.66   | 0.17%             | 2039-01-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| MCCLATCHY MEDIA CO LLC                                  | Mcclatchy Media Co LLC                                                           | CUSIP: 00456LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31888408 | PA      | $36113622.06  | 1.97%             | 2031-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                           | Acrisure LLC 2024 1st Lien Term Loan B6                                          | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    2415455 | PA      | $2416964.54   | 0.13%             | 2030-11-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1360000 | PA      | $1425056.81   | 0.08%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    2273000 | PA      | $2274127.41   | 0.12%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Aimco                                                   | AIMCO CLO Series 2015-A                                                          | CUSIP: 00900LBS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3512022.50   | 0.19%             | 2038-10-17      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                                              | Akumin Inc                                                                       | CUSIP: 01021XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4802000 | PA      | $4681950.00   | 0.26%             | 2027-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Allen Media LLC                                         | Allen Media LLC 2021 Term Loan B                                                 | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |    2603810 | PA      | $1848704.82   | 0.10%             | 2027-02-10      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| ALLEN MEDIA LLC/CO-ISSR                                 | Allen Media LLC / Allen Media Co-Issuer Inc                                      | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3590000 | PA      | $1543700.00   | 0.08%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                    | Alpha Generation LLC Term Loan B                                                 | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    2221875 | PA      | $2231595.70   | 0.12%             | 2031-09-30      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    4857000 | PA      | $5027916.28   | 0.27%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     731595 | PA      | $701366.88    | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    2633742 | PA      | $2525598.92   | 0.14%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ALTICE FRAN LUX 3/HOLD 1                                | Altice France Lux 3 / Altice Holdings 1                                          | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     954000 | PA      | $874511.38    | 0.05%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALTA WIND HOLDINGS LLC                                  | Alta Wind Holdings LLC                                                           | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     740139 | PA      | $706333.62    | 0.04%             | 2035-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2006-18CB                                                 | CUSIP: 02147FAQ9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    1353786 | PA      | $1385412.96   | 0.08%             | 2036-07-25      | Floating      | 13.21%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust Resecuritization 2008-2R                                  | CUSIP: 021482AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1848891 | PA      | $792931.86    | 0.04%             | 2037-08-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2006-40T1                                                 | CUSIP: 02148KAL8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     979318 | PA      | $584589.76    | 0.03%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CBF7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    1317027 | PA      | $628020.96    | 0.03%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    8730000 | PA      | $6052331.26   | 0.33%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1629657.80   | 0.09%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1625457.99   | 0.09%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2708860.28   | 0.15%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     660000 | PA      | $672182.68    | 0.04%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3228894.29   | 0.18%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| American Money Management Corporation                   | AMMC CLO 30 Ltd                                                                  | CUSIP: 03165UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1804806.00   | 0.10%             | 2037-01-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                        | AmWINS Group Inc 2025 Term Loan B                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    3825093 | PA      | $3841349.90   | 0.21%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2022-3                                                  | CUSIP: 03464TAC3<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    3133030 | PA      | $2943894.52   | 0.16%             | 2067-01-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    2100000 | PA      | $2049450.29   | 0.11%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1520000 | PA      | $1481041.15   | 0.08%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1992000 | PA      | $2004029.69   | 0.11%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Apex Credit CLO LLC                                     | Apex Credit CLO 2021-II LLC                                                      | CUSIP: 03755QAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2375000 | PA      | $2352000.50   | 0.13%             | 2034-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                   | Prime Security Services Borrower LLC 2024 1st Lien Term Loan B                   | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    1990705 | PA      | $1995992.10   | 0.11%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                              | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2029638.00   | 0.11%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc.                            | Ascensus Group Holdings Inc 2024 Term Loan B                                     | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4587144 | PA      | $4587144.45   | 0.25%             | 2032-11-24      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                     | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |    2390000 | PA      | $2283609.82   | 0.12%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| ARBOR REALTY SR INC                                     | Arbor Realty SR Inc                                                              | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |    1230000 | PA      | $1225084.55   | 0.07%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Arini US CLO Limited                                    | Arini US Clo III Ltd                                                             | CUSIP: 03990MAA5<br>LEI: 254900RLGVSRR5ZHHW52 | Long             | ABS-CBDO         | CORP              | KY        |    2490000 | PA      | $2490664.83   | 0.14%             | 2039-01-15      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                          | ARES1 2024-IND2                                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2360000 | PA      | $2361455.41   | 0.13%             | 2034-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6060000 | PA      | $6287925.21   | 0.34%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Asurion LLC                                             | Asurion LLC 2021 Second Lien Term Loan B4                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    1450000 | PA      | $1427525.00   | 0.08%             | 2029-01-20      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    7750000 | PA      | $7683842.90   | 0.42%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $2054364.56   | 0.11%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1009117.35   | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BBVA MEX BANCA GRUPO TX                                 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    5480000 | PA      | $5387114.00   | 0.29%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                          | BCAP LLC 2013-RR4 Trust                                                          | CUSIP: 05542LAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2239440 | PA      | $2009670.19   | 0.11%             | 2047-05-26      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                  | Aveanna Healthcare LLC 2025 Term Loan B                                          | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    2733150 | PA      | $2753435.44   | 0.15%             | 2032-09-17      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                                | BCPE Empire Holdings Inc 2025 Term Loan B                                        | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     987519 | PA      | $978965.91    | 0.05%             | 2030-12-11      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     530000 | PA      | $559774.87    | 0.03%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1920000 | PA      | $2071835.52   | 0.11%             | 2031-08-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| BWAY Mortgage Trust                                     | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $2715872.00   | 0.15%             | 2033-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2019-IMC                                            | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7780000 | PA      | $7653438.07   | 0.42%             | 2034-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3937812 | PA      | $3957299.66   | 0.22%             | 2041-04-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4086206 | PA      | $4101510.76   | 0.22%             | 2034-05-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-BIO2                                           | CUSIP: 05613GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3110000 | PA      | $3027963.49   | 0.16%             | 2041-08-13      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    3000000 | PA      | $3345210.00   | 0.18%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                     | Banc of America Mortgage 2005-H Trust                                            | CUSIP: 05949CFW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16135 | PA      | $14394.44     | 0.00%             | 2035-09-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    2150000 | PA      | $2210176.37   | 0.12%             | 2028-01-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                     | Banc of America Funding Corp                                                     | CUSIP: 05990QAE3<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |   13305854 | PA      | $11644120.17  | 0.63%             | 2037-02-27      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                     | Banc of America Funding 2015-R2 Trust                                            | CUSIP: 05990TAK3<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |    8463339 | PA      | $7146366.72   | 0.39%             | 2036-09-29      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $955845.05    | 0.05%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3340000 | PA      | $3576542.14   | 0.19%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust               | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2079837.45   | 0.11%             | 2050-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK44                                                                  | CUSIP: 06540KBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1630000 | PA      | $1280477.47   | 0.07%             | 2032-11-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK44                                                                  | CUSIP: 06540KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3300000 | PA      | $2239694.82   | 0.12%             | 2032-11-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2023-BNK45                                                                  | CUSIP: 06541BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $2494981.88   | 0.14%             | 2056-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2024-BNK48                                                                  | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5240000 | PA      | $5327564.07   | 0.29%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 2024-5YR12                                                                 | CUSIP: 06644XAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $2542402.88   | 0.14%             | 2057-12-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    2160000 | PA      | $1954800.00   | 0.11%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     580000 | PA      | $466900.00    | 0.03%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1300000 | PA      | $1346591.88   | 0.07%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                     | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                | CUSIP: 07337GAD5<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    4001158 | PA      | $4001142.98   | 0.22%             | 2048-07-27      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust              | Bear Stearns Asset Backed Securities I Trust 2006-AC4                            | CUSIP: 07388WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137603 | PA      | $175046.61    | 0.01%             | 2036-07-25      | Floating      | 19.58%                | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust              | Bear Stearns Asset Backed Securities Trust 2007-SD1                              | CUSIP: 07389QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     891786 | PA      | $264761.62    | 0.01%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2018-B1 Mortgage Trust                                                 | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1210000 | PA      | $1197017.91   | 0.07%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1120000 | PA      | $1171091.71   | 0.06%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3180000 | PA      | $3191818.47   | 0.17%             | 2041-11-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3180000 | PA      | $3185053.97   | 0.17%             | 2041-11-15      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                   | Black Diamond CLO 2024-1 Ltd                                                     | CUSIP: 09204UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5000000 | PA      | $5009750.00   | 0.27%             | 2037-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                   | Black Diamond CLO 2021-1 Ltd                                                     | CUSIP: 09204WAM6<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |    3720000 | PA      | $3718445.04   | 0.20%             | 2034-11-22      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings, Inc                         | Blackhawk Network Holdings Inc 2025 Term Loan B                                  | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    1709037 | PA      | $1719566.38   | 0.09%             | 2029-03-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2738083.13   | 0.15%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Blueberry Park CLO                                      | Blueberry Park CLO Ltd                                                           | CUSIP: 09609QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2640000 | PA      | $2647355.04   | 0.14%             | 2037-10-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1226000 | PA      | $1306484.45   | 0.07%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    3540000 | PA      | $3740509.14   | 0.20%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1050000 | PA      | $1109835.30   | 0.06%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA                                  | 0WP302235-0WR302233                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  173850000 | OU      | $-3048046.79  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch International Ltd.        | 0WP303118-0WR303116                                                              | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DIR              |  | US        |  268936000 | OU      | $-1404607.86  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | EQUITYTRS--USD-SOFR-OIS COMPOUND-20260108                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |   13203000 | OU      | $1174664.47   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | 0WP304132-0WR304130                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  112800000 | OU      | $6842.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | 0WP304173-0WR304171                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   72695000 | OU      | $20479.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS113860-0WZ113862                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1476000 | OU      | $115701.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS113944-0WZ113946                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1476000 | OU      | $-112663.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS123281-0WZ123283                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2300000 | OU      | $121529.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | 0WS123745-0WZ123747                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  513290000 | OU      | $1277087.33   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | 0WS123786-0WZ123788                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  340550000 | OU      | $799170.