# EDGAR Filing Document

**Accession Number:** 0000710826
**File Stem:** 0001752724-25-207152
**Filing Date:** 2025-8
**Character Count:** 385793
**Document Hash:** 20c5c48735ea91686bdaa06dacb60288
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207152.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207152

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**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:** 251260867

**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:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2186912438.03

**Total Liabilities:** $320924101.86

**Net Assets:** $1865988336.17

**Delayed Delivery Securities:** $30165256.25

**Cash Not Reported:** $40565293.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1301.72000000 | **1-Year:** -26568.91000000 | **5-Year:** -81903.49000000 | **10-Year:** -81847.50000000 | **30-Year:** -34229.76000000

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

- **3-Month:** -4724.36000000 | **1-Year:** -89264.16000000 | **5-Year:** -198667.48000000 | **10-Year:** -80175.86000000 | **30-Year:** -18160.39000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017842 | 0.09%                | 0.55%                | 1.93%                |
| Class ID C000017844 | 0.09%                | 0.46%                | 1.96%                |
| Class ID C000017843 | 0.09%                | 0.46%                | 1.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3641334.82             | $-12676160.92                              |
| Month 2  | $-7418448.97             | $18069608.02                               |
| Month 3  | $336728.21               | $15784964.09                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1480149.76   | 0.08%             | 2026-04-15      | Fixed         | 4.38%                 | 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      | $1624565.48   | 0.09%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| 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      |
| LIBERTY STREET FUNDING COMPANY                          | LIBERTY STREET FUNDING COMPANY                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2996220 | PA      | $2996220.00   | 0.16%             | 2025-07-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3622AC5U0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     716690 | PA      | $573125.46    | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                                    | Cotiviti Corporation 2025 2nd Amendment Term Loan                                | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    2620000 | PA      | $2611812.50   | 0.14%             | 2032-03-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                     | AssuredPartners Inc 2024 Incremental Term Loan B5                                | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    2992443 | PA      | $3003398.65   | 0.16%             | 2031-02-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    2190000 | PA      | $2303486.65   | 0.12%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-64578.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | EQUITYTRS--USD-SOFR-OIS COMPOUND-20250703                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |   12036000 | OU      | $473586.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                  | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4784000 | PA      | $819770.38    | 0.04%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                     | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    7985000 | PA      | $8403819.16   | 0.45%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1927628.23   | 0.10%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1050764 | PA      | $530186.12    | 0.03%             | 2035-02-01      | Variable      | 1.75%                 | Yes           |                  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      | $3000974.13   | 0.16%             | 2037-04-28      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     321040 | PA      | $258716.88    | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1500000 | PA      | $1501968.44   | 0.08%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                      | CUSIP: 71647NAZ2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     700000 | PA      | $712294.10    | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4940490 | PA      | $4677773.33   | 0.25%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails Clo X                                                               | CUSIP: 67516BAE1<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $3944520.00   | 0.21%             | 2034-10-15      | Floating      | 12.09%                | 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        |     980000 | PA      | $980612.50    | 0.05%             | 2032-01-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2024 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    1992076 | PA      | $1986161.41   | 0.11%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3617VKGV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     249112 | PA      | $209597.23    | 0.01%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 18 Ltd                                                                        | CUSIP: 749737AA0<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |    7070000 | PA      | $7071569.54   | 0.38%             | 2034-10-15      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        125 | NC      | $402172.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36202DS36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2167 | PA      | $2248.53      | 0.00%             | 2032-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| X AI CORP                                               | X AI CORP FIXED TERM LOAN                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4870000 | PA      | $4896638.90   | 0.26%             | 2030-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    4260000 | PA      | $4391318.76   | 0.24%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                  | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    1190000 | PA      | $1216895.19   | 0.07%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| HUGHES SATELLITE SYSTEMS                                | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     945000 | PA      | $841110.95    | 0.05%             | 2026-08-01      | Fixed         | 5.25%                 | 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        |     594320 | PA      | $511900.86    | 0.03%             | 2036-04-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    2540000 | PA      | $2565445.72   | 0.14%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     980000 | PA      | $912025.74    | 0.05%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc 2021 Term Loan                                                      | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    2524325 | PA      | $2432817.95   | 0.13%             | 2028-10-08      | Floating      | 8.18%                 | 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      | $143392.30    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2003-2                                                    | CUSIP: 81743PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15345 | PA      | $15014.89     | 0.00%             | 2033-06-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SKANDI NY                                               | SKANDI NY                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    1999414 | PA      | $1999414.00   | 0.11%             | 2025-12-08      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4913831.65   | 0.26%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     866650 | PA      | $844303.11    | 0.05%             | 2048-04-01      | Fixed         | 4.50%                 | 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        |    2930000 | PA      | $3104795.01   | 0.17%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Greystone Select Financial LLC                          | Greystone Select Financial LLC Term Loan B                                       | CUSIP: 39808KAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1346205 | PA      | $1339473.75   | 0.07%             | 2028-06-16      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9PU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24706 | PA      | $26136.95     | 0.00%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31329KUG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1912258 | PA      | $1820615.34   | 0.10%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | BANK OF AMERICA NA                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2999997 | PA      | $2999997.00   | 0.16%             | 2025-07-09      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Hospitality Investors Trust                             | HIT Trust 2022-HI32                                                              | CUSIP: 40442AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2704220 | PA      | $2722309.28   | 0.15%             | 2039-07-15      | Floating      | 13.43%                | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $971742.10    | 0.05%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     110000 | PA      | $110964.70    