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS125161-0WZ125163                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2756000 | OU      | $271173.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS125187-0WZ125189                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2756000 | OU      | $-379487.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS125740-0WZ125742                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   17446600 | OU      | $-1333007.47  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2023-NQM8                                        | CUSIP: 10567MAC9<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    2308146 | PA      | $2332727.42   | 0.13%             | 2063-10-25      | Variable      | 7.10%                 | 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        |    2465623 | PA      | $2473791.81   | 0.13%             | 2063-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                            | CUSIP: 105756BX7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2770000 | PA      | $2777479.00   | 0.15%             | 2026-04-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                                | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                         | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    2080000 | PA      | $2065096.61   | 0.11%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                                | B3 SA - Brasil Bolsa Balcao                                                      | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |    3800000 | PA      | $3567250.00   | 0.19%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    2184000 | PA      | $2079629.63   | 0.11%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4850535 | PA      | $4874775.33   | 0.27%             | 2040-04-15      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIVA                                           | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3080000 | PA      | $2871362.96   | 0.16%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIVA                                           | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5986697 | PA      | $5409060.36   | 0.29%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                             | CAFL 2023-RTL1 Issuer LLC                                                        | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4010000 | PA      | $4010000.00   | 0.22%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4630000 | PA      | $4254275.96   | 0.23%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CB Poly US Holdings Inc                                 | CB Poly US Holdings Inc Term Loan B                                              | CUSIP: 12511PAB7<br>LEI: 254900TSH6NNRZ0GUN05 | Long             | LON              | CORP              | US        |    2969309 | PA      | $2803027.89   | 0.15%             | 2029-05-18      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                                      | CFC Bidco 2022 Ltd Term Loan B                                                   | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4060000 | PA      | $3963575.00   | 0.22%             | 2032-07-01      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $4708100.00   | 0.26%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     880000 | PA      | $705080.93    | 0.04%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    3910000 | PA      | $3672243.46   | 0.20%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4568929.50   | 0.25%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| CIFC Funding Ltd                                        | CIFC Funding 2017-III Ltd                                                        | CUSIP: 12548JAU6<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |    1340000 | PA      | $1345668.20   | 0.07%             | 2037-04-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2023-R4                                                                | CUSIP: 12569UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1004900 | PA      | $1004250.68   | 0.05%             | 2062-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $3943187.57   | 0.21%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   10880000 | PA      | $8083267.71   | 0.44%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: —       |
| Credit Suisse Mortgage Trust                            | CSMC Trust 2017-CHOP                                                             | CUSIP: 12651QAQ2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $696358.88    | 0.04%             | 2032-07-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Trust 2017-CHOP                                                             | CUSIP: 12651QAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6685000 | PA      | $6412975.99   | 0.35%             | 2032-07-15      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Series 2019-UVIL                                                            | CUSIP: 12656DAA1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    5560000 | PA      | $5246550.55   | 0.29%             | 2041-12-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                  | Reperforming Loan REMIC Trust 2005-R1                                            | CUSIP: 12669GWP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1046121 | PA      | $50706.54     | 0.00%             | 2035-03-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| CALABRIO INC                                            | Calabrio Inc 2025 First Out Term Loan                                            | CUSIP: 12804VAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1360000 | PA      | $1285200.00   | 0.07%             | 2032-11-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO                                     | Capital Four US CLO Ltd                                                          | CUSIP: 14016BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3130000 | PA      | $3142019.20   | 0.17%             | 2038-10-18      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                    | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    1370000 | PA      | $1421986.31   | 0.08%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Captree Park CLO Ltd                                    | Captree Park CLO Ltd                                                             | CUSIP: 14074EAL5<br>LEI: 254900T5FZQKDOCWVD69 | Long             | ABS-CBDO         | CORP              | JE        |    2220000 | PA      | $2228194.02   | 0.12%             | 2037-07-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2015-1 Ltd                                  | CUSIP: 14311DBU9<br>LEI: 5493000C19IMTVUCMB96 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1505757.00   | 0.08%             | 2031-07-20      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    3980000 | PA      | $4109707.92   | 0.22%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2340000 | PA      | $2365949.31   | 0.13%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CARRIAGE SERVICES INC                                   | Carriage Services Inc                                                            | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4616831.04   | 0.25%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CARRIAGE PURCHASER INC                                  | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6363000 | PA      | $6080597.33   | 0.33%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO XI C Ltd                                                              | CUSIP: 14688RAJ9<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |    3820000 | PA      | $3826050.88   | 0.21%             | 2037-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                         | Catawba Nation Gaming Authority Term Loan B                                      | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2150000 | PA      | $2144625.00   | 0.12%             | 2032-03-29      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     600000 | PA      | $614318.26    | 0.03%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                    | Celsius Holdings Inc 2025 Term Loan B                                            | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2242588 | PA      | $2260106.80   | 0.12%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                      | Cerdia Finanz GmbH                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    3685000 | PA      | $3809368.75   | 0.21%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1041860.36   | 0.06%             | 2038-04-01      | Fixed         | 5.38%                 | 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        |    2873144 | PA      | $2891101.10   | 0.16%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1120000 | PA      | $1154220.59   | 0.06%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $4690094.31   | 0.26%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2015-P1                                      | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     245631 | PA      | $237645.60    | 0.01%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CITRIX SYSTEMS INC                                      | Citrix Systems Inc                                                               | CUSIP: 177376AE0<br>LEI: HCTKJGUQOPZ5NBK7NP58 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1683024.12   | 0.09%             | 2027-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TFDXX LEX BLACKROCK FED FUND                            | TFDXX LEX BLACKROCK FED FUND                                                     | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    2000000 | NS      | $2000000.00   | 0.11%             |  |  |  | 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        |    1000000 | NS      | $1000000.00   | 0.05%             |  |  |  | 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   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $2100053.10   | 0.11%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    5896000 | PA      | $5854440.86   | 0.32%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2125701.49   | 0.12%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $3093319.08   | 0.17%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1664976.26   | 0.09%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    3937647 | PA      | $3939084.16   | 0.21%             | 2032-04-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2023-A LLC                                             | CUSIP: 193938AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2238811 | PA      | $2292891.45   | 0.12%             | 2055-05-25      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1317678.25   | 0.07%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| COLT Funding LLC                                        | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAD7<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    1580000 | PA      | $1595962.27   | 0.09%             | 2069-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-4 Mortgage Loan Trust                                                  | CUSIP: 19688WAC2<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-MBS          | CORP              | US        |    2881201 | PA      | $2911000.02   | 0.16%             | 2069-07-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                             | Columbia Cent CLO 35 Ltd                                                         | CUSIP: 19739RAJ7<br>LEI: 2549006YWAD6BJI1C841 | Long             | ABS-CBDO         | CORP              | KY        |    2400000 | PA      | $2407682.40   | 0.13%             | 2036-07-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4393674.91   | 0.24%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    2100000 | PA      | $2227552.34   | 0.12%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    4650000 | PA      | $4758915.09   | 0.26%             | 2044-01-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753WAE6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    8663803 | PA      | $8791575.27   | 0.48%             | 2039-10-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754DAJ6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3470000 | PA      | $3696590.65   | 0.20%             | 2042-04-25      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754EAF2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1470000 | PA      | $1547429.60   | 0.08%             | 2043-07-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1100000 | PA      | $1119944.65   | 0.06%             | 2044-02-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754HAD0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2552133 | PA      | $2588807.38   | 0.14%             | 2039-07-25      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAF3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    7990000 | PA      | $8118505.57   | 0.44%             | 2041-10-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755CAB4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1810000 | PA      | $1839973.60   | 0.10%             | 2043-10-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                                    | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    8126000 | PA      | $8078605.11   | 0.44%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1208962.80   | 0.07%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| COREWEAVE INC                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3328585.91   | 0.18%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Citigroup Global Markets Inc                            | Citigroup Global Markets Inc                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    6250000 | PA      | $6756663.06   | 0.37%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1720000 | PA      | $1869278.27   | 0.10%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                    | Cotiviti Corporation 2024 Term Loan                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    3805094 | PA      | $3669537.58   | 0.20%             | 2031-05-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                    | Cotiviti Corporation 2025 2nd Amendment Term Loan                                | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    4019800 | PA      | $3876594.63   | 0.21%             | 2032-03-26      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2890000 | PA      | $2953296.78   | 0.16%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3000000 | PA      | $3074293.71   | 0.17%             | 2034-08-10      | Fixed         | 7.12%                 | 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        |   20000000 | PA      | $20000000.00  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    1869000 | PA      | $1878922.52   | 0.10%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| DS Parent Inc                                           | DS Parent Inc Term Loan B                                                        | CUSIP: 23344YAG7<br>LEI: 254900EH8GRZUGRWRH57 | Long             | LON              | CORP              | US        |    4757550 | PA      | $4368025.59   | 0.24%             | 2031-01-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Dwight 2025-FL1 Issuer LLC                              | Dwight 2025-FL1 Issuer LLC                                                       | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4800000 | PA      | $4811998.56   | 0.26%             | 2042-06-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                            | DAYFORCE INC 2025 TERM LOAN                                                      | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    4840000 | PA      | $4830320.00   | 0.26%             | 2032-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                            | Dayforce Inc 2025 Term Loan B                                                    | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    1159820 | PA      | $1159819.68   | 0.06%             | 2031-03-01      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                         | DCert Buyer Inc 2021 2nd Lien Term Loan                                          | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    1927036 | PA      | $1740754.87   | 0.09%             | 2029-02-19      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| NBC Global Finance Limited                              | NBC Global Finance Limited                                                       | CUSIP: 000000000<br>LEI: 549300KWU8YQOYSK5Y64 | Long             | RA               | CORP              | US        |   50000000 | PA      | $50000000.00  | 2.72%             |  |  |  | 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        |   20000000 | PA      | $20000000.00  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Financial Inc                             | National Bank Financial Inc                                                      | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |    3000000 | PA      | $3000000.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION NY                                     | TORONTO DOMINION NY                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2000382 | PA      | $2000382.00   | 0.11%             | 2026-03-20      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUS, NEW YORK                         | COMMONWEALTH BANK AUS, NEW YORK                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    3001029 | PA      | $3001029.00   | 0.16%             | 2026-04-13      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION NY                                     | TORONTO DOMINION NY                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2001410 | PA      | $2001410.00   | 0.11%             | 2026-04-23      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | BANK OF AMERICA NA                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2000860 | PA      | $2000860.00   | 0.11%             | 2026-03-31      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                                 | ROYAL BANK OF CANADA NY                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2000906 | PA      | $2000906.00   | 0.11%             | 2026-05-01      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                                | BANK OF MONTREAL CHICAGO                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2000856 | PA      | $2000856.00   | 0.11%             | 2026-05-05      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LIMITED NEW YORK                            | MIZUHO BANK LIMITED NEW YORK                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    1500006 | PA      | $1500006.01   | 0.08%             | 2026-01-13      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                             | BANK OF NOVA SCOTIA HOUSTON                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2000177 | PA      | $2000177.00   | 0.11%             | 2026-07-22      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP NY                         | SUMITOMO MITSUI BANKING CORP NY                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2000172 | PA      | $2000172.00   | 0.11%             | 2026-01-30      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Barclays Bank PLC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |    1000000 | PA      | $1000000.00   | 0.05%             |  |  |  | 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   | 0.05%             | 2026-02-11      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| MIT UFJ TR NY                                           | MIT UFJ TR NY                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     999988 | PA      | $999988.00    | 0.05%             | 2026-03-17      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD, LDN                     | SUMITOMO MITSUI TRUST BANK LTD, LDN                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2000400 | PA      | $2000400.00   | 0.11%             | 2026-01-14      | Fixed         | 4.14%                 | 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        |    2998368 | PA      | $2998368.00   | 0.16%             | 2026-01-05      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD, LDN                     | SUMITOMO MITSUI TRUST BANK LTD, LDN                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2000560 | PA      | $2000560.00   | 0.11%             | 2026-01-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LIMITED NEW YORK                            | MIZUHO BANK LIMITED NEW YORK                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2999649 | PA      | $2999649.00   | 0.16%             | 2026-04-10      | Floating      | 3.99%                 | 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   | 0.05%             | 2026-05-07      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| OLD LINE FUNDING                                        | OLD LINE FUNDING                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    1999978 | PA      | $1999978.00   | 0.11%             | 2026-02-10      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                                | BANK OF MONTREAL CHICAGO                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    1999994 | PA      | $1999994.00   | 0.11%             | 2026-11-19      | Floating      | 4.09%                 | 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  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Of Montreal Toronto                                | Bank Of Montreal Toronto                                                         | CUSIP: 000000000<br>LEI: 54930047C63MPGNXEO75 | Long             | RA               | CORP              | US        |    4000000 | PA      | $4000000.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Of Canada                                 | National Bank Of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   40000000 | PA      | $40000000.00  | 2.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Virtu Americas LLC                                      | Virtu Americas LLC                                                               | CUSIP: 000000000<br>LEI: 549300RA02N3BNSWBV74 | Long             | RA               | CORP              | US        |    3000000 | PA      | $3000000.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Secured LLC                                          | CF Secured LLC                                                                   | CUSIP: 000000000<br>LEI: 254900OXTV81I73FAT50 | Long             | RA               | CORP              | US        |    5956111 | PA      | $5956110.81   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities (USA) LLC                                 | TD Securities (USA) LLC                                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | RA               | CORP              | US        |   16000000 | PA      | $16000000.00  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Of Canada                                 | National Bank Of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |    2000000 | PA      | $2000000.00   | 0.11%             |  |  |  | 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   | 0.11%             | 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        |    2000000 | PA      | $2000000.00   | 0.11%             | 2026-01-02      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                        | Societe Generale                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |     300000 | PA      | $300000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | HSBC Bank PLC                                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | RA               | CORP              | US        |   25000000 | PA      | $25000000.00  | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4159662.49   | 0.23%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2013442.01   | 0.11%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    4260000 | PA      | $4433722.80   | 0.24%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $135764.63    | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2523103.77   | 0.14%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2600310.63   | 0.14%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| DIVERSIFIED HEALTHCARE T                                | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |    1930000 | PA      | $1973401.84   | 0.11%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Dividend Solar Loans LLC                                | Dividend Solar Loans 2019-1 LLC                                                  | CUSIP: 255388AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1808194 | PA      | $1684500.88   | 0.09%             | 2039-08-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2100000 | PA      | $2123310.00   | 0.12%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    4030000 | PA      | $4152915.00   | 0.23%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $28987.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-37779.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $-406777.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $158940.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-61949.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-61996.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $135228.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $67303.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-61700.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-59881.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-173806.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $34264.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $34633.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $37265.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $123983.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-83463.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $42281.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $30015.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $33075.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $36858.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1311.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $52224.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $7419.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $78518.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $69220.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $148800.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-18409.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-41806.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-40006.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-15283.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $19747.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-9617.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-7365.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $8487.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $17.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-5708.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-321.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $86847.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |          1 | NC      | $-92344.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $5796.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $7321.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |          1 | NC      | $20104.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |          1 | NC      | $17807.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                 | Dream Finders Homes Inc                                                          | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2886186.77   | 0.16%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Dryden Senior Loan Fund                                 | Dryden 113 CLO Ltd                                                               | CUSIP: 26253EBR8<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |    3250000 | PA      | $3253071.25   | 0.18%             | 2037-10-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                    | Dynamo Newco II GmbH 2025 USD Term Loan B                                        | CUSIP: 26806DAC6<br>LEI: 391200FDSPYB8FKV7F97 | Long             | LON              | CORP              | US        |    2970000 | PA      | $2996914.13   | 0.16%             | 2031-09-30      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                        | EOC Borrower LLC Term Loan B                                                     | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3840700 | PA      | $3866505.66   | 0.21%             | 2032-03-24      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    2770000 | PA      | $2821494.30   | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     700000 | PA      | $709142.13    | 0.04%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $2036611.46   | 0.11%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    5266400 | PA      | $5823591.39   | 0.32%             | 2029-11-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: —       |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    5570000 | PA      | $5730308.55   | 0.31%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                                     | El Paso Natural Gas Co LLC                                                       | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $228115.93    | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                        | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1180000 | PA      | $1282660.00   | 0.07%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    2370000 | PA      | $2707725.00   | 0.15%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    1950000 | PA      | $2011357.32   | 0.11%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     550000 | PA      | $544342.52    | 0.03%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   11670000 | PA      | $11593616.35  | 0.63%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                           | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2951274.04   | 0.16%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3517385.79   | 0.19%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Extended Stay America Trust                             | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3570000 | PA      | $3592296.79   | 0.20%             | 2042-10-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5680000 | PA      | $5515387.58   | 0.30%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FREMF Mortgage Trust                                    | FREMF 2021-KF117 Mortgage Trust                                                  | CUSIP: 30320YAE5<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |    1714205 | PA      | $1576340.36   | 0.09%             | 2031-07-25      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131XV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1077632 | PA      | $1073428.72   | 0.06%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31329KUG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1761077 | PA      | $1689158.64   | 0.09%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2618124 | PA      | $2528049.01   | 0.14%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DTRD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2435422 | PA      | $2517442.30   | 0.14%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     711330 | PA      | $697181.39    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3191190 | PA      | $3201037.33   | 0.17%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KRCS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     593760 | PA      | $624763.63    | 0.03%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     619518 | PA      | $527271.55    | 0.03%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KYVJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     490282 | PA      | $416179.23    | 0.02%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31371JMD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         85 | PA      | $88.37        | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31384PT21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        122 | PA      | $122.49       | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31384VXX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $12.44        | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385DHL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        104 | PA      | $109.64       | 0.00%             | 2030-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385NZA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         30 | PA      | $30.20        | 0.00%             | 2030-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385Q2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        199 | PA      | $204.01       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31386CKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4622 | PA      | $4690.37      | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31387EQN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        628 | PA      | $659.58       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31387XVV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        416 | PA      | $436.65       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31388LCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8624 | PA      | $9055.90      | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31388NGF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         87 | PA      | $91.86        | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31388PRZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        441 | PA      | $463.62       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31389ETV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3172 | PA      | $3331.23      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 31393YBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21912 | PA      | $21779.71     | 0.00%             | 2034-05-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57756 | PA      | $56399.48     | 0.00%             | 2058-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140LRUW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2036726 | PA      | $1683509.21   | 0.09%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNL26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2303536 | PA      | $1982597.04   | 0.11%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X4TQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33063 | PA      | $32770.05     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X6M99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18199 | PA      | $18056.86     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     829169 | PA      | $823542.51    | 0.04%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XC6P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     189434 | PA      | $165372.84    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3435189 | PA      | $3000738.80   | 0.16%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1056636 | PA      | $913575.14    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D2W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1842482 | PA      | $1650794.08   | 0.09%             | 2041-07-01      | Fixed         | 2.50%                 | 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        |     203736 | PA      | $1098.14      | 0.00%             | 2027-03-30      | Floating      | 10.99%                | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                  | First Brands Group LLC 2022 Incremental Term Loan                                | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    1782536 | PA      | $13369.02     | 0.00%             | 2027-03-30      | Floating      | 10.99%                | 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        |     526478 | PA      | $111876.52    | 0.01%             | 2026-06-29      | Floating      | 