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2                    | CUSIP: 35563PRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4234209 | PA      | $4075856.73   | 0.22%             | 2059-11-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| ING (US) Funding LLC                                    | ING (US) Funding LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    3999804 | PA      | $3999804.00   | 0.21%             | 2025-09-25      | Floating      | 4.60%                 | 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      | $3474564.36   | 0.19%             | 2039-02-15      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 31393YBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24079 | PA      | $23936.09     | 0.00%             | 2034-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| UST Holdings Ltd                                        | UST Holdings Ltd Term Loan                                                       | CUSIP: 90355HAB0<br>LEI: 984500398691E4511Z04 | Long             | LON              | CORP              | US        |    1917069 | PA      | $1927852.52   | 0.10%             | 2028-11-20      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES GROUP                                     | Team Services Group 2024 Term Loan B                                             | CUSIP: 87821EAG8<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |     877800 | PA      | $873959.63    | 0.05%             | 2027-12-20      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $126428.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |          1 | NC      | $43862.49     | 0.00%             |  |  |  | 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        |    2908328 | PA      | $2907237.13   | 0.16%             | 2032-02-13      | Floating      | 6.58%                 | 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      | $1010652.89   | 0.05%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| SPIRIT LOYALTY KY LTD/IP                                | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                 | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    5912792 | PA      | $4227646.28   | 0.23%             | 2030-03-12      | Fixed         | 11.00%                | 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      | $1986472.95   | 0.11%             | 2037-04-20      | Floating      | 9.03%                 | 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        |    1391830 | PA      | $588047.98    | 0.03%             | 2028-12-23      | Floating      | 9.69%                 | Yes           |                  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        |    1963414 | PA      | $1767072.60   | 0.09%             | 2030-12-31      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3629210 | PA      | $3129332.40   | 0.17%             | 2041-08-01      | Fixed         | 2.00%                 | 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      | $2811128.01   | 0.15%             | 2044-03-11      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                                 | SolarWinds Holdings Inc 2025 Term Loan                                           | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    4817589 | PA      | $4713712.19   | 0.25%             | 2032-04-16      | Floating      | 8.26%                 | 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      | $2821389.31   | 0.15%             | 2042-02-25      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                            | Adtalem Global Education Inc 2024 1st Lien Term Loan B                           | CUSIP: 00737RAH3<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |     396418 | PA      | $397821.67    | 0.02%             | 2028-08-12      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| OCBC NEW YORK                                           | OCBC NEW YORK                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    1999966 | PA      | $1999966.00   | 0.11%             | 2025-12-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2019-HY2                                               | CUSIP: 89177HAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1220000 | PA      | $1229430.84   | 0.07%             | 2058-05-25      | Floating      | 6.68%                 | 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      | $986971.98    | 0.05%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1940000 | PA      | $1770266.12   | 0.09%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2564273.58   | 0.14%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC 2025 USD Term Loan B                                    | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    2517366 | PA      | $2523973.90   | 0.14%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1891965.40   | 0.10%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| AAP BUYER INC                                           | AAP Buyer Inc Term Loan B                                                        | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    1651700 | PA      | $1647570.75   | 0.09%             | 2031-09-09      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                          | HarborView Mortgage Loan Trust 2007-7                                            | CUSIP: 411640AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     454673 | PA      | $420234.43    | 0.02%             | 2037-10-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XIX Ltd                                                             | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1357842 | PA      | $1358298.66   | 0.07%             | 2031-04-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36290RP49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        841 | PA      | $884.52       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $4746276.21   | 0.25%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| EDISON INTERNATIONAL                                    | Edison International                                                             | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    3501000 | PA      | $3296267.12   | 0.18%             | 2026-03-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6600000 | PA      | $8562439.09   | 0.46%             | 2028-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4580000 | PA      | $6614588.80   | 0.35%             | 2028-03-27      | Fixed         | 8.50%                 | 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      | $2400000.00   | 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        |    5770000 | PA      | $6042416.01   | 0.32%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38378BRQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1491517 | PA      | $14.92        | 0.00%             | 2052-04-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Thrust Engine Leasing                                   | Thrust Engine Leasing 2021 DAC                                                   | CUSIP: 88603UAA7<br>LEI: 254900X0E0PUM0VQBP74 | Long             | ABS-O            | CORP              | US        |    2908561 | PA      | $2834447.20   | 0.15%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2018-RPL1                                    | CUSIP: 64829VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2860000 | PA      | $2447905.46   | 0.13%             | 2057-12-25      | Variable      | 3.50%                 | 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        |    2643375 | PA      | $2660720.83   | 0.14%             | 2031-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                              | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    3133000 | PA      | $3101353.91   | 0.17%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140LRUW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2132501 | PA      | $1720352.07   | 0.09%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-4 Mortgage Loan Trust                                                  | CUSIP: 19688WAC2<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-MBS          | CORP              | US        |    3610380 | PA      | $3636296.18   | 0.19%             | 2069-07-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    4500000 | PA      | $4776061.73   | 0.26%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     970000 | PA      | $998771.79    | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                        | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4120000 | PA      | $4094552.41   | 0.22%             | 2028-05-15      | Fixed         | 6.88%                 | 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        |    2984654 | PA      | $2611572.66   | 0.14%             | 2029-05-18      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2016-3                                       | CUSIP: 64829HAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3903998 | PA      | $3813527.56   | 0.20%             | 2056-09-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12020000 | PA      | $8287068.80   | 0.44%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1470000 | PA      | $1552379.39   | 0.08%             | 2043-07-25      | Floating      | 8.21%                 | 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      | $3086470.36   | 0.17%             | 2041-08-13      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205223.15    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | 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      | $2177014.86   | 0.12%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Intercontinental Exchange, Inc.                         | 0WS113860-0WZ113862                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1720000 | OU      | $289211.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2527194.40   | 0.14%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                          | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    2018770 | PA      | $85797.73     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS125187-0WZ125189                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2756000 | OU      | $-383367.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                         | Lehman XS Trust Series 2006-12N                                                  | CUSIP: 525226AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     611157 | PA      | $586784.34    | 0.03%             | 2046-08-25      | Floating      | 4.83%                 | 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      | $4217981.50   | 0.23%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| LHOME Mortgage Trust                                    | LHOME Mortgage Trust 2024-RTL1                                                   | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4360000 | PA      | $4396278.69   | 0.24%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $5215940.62   | 0.28%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36225BZ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        321 | PA      | $331.76       | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OSD CLO 2023-27, Ltd.                                   | OCP CLO Ltd                                                                      | CUSIP: 67570KAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3650000 | PA      | $3660376.95   | 0.20%             | 2035-07-16      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36290RUG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        468 | PA      | $469.34       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | 0WS123745-0WZ123747                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  513290000 | OU      | $1297132.69   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    5680000 | PA      | $6117365.68   | 0.33%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $2024870.81   | 0.11%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1217276.40   | 0.07%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                  | First Brands Group LLC 2021 Term Loan                                            | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     394845 | PA      | $374115.98    | 0.02%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4853670.02   | 0.26%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-119355.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                          | BCAP LLC 2013-RR4 Trust                                                          | CUSIP: 05542LAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2372388 | PA      | $2127394.43   | 0.11%             | 2047-05-26      | Variable      | 4.25%                 | 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      | $4791000.00   | 0.26%             | 2042-09-18      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     695000 | PA      | $752283.29    | 0.04%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| MHC Commercial Mortgage Trust                           | MHC Trust 2021-MHC2                                                              | CUSIP: 55293AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4496000 | PA      | $4496000.00   | 0.24%             | 2038-05-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2190000 | PA      | $2273444.61   | 0.12%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36225BY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        683 | PA      | $712.56       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    5480000 | PA      | $5266283.84   | 0.28%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                         | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1020000 | PA      | $1027606.14   | 0.06%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38379RPH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     841470 | PA      | $22347.92     | 0.00%             | 2058-07-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                  | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    4740000 | PA      | $4803535.67   | 0.26%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                    | Southern Natural Gas Co LLC                                                      | CUSIP: 843452AZ6<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |      25000 | PA      | $28318.79     | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | 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        |    1488053 | PA      | $1451410.12   | 0.08%             | 2027-12-17      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    2100000 | PA      | $2110768.80   | 0.11%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-1380.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1215839 | PA      | $1170210.58   | 0.06%             | 2053-04-20      | Fixed         | 4.50%                 | 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      | $1177671.74   | 0.06%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |          1 | NC      | $39382.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2015-1 Ltd                                  | CUSIP: 14311DBU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1504134.00   | 0.08%             | 2031-07-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $3338826.80   | 0.18%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     150447 | PA      | $122238.19    | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | 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      | $1173882.75   | 0.06%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     612820 | PA      | $231598.23    | 0.01%             | 2034-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    5120000 | PA      | $5164902.25   | 0.28%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| FOCUS FINANCIAL PARTNERS LLC                            | Focus Financial Partners LLC 2025 Incremental Term Loan B                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    3360759 | PA      | $3355956.54   | 0.18%             | 2031-09-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    7266400 | PA      | $7484392.00   | 0.40%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        531 | NC      | $2107070.13   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4650000 | PA      | $4761658.59   | 0.26%             | 2044-01-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200WJL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3898 | PA      | $4023.62      | 0.00%             | 2034-04-15      | 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        |    1326348 | PA      | $1304762.43   | 0.07%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $191884.16    | 0.01%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                         | APL Finance 2023-1 DAC                                                           | CUSIP: 03790CAB7<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1209600.00   | 0.06%             | 2031-07-21      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                   | USCHC0005 USD CALL CHF PUT JUL25 0.8585 CALL                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              |  | US        |  -11848000 | OU      | $-0.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     700000 | PA      | $669940.59    | 0.04%             | 2054-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15200000 | PA      | $12600353.58  | 0.68%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA LONDON                               | CREDIT AGRICOLE SA LONDON                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    3000810 | PA      | $3000810.00   | 0.16%             | 2025-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     700000 | PA      | $715680.00    | 0.04%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3600000 | PA      | $3599176.39   | 0.19%             | 2054-07-01      | Fixed         | 5.50%                 | 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        |    4998135 | PA      | $4998135.00   | 0.27%             | 2025-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $101107.15    | 0.01%             |  |  |  | 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      | $1616093.47   | 0.09%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QK5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12176569 | PA      | $10631564.66  | 0.57%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 11 Ltd                                                        | CUSIP: 67115VAW2<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | BM        |    3150000 | PA      | $3153912.30   | 0.17%             | 2037-07-19      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1672876.10   | 0.09%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2022-3                                                  | CUSIP: 03464TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3291055 | PA      | $3054526.21   | 0.16%             | 2067-01-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC Term Loan B                                                 | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    2238750 | PA      | $2241548.44   | 0.12%             | 2031-09-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4330000 | PA      | $4273277.00   | 0.23%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Greenwood Park CLO, Ltd                                 | Greenwood Park CLO Ltd                                                           | CUSIP: 39729TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7380000 | PA      | $7357860.00   | 0.39%             | 2031-04-15      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| TD Prime Services LLC                                   | TD Prime Services LLC                                                            | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |    4800000 | PA      | $4800000.