8.45%                 | No            |                  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        |     685947 | PA      | $19434.95     | 0.00%             | 2026-06-29      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3071374.02   | 0.17%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| GC Ferry Acquisition I Inc                              | GC Ferry Acquisition I Inc Term Loan                                             | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    2716250 | PA      | $2715231.41   | 0.15%             | 2032-08-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                              | GC Ferry Acquisition I Inc Delayed Draw Term Loan                                | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     463750 | PA      | $463576.09    | 0.03%             | 2032-08-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2980000 | PA      | $3135985.12   | 0.17%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    3250000 | PA      | $3422293.49   | 0.19%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    4040000 | PA      | $4314505.88   | 0.24%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2590000 | PA      | $2722879.41   | 0.15%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORP                                        | FirstEnergy Corp                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $932380.45    | 0.05%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                 | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2632845.60   | 0.14%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                        | Flatiron CLO 28 Ltd                                                              | CUSIP: 33884GAE6<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |    1540000 | PA      | $1522482.50   | 0.08%             | 2036-07-15      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    4650000 | PA      | $4714635.00   | 0.26%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                            | Focus Financial Partners LLC 2025 Incremental Term Loan B                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    3343892 | PA      | $3353559.23   | 0.18%             | 2031-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                             | Fortress Credit BSL XII Ltd                                                      | CUSIP: 34963GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1879608.00   | 0.10%             | 2034-10-15      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2                    | CUSIP: 35563PRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3899224 | PA      | $3781779.49   | 0.21%             | 2059-11-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                    | CUSIP: 35563PTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4710000 | PA      | $4587194.76   | 0.25%             | 2060-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    3780000 | PA      | $4072387.16   | 0.22%             | 2042-09-25      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJA8<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    4750000 | PA      | $5045318.90   | 0.27%             | 2034-01-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    2717000 | PA      | $2797871.78   | 0.15%             | 2042-02-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    1090000 | PA      | $1132905.13   | 0.06%             | 2042-02-25      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |    8290000 | PA      | $8851130.20   | 0.48%             | 2050-12-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                      | Freddie Mac Mscr Trust Mn12                                                      | CUSIP: 355913AB0<br>LEI: 529900KABSM46L5D1T20 | Long             | ABS-MBS          | USGSE             | US        |    4510000 | PA      | $4510382.00   | 0.25%             | 2045-11-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    5181000 | PA      | $5015421.04   | 0.27%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    7715000 | PA      | $6702406.25   | 0.37%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| GEO GROUP INC/THE                                       | GEO Group Inc/The                                                                | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3831390.89   | 0.21%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    2120000 | PA      | $2091166.39   | 0.11%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    2010000 | PA      | $2108835.72   | 0.11%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1163804 | PA      | $964514.49    | 0.05%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     756992 | PA      | $750335.95    | 0.04%             | 2050-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VZT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2050015 | PA      | $1888326.95   | 0.10%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     131664 | PA      | $130157.86    | 0.01%             | 2050-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2209916 | PA      | $1907270.93   | 0.10%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1834243 | PA      | $1839252.74   | 0.10%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1487982 | PA      | $1415464.25   | 0.08%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1155100 | PA      | $1132249.66   | 0.06%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1872589 | PA      | $1902735.59   | 0.10%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1259522 | PA      | $1262016.49   | 0.07%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3617VKGV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     236449 | PA      | $202603.62    | 0.01%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200K7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        385 | PA      | $396.59       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200MQ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        643 | PA      | $658.29       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200NBP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9911 | PA      | $10210.52     | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200NYP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17009 | PA      | $17595.70     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200Q3L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        118 | PA      | $121.20       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200QLP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        108 | PA      | $111.47       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200WJL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3627 | PA      | $3696.41      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36201L2D5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        547 | PA      | $553.50       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36201VAT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        454 | PA      | $462.69       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36202D2F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2770 | PA      | $2891.27      | 0.00%             | 2033-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36202D4P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1658 | PA      | $1717.80      | 0.00%             | 2034-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36202DS36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1886 | PA      | $1969.99      | 0.00%             | 2032-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36213MYE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        717 | PA      | $733.30       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36225BY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        622 | PA      | $650.80       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36225BZ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        281 | PA      | $292.23       | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3622AC5U0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     705314 | PA      | $579021.87    | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                   | CUSIP: 36269JAL2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    5880000 | PA      | $6097060.79   | 0.33%             | 2041-03-10      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36290RP49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        741 | PA      | $757.18       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36290RUG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        445 | PA      | $449.97       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36290TC72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16929 | PA      | $17425.43     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36296VLW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20732 | PA      | $21695.37     | 0.00%             | 2038-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                               | GSMPS Mortgage Loan Trust 2006-RP2                                               | CUSIP: 36298XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     562823 | PA      | $487204.02    | 0.03%             | 2036-04-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                        | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1068949.27   | 0.06%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                        | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1502311.87   | 0.08%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3180000 | PA      | $3333349.14   | 0.18%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      22720 | PA      | $22302.28     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     646140 | PA      | $633649.64    | 0.03%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     929160 | PA      | $848886.70    | 0.05%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                             | Global Medical Response Inc 2025 Term Loan B                                     | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    3171081 | PA      | $3194296.59   | 0.17%             | 2032-10-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 53B Ltd                                               | CUSIP: 38178CAE9<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2414102.50   | 0.13%             | 2034-07-20      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38379RPH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     645672 | PA      | $15108.54     | 0.00%             | 2058-07-16      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| GRANITE RIDGE RESOURCES                                 | Granite Ridge Resources Inc                                                      | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5364130.50   | 0.29%             | 2029-11-05      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4192584.21   | 0.23%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2115185.68   | 0.12%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Gray Television, Inc.                                   | Gray Television Inc 2021 Term Loan D                                             | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    1067650 | PA      | $1070319.59   | 0.06%             | 2028-12-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2024 Term Loan B                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |      30200 | PA      | $30249.08     | 0.00%             | 2029-06-04      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                  | Conseco Finance Corp                                                             | CUSIP: 393505Z54<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6741661 | PA      | $1788217.37   | 0.10%             | 2031-05-01      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                  | Conseco Finance Corp                                                             | CUSIP: 393505Z62<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14986799 | PA      | $3676530.06   | 0.20%             | 2031-05-01      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                       | GreenPoint MTA Trust 2005-AR1                                                    | CUSIP: 39538RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     273418 | PA      | $246453.23    | 0.01%             | 2045-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Greystone Select Financial LLC                          | Greystone Select Financial LLC Term Loan B                                       | CUSIP: 39808KAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1333135 | PA      | $1323136.31   | 0.07%             | 2028-06-16      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                  | Greystone CRE Notes 2024-HC3                                                     | CUSIP: 39808MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2180000 | PA      | $2194614.72   | 0.12%             | 2041-03-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                  | Greystone CRE Notes 2025 HC-4 LLC                                                | CUSIP: 39809NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4800000 | PA      | $4791004.32   | 0.26%             | 2042-10-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | Greywolf CLO IV Ltd                                                              | CUSIP: 39809TBC0<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |    1860000 | PA      | $1856393.46   | 0.10%             | 2034-04-17      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                      | Grupo Televisa SAB                                                               | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    2690000 | PA      | $1780382.96   | 0.10%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Hospitality Investors Trust                             | HIT Trust 2022-HI32                                                              | CUSIP: 40442AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2560000 | PA      | $2572222.72   | 0.14%             | 2039-07-15      | Floating      | 12.87%                | No            |                  2 | On Loan: No      |
| HIH Trust                                               | HIH Trust 2024-61P                                                               | CUSIP: 40444VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4236591 | PA      | $4257575.52   | 0.23%             | 2041-10-15      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| PHRG Intermediate LLC                                   | PHRG Intermediate LLC 2025 Term Loan B                                           | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2044875 | PA      | $2039762.81   | 0.11%             | 2032-02-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 3, Ltd.                                 | HalseyPoint CLO 3 Ltd                                                            | CUSIP: 40638UAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2110000 | PA      | $2116593.75   | 0.12%             | 2037-07-30      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                            | Harbor Freight Tools USA Inc 2024 Term Loan B                                    | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |     980038 | PA      | $971852.50    | 0.05%             | 2031-06-11      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                          | HarborView Mortgage Loan Trust 2007-7                                            | CUSIP: 411640AB1<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |     429963 | PA      | $406579.30    | 0.02%             | 2037-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                                 | Hartwick Park CLO Ltd                                                            | CUSIP: 417402AE4<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |    1435000 | PA      | $1411784.57   | 0.08%             | 2037-01-20      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                             | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    3150000 | PA      | $3281544.72   | 0.18%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hayfin US XV, Ltd.                                      | Hayfin US XV Ltd                                                                 | CUSIP: 420916AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2970000 | PA      | $2994160.95   | 0.16%             | 2037-04-28      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2873640.97   | 0.16%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2184211.15   | 0.12%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2198495.87   | 0.12%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                     | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    2014000 | PA      | $2040466.50   | 0.11%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| IHEARTCOMMUNICATIONS INC                                | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     855000 | PA      | $823459.05    | 0.04%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2059225.45   | 0.11%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2453549.80   | 0.13%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| IndyMac INDX Mortgage Loan Trust                        | IndyMac INDX Mortgage Loan Trust 2004-AR14                                       | CUSIP: 45660LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     467832 | PA      | $362294.64    | 0.02%             | 2035-01-25      | Floating      | 4.57%                 | 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        |     994944 | PA      | $998675.20    | 0.05%             | 2030-10-31      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     980000 | PA      | $912338.31    | 0.05%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    8720000 | PA      | $10652203.50  | 0.58%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-MBS          | CORP              | US        |     568000 | PA      | $511768.97    | 0.03%             | 2049-01-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $3006256.44   | 0.16%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT OF JAMAICA                                   | Jamaica Government International Bond                                            | CUSIP: 470160CF7<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |  227000000 | PA      | $1510619.22   | 0.08%             | 2030-11-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                       | Jamestown CLO IX Ltd                                                             | CUSIP: 47048JBK8<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |    2660000 | PA      | $2657517.42   | 0.14%             | 2034-07-25      | Floating      | 7.11%                 | 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        |    4001141 | PA      | $3988013.31   | 0.22%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2369000 | PA      | $2489265.39   | 0.14%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1923188.40   | 0.10%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1649198.23   | 0.09%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    4370000 | PA      | $4402605.49   | 0.24%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| KNDR Trust 2021-KIND                                    | KIND Trust 2021-KIND                                                             | CUSIP: 482606AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1309248 | PA      | $1295286.60   | 0.07%             | 2038-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                    | KIND Trust 2021-KIND                                                             | CUSIP: 482606AQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2687926 | PA      | $2661512.97   | 0.14%             | 2038-08-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| KREF Holdings X LLC                                     | KREF Holdings X LLC 2025 Term Loan                                               | CUSIP: 48266YAH6<br>LEI: N/A                  | Long             | LON              |  | US        |    3226912 | PA      | $3247080.70   | 0.18%             | 2032-03-05      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                 | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     300000 | PA      | $306161.37    | 0.02%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                 | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    1060000 | PA      | $1066756.51   | 0.06%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                  | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    2610000 | PA      | $2854821.86   | 0.16%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited                        | Kestrel Aircraft Funding Ltd                                                     | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     313584 | PA      | $313737.65    | 0.02%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                       | Kingpin Intermediate Holdings LLC 2025 Term Loan B                               | CUSIP: 49579GAJ1<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |    5520000 | PA      | $5423400.00   | 0.30%             | 2032-09-22      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Knight Health Holdings LLC                              | Knight Health Holdings LLC Term Loan B                                           | CUSIP: 49902TAB8<br>LEI: 2549008OACTDEJGJC870 | Long             | LON              | CORP              | US        |    1384131 | PA      | $460223.63    | 0.03%             | 2028-12-23      | Floating      | 9.08%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                    | LHOME Mortgage Trust 2024-RTL1                                                   | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4360000 | PA      | $4376230.54   | 0.24%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| LFS 2023A, LLC                                          | LFS 2023A LLC                                                                    | CUSIP: 50205FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1000475.80   | 0.05%             | 2035-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LRS Holdings LLC                                        | LRS Holdings LLC Term Loan B                                                     | CUSIP: 50205HAC4<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |    3456205 | PA      | $3417322.94   | 0.19%             | 2028-08-31      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2566401.26   | 0.14%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |    1940000 | PA      | $2056890.82   | 0.11%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    2330000 | PA      | $2450624.10   | 0.13%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| LD HOLDINGS GROUP LLC                                   | LD Holdings Group LLC                                                            | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1516386.62   | 0.08%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Lear Corp                                               | Lear Corp                                                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |        399 | NS      | $45725.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lehman XS Trust                                         | Lehman XS Trust Series 2006-12N                                                  | CUSIP: 525226AJ5<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |     537875 | PA      | $533128.86    | 0.03%             | 2046-08-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                           | Darktrace PLC 1st Lien Term Loan                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2933252 | PA      | $2948375.82   | 0.16%             | 2031-10-09      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1852133.18   | 0.10%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1505254.48   | 0.08%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2450002.77   | 0.13%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $5168126.40   | 0.28%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                     | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    7985000 | PA      | $8490857.74   | 0.46%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                 | Lighthouse Park CLO Ltd                                                          | CUSIP: 53229QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1860000 | PA      | $1859116.50   | 0.10%             | 2037-10-24      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $2812745.00   | 0.15%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MASTR Seasoned Securitization Trust                     | MASTR Seasoned Securitization Trust 2005-2                                       | CUSIP: 55265WDM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        894 | PA      | $876.52       | 0.00%             | 2032-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2023-NQM4 Trust                                                              | CUSIP: 55286LAC6<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    2036180 | PA      | $2055444.58   | 0.11%             | 2068-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2024-FL16                                                                    | CUSIP: 55287EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4910000 | PA      | $4916131.12   | 0.27%             | 2039-11-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3860000 | PA      | $3860725.68   | 0.21%             | 2040-02-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1410000 | PA      | $1410823.44   | 0.08%             | 2040-02-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1340000 | PA      | $1341106.84   | 0.07%             | 2040-02-18      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                            | MPH Acquisition Holdings LLC 2025 Second Out Term Loan                           | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    1948688 | PA      | $1834202.96   | 0.10%             | 2030-12-31      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |    5073000 | PA      | $4897379.84   | 0.27%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |    2040000 | PA      | $2178584.20   | 0.12%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| MSWF Commercial Mortgage Trust                          | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2260000 | PA      | $2385378.70   | 0.13%             | 2056-12-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                          | MSWF Commercial Mortgage Trust 2023-1                                            | CUSIP: 55376CAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2210000 | PA      | $2295928.78   | 0.13%             | 2056-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC 2025 Repriced Term Loan                                          | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    2473053 | PA      | $2491215.35   | 0.14%             | 2032-11-08      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXIV Ltd                                                    | CUSIP: 55820NBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2460000 | PA      | $2465291.46   | 0.13%             | 2029-10-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2076044.30   | 0.11%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1759375.00   | 0.10%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1759284.63   | 0.10%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Magnetite CLO Ltd                                       | Magnetite XXXII Ltd                                                              | CUSIP: 55953XAE8<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | KY        |    3980000 | PA      | $3980971.12   | 0.22%             | 2037-10-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXII Ltd                                                               | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |    1830000 | PA      | $1829992.68   | 0.10%             | 2036-07-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| MARKS & SPENCER PLC                                     | Marks & Spencer PLC                                                              | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    1595000 | PA      | $1753125.60   | 0.10%             | 2037-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                 | Red Planet Borrower LLC 2025 Term Loan B                                         | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    3740000 | PA      | $3751298.54   | 0.20%             | 2032-09-08      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                 | Massachusetts Mutual Life Insurance Co                                           | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    5795000 | PA      | $4661097.74   | 0.25%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCCLATCHY MEDIA CO LLC                                  | Mcclatchy Media Co LLC                                                           | CUSIP: 57949NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |          4 | PA      | $4.55         | 0.00%             | 2027-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                     | Medline Borrower LP 2025 Term Loan B                                             | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     688662 | PA      | $691416.32    | 0.04%             | 2028-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2377650.97   | 0.13%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    2540000 | PA      | $2671591.20   | 0.15%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    2310000 | PA      | $2315917.20   | 0.13%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MERCADOLIBRE INC                                        | MercadoLibre Inc                                                                 | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2574230.67   | 0.14%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                  | Merrill Lynch Mortgage Investors Trust Series 2003-A5                            | CUSIP: 5899293W6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99563 | PA      | $93020.71     | 0.01%             | 2033-08-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| THE MET                                                 | Metropolitan Museum of Art/The                                                   | CUSIP: 592189AA2<br>LEI: 549300LS1O4XQ1SY7T11 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1540855.79   | 0.08%             | 2045-07-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2161209.95   | 0.12%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ACN 113 874 712                                         | ACN 113 874 712 Pty Ltd                                                          | CUSIP: 59841RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     931574 | PA      | $0.01         | 0.00%             | 2018-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp Term Loan B                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1547781 | PA      | $1523596.60   | 0.08%             | 2027-10-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                               | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    1215000 | PA      | $1226023.70   | 0.07%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    3930000 | PA      | $3660617.80   | 0.20%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MILLROSE PROPERTIES INC                                 | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    3880000 | PA      | $3970109.12   | 0.22%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| MILLROSE PROPERTIES INC                                 | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    1130000 | PA      | $1140151.23   | 0.06%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| MINERALS TECHNOLOGIES IN                                | Minerals Technologies Inc                                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1673100.00   | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Modena Buyer LLC                                        | Modena Buyer LLC Term Loan                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    3101156 | PA      | $3089204.54   | 0.17%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2015-UBS8                                         | CUSIP: 61691ABQ5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    1083635 | PA      | $1051126.11   | 0.06%             | 2048-12-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-230P                                         | CUSIP: 61772WAG2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    5350000 | PA      | $4989167.11   | 0.27%             | 2038-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                       | Mountain View Clo XIX Ltd                                                        | CUSIP: 623910AN6<br>LEI: 254900L6WFB2NIQTBG86 | Long             | ABS-CBDO         | CORP              | KY        |    2610000 | PA      | $2620886.31   | 0.14%             | 2038-10-17      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3086596.42   | 0.17%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Multifamily Trust                                       | Multifamily Trust 2016-1                                                         | CUSIP: 62547L103<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1948675 | PA      | $1904198.09   | 0.10%             | 2046-04-25      | Variable      | 26.47%                | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities               | Multifamily Connecticut Avenue Securities Trust 2019-01                          | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |    2077450 | PA      | $2110898.55   | 0.11%             | 2049-10-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | Multifamily Connecticut Avenue Securities Trust 2020-01                          | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    3355871 | PA      | $3422969.95   | 0.19%             | 2050-03-25      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    4110000 | PA      | $4208320.86   | 0.23%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     760000 | PA      | $757124.47    | 0.04%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     520000 | PA      | $519781.03    | 0.03%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2064300.15   | 0.11%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1747594.10   | 0.10%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    8420000 | PA      | $8531509.09   | 0.46%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| New York Mortgage Trust                                 | NYMT Loan Trust Series 2024-BPL1                                                 | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2650000 | PA      | $2657749.13   | 0.14%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    4410000 | PA      | $4278105.98   | 0.23%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Natgasoline LLC                                         | Natgasoline LLC 2025 Term Loan B                                                 | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    1594531 | PA      | $1610476.56   | 0.09%             | 2030-03-29      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| National Collegiate Student Loan Trust                  | National Collegiate Student Loan Trust 2007-2                                    | CUSIP: 63543LAD7<br>LEI: 635400VQIBXGEB9ZUC59 | Long             | ABS-O            | CORP              | US        |     933839 | PA      | $919017.74    | 0.05%             | 2033-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Navesink CLO, Limited                                   | Navesink CLO 2 Ltd                                                               | CUSIP: 63942YAY0<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3000000.00   | 0.16%             | 2036-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1917387.67   | 0.10%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: —       |