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3051257.27   | 0.16%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $2075784.90   | 0.11%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                  | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $2055751.64   | 0.11%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H020675<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     100000 | PA      | $81420.01     | 0.00%             | 2054-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   16830000 | PA      | $16007952.11  | 0.86%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: —       |
| BAUSCH HEALTH COMPANIES INC                             | Bausch Health Companies Inc 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1500000 | PA      | $1456875.00   | 0.08%             | 2030-10-08      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61432 | PA      | $58787.67     | 0.00%             | 2058-08-01      | 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      | $986495.94    | 0.05%             | 2034-01-23      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| TWITTER INC                                             | Twitter Inc Term Loan                                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1989796 | PA      | $1946683.04   | 0.10%             | 2029-10-26      | Floating      | 10.93%                | 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        |    2000930 | PA      | $2000930.00   | 0.11%             | 2026-05-01      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2957304.96   | 0.16%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1463088.29   | 0.08%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| 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        |     340065 | PA      | $330903.40    | 0.02%             | 2033-08-25      | Variable      | 6.17%                 | 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      | $2462450.00   | 0.13%             | 2034-07-20      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1138278.29   | 0.06%             | 2029-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2471542.29   | 0.13%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP 2024 USD Add-on Term Loan B                                  | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    3735776 | PA      | $3740154.03   | 0.20%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2224656.25   | 0.12%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                 | XPO Inc                                                                          | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    2556000 | PA      | $2594166.19   | 0.14%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Citadel Securities LP                                   | Citadel Securities LP 2024 First Lien Term Loan                                  | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    2887655 | PA      | $2898933.95   | 0.16%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1753363.92   | 0.09%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1989530.85   | 0.11%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    2660000 | PA      | $2440339.09   | 0.13%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| SUPERIOR PLUS/GEN PRTNR                                 | Superior Plus LP / Superior General Partner Inc                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2320000 | PA      | $2231314.98   | 0.12%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TWITTER INC                                             | Twitter Inc 2025 Fixed Term Loan                                                 | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3160000 | PA      | $3076260.00   | 0.16%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                     | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    1000000 | PA      | $1019761.00   | 0.05%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2015-GC29                                    | CUSIP: 17323VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1224650.00   | 0.07%             | 2048-04-10      | Fixed         | 3.11%                 | 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      | $1915925.34   | 0.10%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1720000 | PA      | $1656719.70   | 0.09%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9279299 | PA      | $9480972.65   | 0.51%             | 2039-10-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                     | Sunnova Energy Corp                                                              | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $35600.00     | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5119534.04   | 0.27%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3180000 | PA      | $3183975.00   | 0.17%             | 2041-11-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2735962 | PA      | $2805514.45   | 0.15%             | 2039-07-25      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     517876 | PA      | $238624.77    | 0.01%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $97881.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lear Corp                                               | Lear Corp                                                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |        399 | NS      | $37897.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH BANK AUS, NEW YORK                         | COMMONWEALTH BANK AUS, NEW YORK                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    3002808 | PA      | $3002808.00   | 0.16%             | 2026-04-13      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2024-BNK48                                                                  | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5240000 | PA      | $5265455.40   | 0.28%             | 2057-10-15      | Fixed         | 5.05%                 | 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        |     203822 | PA      | $187449.90    | 0.01%             | 2036-09-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2017-III Ltd                                                        | CUSIP: 12548JAU6<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |    1340000 | PA      | $1349788.70   | 0.07%             | 2037-04-20      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1119652.20   | 0.06%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                  | Conseco Finance Corp                                                             | CUSIP: 393505Z62<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15226384 | PA      | $4239048.25   | 0.23%             | 2031-05-01      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $3150117.84   | 0.17%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| STATE STREET INST US GOVT FUND                          | STATE STREET INST US GOVT FUND                                                   | CUSIP: 857492706<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    2000000 | NS      | $2000000.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1912522.12   | 0.10%             | 2031-02-15      | Fixed         | 10.00%                | 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  | 2.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-159731.68   | -0.01%            |  |  |  | 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        |    1317485 | PA      | $1317014.19   | 0.07%             | 2028-07-31      | Floating      | 7.32%                 | 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        |    1300191 | PA      | $1284019.60   | 0.07%             | 2031-05-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                    | Cotiviti Corporation 2024 Fixed Term Loan B                                      | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     900000 | PA      | $905625.00    | 0.05%             | 2031-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK44                                                                  | CUSIP: 06540KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3300000 | PA      | $2372944.20   | 0.13%             | 2032-11-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5061613 | PA      | $4459886.10   | 0.24%             | 2052-03-01      | Fixed         | 3.00%                 | 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        |     900180 | PA      | $876996.96    | 0.05%             | 2050-12-15      | Fixed         | 3.42%                 | 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      | $2142629.80   | 0.11%             | 2028-01-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    3000000 | PA      | $3045000.00   | 0.16%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                    | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    1370000 | PA      | $1402823.83   | 0.08%             | 2033-03-31      | Fixed         | 6.75%                 | 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      | $1350312.50   | 0.07%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNL26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2748066 | PA      | $2312073.86   | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1050211.00   | 0.06%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| THE MET                                                 | Metropolitan Museum of Art/The                                                   | CUSIP: 592189AA2<br>LEI: 549300LS1O4XQ1SY7T11 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1514750.52   | 0.08%             | 2045-07-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                 | Ethiopia International Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    1500000 | PA      | $1380000.00   | 0.07%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  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        |     251220 | PA      | $302720.10    | 0.02%             | 2030-12-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    1950000 | PA      | $1994160.95   | 0.11%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| RACKSPACE FINANCE LLC                                   | Rackspace Finance LLC                                                            | CUSIP: 75008WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     912600 | PA      | $366858.99    | 0.02%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2288974.54   | 0.12%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2535428.70   | 0.14%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MINERALS TECHNOLOGIES IN                                | Minerals Technologies Inc                                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1662300.90   | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1659880.34   | 0.09%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| CONCORD MINUTEMEN CC LLC SER C                          | CONCORD MINUTEMEN CC LLC SER C                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    3999856 | PA      | $3999856.00   | 0.21%             | 2025-09-02      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2042082.54   | 0.11%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $100612.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                 | NYMT Loan Trust Series 2024-BPL1                                                 | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2650000 | PA      | $2665059.16   | 0.14%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| GANNETT CO INC                                          | Gannett Co Inc                                                                   | CUSIP: 36472TAA7<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | DBT              | CORP              | US        |     404000 | PA      | $423585.34    | 0.02%             | 2027-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4300000 | PA      | $4112612.36   | 0.22%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    3680000 | PA      | $1641022.40   | 0.09%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| COREWEAVE INC                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1145013.34   | 0.06%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385NZA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         35 | PA      | $34.43        | 0.00%             | 2030-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                        | EOC Borrower LLC Term Loan B                                                     | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3860000 | PA      | $3866434.62   | 0.21%             | 2032-03-24      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp Term Loan B                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1555927 | PA      | $1497579.63   | 0.08%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS124701-0WZ124703                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2060000 | OU      | $-684377.32   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |     431000 | PA      | $456878.32    | 0.02%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital Services LLC                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $122912.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1920000 | PA      | $2030154.24   | 0.11%             | 2031-08-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes Series 2022-C                            | CUSIP: 80290CBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2602552.25   | 0.14%             | 2032-12-15      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     580000 | PA      | $407450.00    | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION NY                                     | TORONTO DOMINION NY                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    1999538 | PA      | $1999538.00   | 0.11%             | 2026-03-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    2190000 | PA      | $1929977.36   | 0.10%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200MQ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        688 | PA      | $720.98       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Financial Markets LLC                               | ING Financial Markets LLC                                                        | CUSIP: 000000000<br>LEI: KBVRJ5K57JZ3E2AVWX40 | Long             | RA               | CORP              | US        |    3713518 | PA      | $3713518.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                      | Credit Agricole SA                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4730000 | PA      | $4789125.00   | 0.26%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200K7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        413 | PA      | $424.49       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | 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      | $1346250.00   | 0.07%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36202D4P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1852 | PA      | $1894.85      | 0.00%             | 2034-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos Loan Fund 2024-1 Ltd                                                      | CUSIP: 037986AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1804266.00   | 0.10%             | 2035-04-25      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |          1 | NC      | $19033.46     | 0.00%             |  |  |  | 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      | $2462720.76   | 0.13%             | 2029-10-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     940000 | PA      | $962429.34    | 0.05%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC 2021 USD 2nd Lien Term Loan                         | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    2060000 | PA      | $1977600.00   | 0.11%             | 2028-04-07      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                            | Dayforce Inc 2025 Term Loan B                                                    | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    1162741 | PA      | $1162741.14   | 0.06%             | 2031-03-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| National Bank Of Canada                                 | National Bank Of Canada                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   27000000 | PA      | $27000000.00  | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| MRI Software LLC                                        | MRI Software LLC 2020 Term Loan                                                  | CUSIP: 000000000<br>LEI: 549300LNQ2G4DKR9QR85 | Long             | LON              | CORP              | US        |     910837 | PA      | $907420.98    | 0.05%             | 2027-02-10      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT MINERALS CORP                                  | Freeport Minerals Corp                                                           | CUSIP: 717265AJ1<br>LEI: G4008SUSNH0WBKRVG414 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4412529.84   | 0.24%             | 2027-11-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Team Services Group                                     | Team Services Group Term Loan                                                    | CUSIP: 87821EAB9<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |    1240310 | PA      | $1235658.93   | 0.07%             | 2027-12-20      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      34080 | PA      | $33030.73     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    8859000 | PA      | $9941002.82   | 0.53%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: —       |