| New Mountain CLO Ltd                                    | New Mountain CLO 5 Ltd                                                           | CUSIP: 64754WAQ6<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | KY        |    2690000 | PA      | $2694852.76   | 0.15%             | 2036-07-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2016-3                                       | CUSIP: 64829HAV9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    3497244 | PA      | $3441255.69   | 0.19%             | 2056-09-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2018-RPL1                                    | CUSIP: 64829VAD8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    2860000 | PA      | $2476578.39   | 0.13%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2019-3                                       | CUSIP: 64830EAC5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    1540849 | PA      | $1492289.56   | 0.08%             | 2058-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2019-4                                       | CUSIP: 64830WAD3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    1796968 | PA      | $1690151.70   | 0.09%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2022-NQM3                                    | CUSIP: 64831QAC7<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    3501659 | PA      | $3236275.85   | 0.18%             | 2062-04-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                         | NEXUS Buyer LLC 2025 Term Loan B                                                 | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    3132569 | PA      | $3093412.08   | 0.17%             | 2031-07-31      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                         | NEXUS Buyer LLC 2025 Incremental Term Loan                                       | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    1376550 | PA      | $1367372.54   | 0.07%             | 2031-07-31      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    2070000 | PA      | $1950976.49   | 0.11%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2233664.43   | 0.12%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2784651.87   | 0.15%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| NORTHWEST ACQ/DOMINION                                  | Northwest Acquisitions ULC / Dominion Finco Inc                                  | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    8475000 | PA      | $84.75        | 0.00%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2969945.28   | 0.16%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    5100000 | PA      | $5493512.84   | 0.30%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Oak Hill Credit Partners                                | OHA Credit Funding 19 Ltd                                                        | CUSIP: 67100SAJ5<br>LEI: 254900WSB9O7FH7DWN37 | Long             | ABS-CBDO         | CORP              | BM        |    1000000 | PA      | $1001307.00   | 0.05%             | 2037-07-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                | OHA Credit Funding 11 Ltd                                                        | CUSIP: 67115VAW2<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | BM        |    3150000 | PA      | $3157786.80   | 0.17%             | 2037-07-19      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2023-NQM3 Trust                                                              | CUSIP: 67117PAA1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     663236 | PA      | $663101.43    | 0.04%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-28L                                           | CUSIP: 67123JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1914987.01   | 0.10%             | 2038-11-05      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2025-28L                                           | CUSIP: 67123JAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4600000 | PA      | $4575986.16   | 0.25%             | 2038-11-05      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2595633.67   | 0.14%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1822073.40   | 0.10%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Obra CLO Ltd                                            | Obra CLO 3 Ltd                                                                   | CUSIP: 67443EAG8<br>LEI: 254900IXF21X7CQ2QK69 | Long             | ABS-CBDO         | CORP              | KY        |    2550000 | PA      | $2551152.60   | 0.14%             | 2039-01-20      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1220462.50   | 0.07%             | 2049-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1568747.89   | 0.09%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    8859000 | PA      | $10411158.81  | 0.57%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DR3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6482000 | PA      | $6881939.40   | 0.37%             | 2028-05-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails Clo X                                                               | CUSIP: 67516BAE1<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3932880.00   | 0.21%             | 2034-10-15      | Floating      | 11.74%                | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails Clo X                                                               | CUSIP: 67516CAW9<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5495105.00   | 0.30%             | 2034-10-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 47, LLC                     | Octagon Investment Partners 47 Ltd                                               | CUSIP: 67576YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2680000 | PA      | $2671405.24   | 0.15%             | 2038-01-22      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                  | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1181553.88   | 0.06%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                           | 1988 CLO 5 Ltd                                                                   | CUSIP: 68252PAN6<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1203501.60   | 0.07%             | 2037-07-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    5120000 | PA      | $5324886.48   | 0.29%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Origen Manufactured Housing                             | Origen Manufactured Housing Contract Trust 2007-A                                | CUSIP: 68620CAB6<br>LEI: 5493001P8LORMOBBQA95 | Long             | ABS-O            | CORP              | US        |     130935 | PA      | $121654.59    | 0.01%             | 2037-04-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services Inc                           | Osmose Utilities Services Inc Term Loan                                          | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |    1651670 | PA      | $1619411.46   | 0.09%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                      | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2496024.42   | 0.14%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1851857.93   | 0.10%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10020000 | PA      | $8617200.00   | 0.47%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                           | PYE BARKER FIRE + SAFETY LLC 2025 TERM LOAN                                      | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    1818300 | PA      | $1831653.60   | 0.10%             | 2032-12-16      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                           | PYE BARKER FIRE + SAFETY LLC 2025 DELAYED DRAW TERM LOAN                         | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     271700 | PA      | $273695.36    | 0.01%             | 2032-12-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2854099 | PA      | $2849719.31   | 0.16%             | 2058-02-25      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2022-3 Ltd                                                     | CUSIP: 69690ABC0<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |    4460000 | PA      | $4471123.24   | 0.24%             | 2037-07-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3230000 | PA      | $3238016.86   | 0.18%             | 2031-04-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2024-1 Ltd                                            | CUSIP: 69703QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2240739.00   | 0.12%             | 2032-10-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                 | CUSIP: 697660AE8<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    2410000 | PA      | $2494109.00   | 0.14%             | 2031-09-10      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                 | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     950000 | PA      | $955605.00    | 0.05%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PAN AMERICAN ENERGY LLC                                 | Pan American Energy LLC/Argentina                                                | CUSIP: 69784DAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |    1330000 | PA      | $1408137.57   | 0.08%             | 2032-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PANOCHE ENERGY CENTER                                   | Panoche Energy Center LLC                                                        | CUSIP: 698525AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     289294 | PA      | $250239.31    | 0.01%             | 2029-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                | Park-Ohio Industries Inc                                                         | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4661762.80   | 0.25%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Peninsula Pacific Entertainment LLC                     | Peninsula Pacific Entertainment LLC 2025 Term Loan B                             | CUSIP: 70715SAB3<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |    3330066 | PA      | $3334228.11   | 0.18%             | 2032-10-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                     | Peninsula Pacific Entertainment LLC 2025 Delayed Draw Term Loan                  | CUSIP: 70715SAD9<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |     777934 | PA      | $782796.56    | 0.04%             | 2032-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    6840000 | PA      | $7129581.04   | 0.39%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     680000 | PA      | $697520.88    | 0.04%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Petrobras Global Finance BV                             | Petrobras Global Finance BV                                                      | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    6170000 | PA      | $5779847.58   | 0.31%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                      | CUSIP: 71647NAZ2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     700000 | PA      | $712741.41    | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT MINERALS CORP                                  | Freeport Minerals Corp                                                           | CUSIP: 717265AJ1<br>LEI: G4008SUSNH0WBKRVG414 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4420697.01   | 0.24%             | 2027-11-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                   | Phoenix Guarantor Inc 2024 Term Loan B                                           | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    1122509 | PA      | $1129384.03   | 0.06%             | 2031-02-21      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Pioneer Aircraft Finance Limited                        | Pioneer Aircraft Finance Ltd                                                     | CUSIP: 72353PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1191350 | PA      | $1183732.51   | 0.06%             | 2044-06-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    4228000 | PA      | $4239994.84   | 0.23%             | 2026-01-30      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                     | Planview Parent Inc 2024 1st Lien Term Loan                                      | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    1480557 | PA      | $1424728.10   | 0.08%             | 2027-12-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                             | Point Broadband Funding LLC                                                      | CUSIP: 73052AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1531157.25   | 0.08%             | 2055-07-20      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1738362.66   | 0.09%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Project Alpha Intermediate Holding, Inc.                | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     347368 | PA      | $347169.01    | 0.02%             | 2030-10-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc 2021 Term Loan                                                      | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    2511279 | PA      | $2410827.96   | 0.13%             | 2028-10-08      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                             | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    2733000 | PA      | $2876482.50   | 0.16%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                | Puma International Financing SA                                                  | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    3680000 | PA      | $3793012.17   | 0.21%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $2331176.88   | 0.13%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1990178.96   | 0.11%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4370000 | PA      | $4220866.32   | 0.23%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4912953.60   | 0.27%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                        | RALI Series 2007-QH9 Trust                                                       | CUSIP: 749241AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1602343 | PA      | $1335214.83   | 0.07%             | 2037-11-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 18 Ltd                                                                        | CUSIP: 749737AJ1<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |    3913000 | PA      | $3924680.31   | 0.21%             | 2040-07-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                 | Railworks Holdings LP / Railworks Rally Inc                                      | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3248217.20   | 0.18%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $4701354.25   | 0.26%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2783082.82   | 0.15%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                    | LifePoint Health Inc 2024 1st Lien Term Loan B                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    2868820 | PA      | $2880174.76   | 0.16%             | 2031-05-19      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                    | LifePoint Health Inc 2024 Incremental Term Loan B1                               | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    1293658 | PA      | $1297480.52   | 0.07%             | 2031-05-19      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                          | RIDE 2025-SHRE                                                                   | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3030000 | PA      | $3097683.23   | 0.17%             | 2047-02-14      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                       | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2807004.75   | 0.15%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $372124.49    | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1305481.20   | 0.07%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3266703.72   | 0.18%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2190000 | PA      | $2422343.49   | 0.13%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    4990000 | PA      | $5163413.73   | 0.28%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2980000 | PA      | $3061789.85   | 0.17%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1020000 | PA      | $1042763.13   | 0.06%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2113885 | PA      | $1922977.47   | 0.10%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SMRT                                                    | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2290000 | PA      | $2283061.76   | 0.12%             | 2039-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SMRT                                                    | SMRT 2022-MINI                                                                   | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5070000 | PA      | $4994138.60   | 0.27%             | 2039-01-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                             | SMR 2022-IND Mortgage Trust                                                      | CUSIP: 78458MAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3543671 | PA      | $3463847.59   | 0.19%             | 2039-02-15      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                   | SS&C Technologies Inc 2024 Term Loan B8                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    2407666 | PA      | $2424765.62   | 0.13%             | 2031-05-09      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4860000 | PA      | $4826092.27   | 0.26%             | 2042-02-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1020000 | PA      | $1038454.86   | 0.06%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $195080.80    | 0.01%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1240000 | PA      | $1174875.45   | 0.06%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     470000 | PA      | $433594.60    | 0.02%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                 | Sedgwick Claims Management Services Inc 2023 Term Loan B                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    3251466 | PA      | $3266367.61   | 0.18%             | 2031-07-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2003-2                                                    | CUSIP: 81743PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12854 | PA      | $12661.72     | 0.00%             | 2033-06-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2015-3                                                    | CUSIP: 81746LCC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2348 | PA      | $2311.63      | 0.00%             | 2045-07-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                       | 720 East CLO VII Ltd                                                             | CUSIP: 81789NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2010000 | PA      | $1946096.07   | 0.11%             | 2037-04-20      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1165273 | PA      | $431151.01    | 0.02%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2095958.76   | 0.11%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SINO FOREST CORPORATION                                 | SINO FOREST CORPORATION                                                          | CUSIP: 829ESC9D6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1246000 | PA      | $0.00         | 0.00%             | 2016-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sotera Health Holdings LLC                              | Sotera Health Holdings LLC 2025 Term Loan B                                      | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    2131908 | PA      | $2147897.15   | 0.12%             | 2031-05-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                 | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    5020000 | PA      | $5265083.73   | 0.29%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     827000 | PA      | $635738.57    | 0.03%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                    | Southern Natural Gas Co LLC                                                      | CUSIP: 843452AZ6<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |      25000 | PA      | $28861.82     | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1854632.35   | 0.10%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spencer Spirit IH LLC                                   | Spencer Spirit IH LLC 2024 Term Loan B                                           | CUSIP: 84823UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2966064 | PA      | $2979663.32   | 0.16%             | 2031-07-15      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                            | Spirit Aviation Holdings Inc                                                     | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      82316 | NS      | $20661.32     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: —       |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3952444.65   | 0.22%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| SolarWinds Holdings Inc                                 | SolarWinds Holdings Inc 2025 Term Loan                                           | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    4805545 | PA      | $4808548.54   | 0.26%             | 2032-04-16      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                             | Starwood Property Trust Inc 2025 Repriced Term Loan B                            | CUSIP: 85570DAN2<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |    1912583 | PA      | $1914973.58   | 0.10%             | 2027-11-18      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                             | Starwood Property Trust Inc 2025 Term Loan B                                     | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |    2044875 | PA      | $2048709.14   | 0.11%             | 2032-09-24      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    1660000 | PA      | $1753129.32   | 0.10%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   17385714 | PA      | $17385714.20  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                                           | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    1866000 | PA      | $1902211.60   | 0.10%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1659571.20   | 0.09%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                 | Structured Asset Securities Corp Mortgage Loan Trust 2006-ARS1                   | CUSIP: 86358LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2521475 | PA      | $43862.06     | 0.00%             | 2036-02-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc               | Structured Asset Mortgage Investments II Trust 2005-AR8                          | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     972923 | PA      | $831984.98    | 0.05%             | 2036-02-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust          | Structured Adjustable Rate Mortgage Loan Trust Series 2007-8                     | CUSIP: 86362NAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     938631 | PA      | $888514.36    | 0.05%             | 2037-09-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2121660.33   | 0.12%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4521871.70   | 0.25%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    4774000 | PA      | $4904210.90   | 0.27%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2891028.49   | 0.16%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| SUPER MICRO COMPUTER INC                                | Super Micro Computer Inc                                                         | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |    1184000 | PA      | $1052220.80   | 0.06%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                 | Superior Plus LP / Superior General Partner Inc                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2320000 | PA      | $2264687.49   | 0.12%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    2190000 | PA      | $1959039.95   | 0.11%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Symphony CLO Ltd                                        | Symphony CLO XIX Ltd                                                             | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     733425 | PA      | $733691.93    | 0.04%             | 2031-04-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                        | TCI-Symphony CLO 2016-1 Ltd                                                      | CUSIP: 87229WAW1<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |    1720000 | PA      | $1720227.04   | 0.09%             | 2032-10-13      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                        | TCI-Symphony CLO 2016-1 Ltd                                                      | CUSIP: 87230XAD8<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |    6440000 | PA      | $5818076.32   | 0.32%             | 2032-10-13      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                      | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1080000 | PA      | $1168403.51   | 0.06%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                        | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2178492.92   | 0.12%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                        | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4120000 | PA      | $4160165.88   | 0.23%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | TALEN ENERGY SUPPLY LLC 2025 TERM LOAN B                                         | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    1550000 | PA      | $1554682.55   | 0.08%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3174655.23   | 0.17%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1038329.49   | 0.06%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Team Services Group                                     | Team Services Group Term Loan                                                    | CUSIP: 87821EAB9<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |    1231791 | PA      | $1231406.20   | 0.07%             | 2027-12-20      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Team Services Group                                     | Team Services Group 2024 Term Loan B                                             | CUSIP: 87821EAG8<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |     869950 | PA      | $869949.90    | 0.05%             | 2027-12-20      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                  | Teck Resources Ltd                                                               | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    1774000 | PA      | $1810811.58   | 0.10%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                   | Teva Pharmaceutical Finance Co LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    1658000 | PA      | $1740732.29   | 0.09%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    7590000 | PA      | $5739592.76   | 0.31%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $419803.26    | 0.02%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                       | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    3070000 | PA      | $3184279.15   | 0.17%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Thermostat Purchaser III Inc                            | Thermostat Purchaser III Inc 2024 Term Loan B                                    | CUSIP: 88366MAE4<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |    2291681 | PA      | $2287384.45   | 0.12%             | 2028-08-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                                   | Thrust Engine Leasing 2021 DAC                                                   | CUSIP: 88603UAA7<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |    2859584 | PA      | $2822025.82   | 0.15%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1992575.88   | 0.11%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1702000 | PA      | $1574951.40   | 0.09%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      90000 | PA      | $85475.98     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| TOPBUILD CORP                                           | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    4460000 | PA      | $4511675.83   | 0.25%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2812000 | PA      | $2965377.22   | 0.16%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAF4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2460179.04   | 0.13%             | 2057-06-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2019-HY2                                               | CUSIP: 89177HAE2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    1220000 | PA      | $1225049.21   | 0.07%             | 2058-05-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                          | TransAlta Corp                                                                   | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    3619000 | PA      | $3629792.80   | 0.20%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Trinitas CLO Ltd                                        | Trinitas CLO XXVII LTD                                                           | CUSIP: 89642VAJ7<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |    3660000 | PA      | $3686996.16   | 0.20%             | 2037-04-18      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                | Primo Brands Corporation 2025 Term Loan B                                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    1980000 | PA      | $1986874.56   | 0.11%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1840884.13   | 0.10%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2024 Term Loan B                                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1769758 | PA      | $1776394.65   | 0.10%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                  | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |     722000 | PA      | $706545.23    | 0.04%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                              | Trust 2401                                                                       | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |    1398000 | PA      | $1376107.32   | 0.07%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                       | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    8802000 | PA      | $9771581.05   | 0.53%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp Term Loan                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1979592 | PA      | $1949191.28   | 0.11%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp 2025 Fixed Term Loan                                                      | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3160000 | PA      | $3154732.28   | 0.17%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                          | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1640000 | PA      | $1624356.04   | 0.09%             | 2034-09-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4090000 | PA      | $4487748.41   | 0.24%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2500000 | PA      | $2695080.00   | 0.15%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| UCFC Manufactured Housing Contract                      | UCFC Manufactured Housing Contract                                               | CUSIP: 90263ABH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     284961 | PA      | $273104.01    | 0.01%             | 2029-04-15      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                              | TKO Worldwide Holdings LLC 2025 Term Loan                                        | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    3923592 | PA      | $3945117.25   | 0.21%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     856963 | PA      | $847764.61    | 0.05%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UST Holdings Ltd                                        | UST Holdings Ltd Term Loan                                                       | CUSIP: 90355HAB0<br>LEI: 984500398691E4511Z04 | Long             | LON              | CORP              | US        |    1907136 | PA      | $1916671.69   | 0.10%             | 2028-11-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                       | US Renal Care Inc                                                                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    1375850 | PA      | $1172912.13   | 0.06%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4330000 | PA      | $4386290.00   | 0.24%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1890347.96   | 0.10%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TBA Western/Lehman Receivable                           | TBA Western/Lehman Receivable                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     381041 | PA      | $0.00         | 0.00%             | 2099-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1655212.02   | 0.09%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| Univision Communications Inc                            | Univision Communications Inc 2024 Term Loan B                                    | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     602375 | PA      | $601998.52    | 0.03%             | 2029-01-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    9400775 | PA      | $247324.68    | 0.01%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                          | VFH Parent LLC 2025 Term Loan B                                                  | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    3170000 | PA      | $3181887.50   | 0.17%             | 2031-06-21      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                   | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $890359.70    | 0.05%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                          | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    1180000 | PA      | $1195372.80   | 0.07%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO, Ltd                             | Valley Stream Park CLO LTD                                                       | CUSIP: 92013AAZ2<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |    2425000 | PA      | $2422645.33   | 0.13%             | 2037-01-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   11195000 | PA      | $11466930.36  | 0.62%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     380000 | PA      | $386970.88    | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     160000 | PA      | $163485.22    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $2921012.98   | 0.16%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1886306.03   | 0.10%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7566282.10   | 0.41%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2314082.24   | 0.13%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2187554.04   | 0.12%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERICAST CORP/HARLAND                                   | Vericast Corp/Harland Clarke/Checks in the Mail/Valassis Comm/Valassis Direct    | CUSIP: 92342NAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     263781 | PA      | $324450.63    | 0.02%             | 2030-12-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                    | Vermilion Energy Inc                                                             | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |    3930000 | PA      | $3702846.39   | 0.20%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1815773.20   | 0.10%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| VERTIV GROUP CORPORATION                                | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2785341.92   | 0.15%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    5885000 | PA      | $5886382.98   | 0.32%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                              | Verus Securitization Trust 2023-8                                                | CUSIP: 92540DAC9<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    