| TCI-Symphony CLO                                        | TCI-Symphony CLO 2016-1 Ltd                                                      | CUSIP: 87229WAW1<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |    1720000 | PA      | $1719463.36   | 0.09%             | 2032-10-13      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1923853.69   | 0.10%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4503063.85   | 0.24%             | 2045-05-15      | Fixed         | 5.35%                 | 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      | $5351148.65   | 0.29%             | 2044-03-11      | Variable      | 3.67%                 | 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        |   14043646 | PA      | $12153208.69  | 0.65%             | 2037-02-27      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    2184000 | PA      | $2023388.20   | 0.11%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Greywolf CLO Ltd                                        | Greywolf CLO IV Ltd                                                              | CUSIP: 39809TAQ0<br>LEI: 5493000F00WO8WFFVM11 | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3001818.00   | 0.16%             | 2034-04-17      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     290000 | PA      | $302285.83    | 0.02%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXVII LTD                                                           | CUSIP: 89642VAJ7<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |    3660000 | PA      | $3698605.68   | 0.20%             | 2037-04-18      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Alta Wind Holdings LLC                                  | Alta Wind Holdings LLC                                                           | CUSIP: 021345AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     745209 | PA      | $714004.16    | 0.04%             | 2035-06-30      | Fixed         | 7.00%                 | 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      | $4469446.28   | 0.24%             | 2037-07-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                              | GC FERRY ACQUISITION I INC TERM LOAN                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2716250 | PA      | $2675082.52   | 0.14%             | 2032-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       2003 | NC      | $1714919.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-145108.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                             | Legacy Mortgage Asset Trust 2021-GS1                                             | CUSIP: 52474JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3063672 | PA      | $3063151.72   | 0.16%             | 2066-10-25      | Variable      | 7.84%                 | 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      | $2362753.20   | 0.13%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                      | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |          1 | NC      | $23295.87     | 0.00%             |  |  |  | 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      | $2115435.36   | 0.11%             | 2037-07-30      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $2164366.38   | 0.12%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     349122 | PA      | $351335.52    | 0.02%             | 2030-10-26      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        191 | NC      | $32769.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-60180.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                        | UFC Holdings LLC 2024 Term Loan B                                                | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    2883309 | PA      | $2897186.31   | 0.16%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-4785.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                          | VFH Parent LLC 2025 Term Loan B                                                  | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    2000000 | PA      | $2010000.00   | 0.11%             | 2031-06-21      | Floating      | 6.83%                 | 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        |    1200519 | PA      | $58300.45     | 0.00%             | 2035-03-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1807313.72   | 0.10%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31384PT21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        139 | PA      | $138.25       | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $52286.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1315076.25   | 0.07%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| TCW Ltd                                                 | TCW CLO 2020-1 Ltd                                                               | CUSIP: 87190CBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2350000 | PA      | $2347706.40   | 0.13%             | 2034-04-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                           | Truist Insurance Holdings LLC 2024 Term Loan B                                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1769758 | PA      | $1773076.36   | 0.10%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36213MYE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        781 | PA      | $816.29       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $54056.61     | 0.00%             |  |  |  | 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      | $537226.27    | 0.03%             | 2049-01-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    8730000 | PA      | $6374475.77   | 0.34%             | 2029-08-15      | Fixed         | 5.75%                 | 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      | $2659419.89   | 0.14%             | 2038-08-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3180000 | PA      | $3310574.04   | 0.18%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3060000 | PA      | $3179919.63   | 0.17%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Galaxy CLO Ltd                                          | Galaxy XXVI CLO Ltd                                                              | CUSIP: 36321LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1795000 | PA      | $1808151.97   | 0.10%             | 2031-11-22      | Floating      | 7.28%                 | 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      | $148810.60    | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| SMRT                                                    | SMRT 2022-MINI                                                                   | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5070000 | PA      | $4933334.60   | 0.26%             | 2039-01-15      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                        | FirstEnergy Corp                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $918180.06    | 0.05%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Onslow Bay Financial LLC                                | OBX 2023-NQM3 Trust                                                              | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     739538 | PA      | $740303.94    | 0.04%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31426CP81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     398145 | PA      | $405244.35    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2074098.11   | 0.11%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1506036.41   | 0.08%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    1466000 | PA      | $1452510.31   | 0.08%             | 2027-12-15      | Fixed         | 5.50%                 | 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      | $2134974.24   | 0.11%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1819007.70   | 0.10%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| SALISBURY RECEIVABLES COMPANY LLC                       | SALISBURY RECEIVABLES COMPANY LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    3995460 | PA      | $3995460.00   | 0.21%             | 2025-07-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Limited                        | Kestrel Aircraft Funding Ltd                                                     | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     776124 | PA      | $760671.17    | 0.04%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XQA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     362422 | PA      | $316595.54    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | JP        |          1 | NC      | $-40324.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     745221 | PA      | $714175.20    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing                             | Origen Manufactured Housing Contract Trust 2007-A                                | CUSIP: 68620CAB6<br>LEI: 5493001P8LORMOBBQA95 | Long             | ABS-O            | CORP              | US        |     165214 | PA      | $153790.05    | 0.01%             | 2037-04-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                             | Petrobras Global Finance BV                                                      | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    6170000 | PA      | $5490546.64   | 0.29%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31387EQN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        676 | PA      | $712.79       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-81265.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    2273000 | PA      | $2255046.71   | 0.12%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2015-P1                                      | CUSIP: 17324DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1916126.20   | 0.10%             | 2048-09-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                      | Grupo Televisa SAB                                                               | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    2690000 | PA      | $1928959.56   | 0.10%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TEVA PHARMACEUTICAL INDU                                | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     205000 | PA      | $204641.21    | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1955222 | PA      | $1931141.16   | 0.10%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                    | Carnival Corporation 2025 Term Loan (2027)                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     342406 | PA      | $343048.02    | 0.02%             | 2027-08-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    2229000 | PA      | $2248037.89   | 0.12%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2065411 | PA      | $2078932.97   | 0.11%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                 | Brown Group Holding LLC 2022 Incremental Term Loan B2                            | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     659971 | PA      | $661373.37    | 0.04%             | 2031-07-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                         | NEXUS Buyer LLC 2025 Term Loan B                                                 | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    3148350 | PA      | $3159501.85   | 0.17%             | 2031-07-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                        | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1131450.00   | 0.06%             | 2030-02-21      | Fixed         | 11.25%                | 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        |    1999676 | PA      | $1999676.00   | 0.11%             | 2025-09-11      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-44235.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $2046436.40   | 0.11%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31371JMD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         96 | PA      | $100.24       | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK44                                                                  | CUSIP: 06540KBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1630000 | PA      | $1244611.44   | 0.07%             | 2032-11-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CFC BIDCO 2022 LTD                                      | CFC BIDCO 2022 LTD TERM LOAN B                                                   | CUSIP: 000000000<br>LEI: 213800TBV37UG11BUV42 | Long             | LON              | CORP              | US        |    4060000 | PA      | $4049850.00   | 0.22%             | 2032-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                               | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    1215000 | PA      | $1217747.12   | 0.07%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust Resecuritization 2008-2R                                  | CUSIP: 021482AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1847683 | PA      | $813627.38    | 0.04%             | 2037-08-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $560646.90    | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3525261 | PA      | $3525261.01   | 0.19%             | 2038-07-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAD7<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    1580000 | PA      | $1590985.42   | 0.09%             | 2069-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   11670000 | PA      | $11478607.33  | 0.62%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X6M99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19113 | PA      | $18580.61     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     610000 | PA      | $639032.95    | 0.03%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Black Diamond CLO Ltd                                   | Black Diamond CLO 2024-1 Ltd                                                     | CUSIP: 09204UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5000000 | PA      | $5021855.00   | 0.27%             | 2037-10-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc Term Loan B                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    1446975 | PA      | $1448105.09   | 0.08%             | 2030-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                          | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2260000 | PA      | $2343585.42   | 0.13%             | 2056-12-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5396741.75   | 0.29%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X4TQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35819 | PA      | $34810.65     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                    | Provincia de Cordoba                                                             | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    5215415 | PA      | $5150049.84   | 0.28%             | 2027-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                                              | Akumin Inc                                                                       | CUSIP: 01021XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4802000 | PA      | $4525885.00   | 0.24%             | 2027-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    2600000 | PA      | $2473731.44   | 0.13%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-47254.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1300000 | PA      | $1181743.56   | 0.06%             | 2054-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Liberty Tire Recycling Holdco LLC                       | Liberty Tire Recycling Holdco LLC 2021 Term Loan                                 | CUSIP: 50219UAB1<br>LEI: 549300J0IFHJE2TQGX07 | Long             | LON              | CORP              | US        |    2896474 | PA      | $2782424.96   | 0.15%             | 2028-05-05      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-73188.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                       | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |    8802000 | PA      | $9908578.64   | 0.53%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Allen Media LLC                                         | Allen Media LLC 2021 Term Loan B                                                 | CUSIP: 01771JAG8<br>LEI: 549300ERNJNM4RN5JP79 | Long             | LON              | CORP              | US        |    2617642 | PA      | $1680198.95   | 0.09%             | 2027-02-10      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| 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      | $1064962.19   | 0.06%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| VERMILION ENERGY INC                                    | Vermilion Energy Inc                                                             | CUSIP: 923725AE5<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    3930000 | PA      | $3687685.63   | 0.20%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2400000 | PA      | $2438694.82   | 0.13%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      90000 | PA      | $83456.33     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |    6913000 | PA      | $6385455.14   | 0.34%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                      | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-90463.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36201VAT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        564 | PA      | $569.73       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dcert Buyer Inc                                         | DCert Buyer Inc 2019 Term Loan B                                                 | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    2091720 | PA      | $2075770.31   | 0.11%             | 2026-10-16      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385DHL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        119 | PA      | $125.36       | 0.00%             | 2030-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31388NGF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         95 | PA      | $100.33       | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | 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      | $3848068.74   | 0.21%             | 2040-02-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     200000 | PA      | $169887.88    | 0.01%             | 2054-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-209112.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1350982 | PA      | $659008.05    | 0.04%             | 2036-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31389ETV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3376 | PA      | $3559.48      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PANOCHE ENERGY CENTER                                   | Panoche Energy Center LLC                                                        | CUSIP: 698525AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320201 | PA      | $286579.49    | 0.02%             | 2029-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITRIX SYSTEMS INC                                      | Citrix Systems Inc                                                               | CUSIP: 177376AE0<br>LEI: HCTKJGUQOPZ5NBK7NP58 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1233540.00   | 0.07%             | 2027-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCBC NEW YORK                                           | OCBC NEW YORK                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    4000052 | PA      | $4000052.00   | 0.21%             | 2025-07-11      | Floating      | 4.62%                 | 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      | $1925392.00   | 0.10%             | 2034-10-15      | Floating      | 11.65%                | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                          | RIDE 2025-SHRE                                                                   | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3030000 | PA      | $3083899.16   | 0.17%             | 2047-02-14      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| CHESHAM FINANCE LIMITED SERIES I                        | CHESHAM FINANCE LIMITED SERIES I                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2998909 | PA      | $2998908.90   | 0.16%             | 2025-07-03      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                 | Red Planet Borrower LLC Term Loan B                                              | CUSIP: 57165KAB2<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    1915077 | PA      | $1895687.15   | 0.10%             | 2028-10-02      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2023-NQM8                                        | CUSIP: 10567MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2684400 | PA      | $2716540.96   | 0.15%             | 2063-10-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     220000 | PA      | $199288.67    | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| GATWICK AIRPORT FINANCE                                 | Gatwick Airport Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |    5030000 | PA      | $6852561.83   | 0.37%             | 2026-04-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                       | Clarios Global LP 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    1981791 | PA      | $1976218.44   | 0.11%             | 2030-05-06      | Floating      | 6.83%                 | 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      | $1316347.66   | 0.07%             | 2040-02-18      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        153 | NC      | $285331.12    | 0.02%             |  |  |  | No            |                  1 | 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        |     110386 | PA      | $111205.86    | 0.01%             | 2045-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | 0WP302235-0WR302233                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  173850000 | OU      | $-2606330.24  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-12128.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VORTEX OPCO LLC                                         | Vortex Opco LLC                                                                  | CUSIP: 92905YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2837802 | PA      | $439859.31    | 0.02%             | 2030-04-30      | Fixed         | 8.00%                 | 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        |    1065584 | PA      | $998821.73    | 0.05%             | 2037-09-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $127050.00    | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |          1 | NC      | $82977.45     | 0.00%             |  |  |  | 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      | $3485591.80   | 0.19%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RABOBANK LONDON                                         | RABOBANK LONDON                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2000340 | PA      | $2000340.00   | 0.11%             | 2025-07-30      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KYVJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     511510 | PA      | $424202.70    | 0.02%             | 2041-07-01      | Fixed         | 1.50%                 | 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      | $-1327855.60  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                                    | Peace Park CLO Ltd                                                               | CUSIP: 70470NAA1<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |    2250000 | PA      | $2256585.75   | 0.12%             | 2034-10-20      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                 | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     300000 | PA      | $302076.05    | 0.02%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                                 | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3400000 | PA      | $1275000.00   | 0.07%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: —       |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                            | CUSIP: 105756BX7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2770000 | PA      | $2793761.75   | 0.15%             | 2026-04-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF MOZAMBIQUE                                  | Mozambique International Bond                                                    | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    1240000 | PA      | $1020223.22   | 0.05%             | 2031-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                          | BOCA Commercial Mortgage Trust 2024-BOCA                                         | CUSIP: 096817AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3670000 | PA      | $3681910.25   | 0.20%             | 2041-08-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS123281-0WZ123283                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    3300000 | OU      | $-53892.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                             | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    3150000 | PA      | $3252948.90   | 0.17%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2100000 | PA      | $2088660.00   | 0.11%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-2245.54     | -0.00%            |  |  |  | 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      | $2144537.83   | 0.11%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                 | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    5020000 | PA      | $5223023.86   | 0.28%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Freeport-McMoRan Inc                                    | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    5181000 | PA      | $4896125.82   | 0.26%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2015-GC30                                           | CUSIP: 36250GAX3<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $4712565.00   | 0.25%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-8325.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     900000 | PA      | $853380.00    | 0.05%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132E0EJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1863187 | PA      | $1905649.43   | 0.10%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2022-A                                             | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3719535 | PA      | $3716467.81   | 0.20%             | 2062-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    3930000 | PA      | $3589526.81   | 0.19%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| KAZMUNAYGAS NATIONAL CO                                 | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    1060000 | PA      | $979137.33    | 0.05%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                         | Foot Locker Inc                                                                  | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |    2841000 | PA      | $2679923.82   | 0.14%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                              | Sotera Health Holdings LLC 2024 Term Loan B                                      | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    2244269 | PA      | $2255490.20   | 0.12%             | 2031-05-30      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2210900.20   | 0.12%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| EL PASO NATURAL GAS                                     | El Paso Natural Gas Co LLC                                                       | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $222897.33    | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| GreenPoint Mortgage Funding Trust                       | GreenPoint MTA Trust 2005-AR1                                                    | CUSIP: 39538RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     281464 | PA      | $256518.19