1305930 | PA      | $1318575.22   | 0.07%             | 2068-12-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-1                                                | CUSIP: 92540EAC7<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    2665438 | PA      | $2677225.77   | 0.15%             | 2069-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAC9<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |    2314770 | PA      | $2341783.96   | 0.13%             | 2069-04-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2025-R1                                               | CUSIP: 92541AAC4<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |    3679710 | PA      | $3710628.10   | 0.20%             | 2065-05-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    5340000 | PA      | $5718285.60   | 0.31%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    3430000 | PA      | $3483038.09   | 0.19%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| VIRGIN MEDIA FINANCE PLC                                | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    1080000 | PA      | $952135.78    | 0.05%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1905768.27   | 0.10%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2940000 | PA      | $3097055.51   | 0.17%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1850000 | PA      | $1833415.12   | 0.10%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                                         | Vortex Opco LLC                                                                  | CUSIP: 92905YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2837802 | PA      | $28378.02     | 0.00%             | 2030-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR17 Trust                   | CUSIP: 92922F7W2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3517200 | PA      | $3710700.32   | 0.20%             | 2045-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                 | WaMu Mortgage Pass-Through Certificates Series 2003-AR8 Trust                    | CUSIP: 92922FAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     312731 | PA      | $303545.18    | 0.02%             | 2033-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust                   | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99536 | PA      | $100248.02    | 0.01%             | 2045-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                    | WW International Inc 2025 Takeback Term Loan                                     | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    3065676 | PA      | $2715999.01   | 0.15%             | 2030-06-24      | Floating      | 10.49%                | 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        |    2504747 | PA      | $2511322.39   | 0.14%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                            | WB Commercial Mortgage Trust 2024-HQ                                             | CUSIP: 92943PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1102962.41   | 0.06%             | 2040-03-15      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                       | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2450682.75   | 0.13%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                           | LUXCO3 SHARES                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      61672 | NS      | $1086139.33   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascent CNR Corp.                                        | Ascent CNR Corp.                                                                 | CUSIP: 000000000<br>LEI: 549300FJ06NSN1X35841 | Long             | EC               | CORP              | US        |      13995 | NS      | $27990.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                 | WaMu Mortgage Pass-Through Certificates Series 2007-OA2 Trust                    | CUSIP: 933635AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     527070 | PA      | $500103.66    | 0.03%             | 2047-03-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust                    | CUSIP: 933636AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     199792 | PA      | $188438.92    | 0.01%             | 2036-09-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                          | WaMu Asset-Backed Certificates WaMu Series 2007-HE4 Trust                        | CUSIP: 93363XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5632063 | PA      | $4270057.50   | 0.23%             | 2047-07-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                 | Warwick Capital CLO 3 Ltd                                                        | CUSIP: 93655PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2000000 | PA      | $2007814.00   | 0.11%             | 2037-04-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Wellesley Park CLO LTD                                  | Wellesley Park CLO Ltd                                                           | CUSIP: 94949BAA0<br>LEI: 254900LVLIQL8YP6PL27 | Long             | ABS-CBDO         | CORP              | KY        |    1860000 | PA      | $1860079.98   | 0.10%             | 2039-01-24      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       4965 | NS      | $6017580.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    9160000 | PA      | $8345290.46   | 0.45%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $2983332.34   | 0.16%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                      | Whitebox Clo V Ltd                                                               | CUSIP: 96467PAJ7<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |    2680000 | PA      | $2690693.20   | 0.15%             | 2038-07-20      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                        | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3840000 | PA      | $3956153.97   | 0.22%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3213801.27   | 0.18%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| X.AI Corp                                               | XAI Corp Fixed Term Loan                                                         | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4857825 | PA      | $5116407.02   | 0.28%             | 2030-06-28      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| X.AI Corp                                               | XAI Corp Term Loan                                                               | CUSIP: 98402XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6393975 | PA      | $6330610.71   | 0.34%             | 2030-06-28      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                           | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    3160000 | PA      | $3185071.44   | 0.17%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3879756.65   | 0.21%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $4387481.42   | 0.24%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1770062.89   | 0.10%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2243880.54   | 0.12%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENGAGE THOMSON LEARNING                                | CENGAGE THOMSON LEARNING                                                         | CUSIP: 000000000<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | EC               | CORP              | US        |      10995 | NS      | $215776.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    2600000 | PA      | $2691857.06   | 0.15%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                  | Mozambique International Bond                                                    | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    1240000 | PA      | $1061521.86   | 0.06%             | 2031-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1940000 | PA      | $2017680.04   | 0.11%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1710000 | PA      | $1469538.45   | 0.08%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAL8<br>LEI: N/A                  | Long             | DBT              |  | US        |     820000 | PA      | $940895.51    | 0.05%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   56781000 | PA      | $9099633.90   | 0.50%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     590724 | PA      | $576033.87    | 0.03%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     510000 | PA      | $509714.18    | 0.03%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6600000 | PA      | $8617213.06   | 0.47%             | 2028-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bonds                                 | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    1220000 | PA      | $1115793.88   | 0.06%             | 2034-01-23      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    1650000 | PA      | $1524047.83   | 0.08%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    5102621 | PA      | $3910801.98   | 0.21%             | 2037-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                            | LyondellBasell Industries NV                                                     | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |         23 | NS      | $995.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LETRA TESOURO NACIONAL                                  | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4784000 | PA      | $873032.53    | 0.05%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4580000 | PA      | $6524928.97   | 0.36%             | 2028-03-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                   | Jordan Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    2340000 | PA      | $2462114.33   | 0.13%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        | 1730000000 | PA      | $19696493.30  | 1.07%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     517876 | PA      | $292944.08    | 0.02%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      23994 | PA      | $14198.92     | 0.00%             | 2030-02-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     600436 | PA      | $366449.56    | 0.02%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     431563 | PA      | $245051.81    | 0.01%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     612820 | PA      | $291125.09    | 0.02%             | 2034-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1050764 | PA      | $628705.15    | 0.03%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1350982 | PA      | $795383.63    | 0.04%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     321040 | PA      | $276070.39    | 0.02%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     301021 | PA      | $274308.50    | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     163672 | PA      | $155766.71    | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     150447 | PA      | $136701.69    | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     152952 | PA      | $146582.26    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     216776 | PA      | $164749.76    | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     810000 | PA      | $974832.73    | 0.05%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE HOLDINGS 1                                       | ALTICE HOLDINGS 1                                                                | CUSIP: 000000000<br>LEI: 213800KN5HWZ17ATLB25 | Long             | DBT              | CORP              | LU        |       3989 | PA      | $63872.27     | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR FUT DEC26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -160 | NC      | $-14336.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         80 | NC      | $-105410.74   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        807 | NC      | $-1003099.44  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1255 | NC      | $-440132.59   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        254 | NC      | $-541408.30   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1617 | NC      | $-86828.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       2003 | NC      | $224193.96    | 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        |        125 | NC      | $-19747.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         67 | NC      | $113211.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        330 | NC      | $88749.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BofA Securities, Inc.                                   | USEUP0225 USD PUT EUR CALL FEB26 1.1578 PUT                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              |  | US        |   20970000 | OU      | $375551.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINE PESO                                          | ARGENTINE PESO                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | AR        |        113 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CO-OP GRP HLDS                                          | Co-operative Group Holdings 2011 Ltd                                             | CUSIP: 000000000<br>LEI: 213800TAO69X5H284Q39 | Long             | DBT              | CORP              | GB        |    2410000 | PA      | $3285300.45   | 0.18%             | 2026-07-08      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| QUALITYTECH LP                                          | QualityTech LP Term Loan B                                                       | CUSIP: 74758JAB3<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |    4128800 | PA      | $4141723.14   | 0.23%             | 2031-10-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                 | VERSANT MEDIA GROUP INC TERM LOAN B                                              | CUSIP: 000000000<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |    2780000 | PA      | $2785212.50   | 0.15%             | 2030-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ryan, LLC                                               | Ryan LLC 2025 Term Loan                                                          | CUSIP: 000000000<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    2980094 | PA      | $2942843.21   | 0.16%             | 2032-11-05      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                     | Spirit Airlines Inc 2025 DIP New Money Term Loan                                 | CUSIP: 000000000<br>LEI: 549300DCAFIXFNFR3304 | Long             | LON              | CORP              | US        |    1303585 | PA      | $1299511.30   | 0.07%             | 2026-07-14      | Floating      | 11.96%                | Yes           |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                     | Spirit Airlines Inc 2025 Second DIP New Money Term Loan                          | CUSIP: 000000000<br>LEI: 549300DCAFIXFNFR3304 | Long             | LON              | CORP              | US        |     346084 | PA      | $299362.34    | 0.02%             | 2026-07-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                     | SPIRIT AIRLINES INC 2025 ROLL UP TERM LOAN                                       | CUSIP: 000000000<br>LEI: 549300DCAFIXFNFR3304 | Long             | LON              | CORP              | US        |    5974210 | PA      | $2435685.44   | 0.13%             | 2026-07-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc                             | Bausch Health Companies Inc 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    1492500 | PA      | $1460411.25   | 0.08%             | 2030-10-08      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                       | Clarios Global LP 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    1971832 | PA      | $1979473.33   | 0.11%             | 2030-05-06      | Floating      | 6.22%                 | 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        |     977550 | PA      | $981215.81    | 0.05%             | 2032-01-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| SINO FOR CV F D07/23/08 5.000                           | SINO FOR CV F D07/23/08 5.000                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $0.00         | 0.00%             | 2013-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                    | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    1110000 | PA      | $102264.30    | 0.01%             | 2024-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HYPERION INSURANCE GROUP LTD                            | HYPERION INSURANCE GROUP LTD 2025 TERM LOAN B                                    | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |     916500 | PA      | $920051.44    | 0.05%             | 2030-04-18      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                     | Peer Holding III BV 2025 USD Term Loan B4B                                       | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    1912437 | PA      | $1923592.11   | 0.10%             | 2030-10-28      | Floating      | 6.17%                 | 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        |    2623500 | PA      | $2637163.19   | 0.14%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                     | Peer Holding III BV 2025 USD Term Loan B                                         | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |    1160000 | PA      | $1164350.00   | 0.06%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     900000 | PA      | $877725.00    | 0.05%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    4020000 | PA      | $3864024.00   | 0.21%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Evertec Group LLC                                       | Evertec Group LLC 2023 Term Loan B                                               | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |    2531265 | PA      | $2537593.34   | 0.14%             | 2030-10-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                 | Ethiopia International Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    1500000 | PA      | $1607070.00   | 0.09%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    1520000 | PA      | $880117.68    | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer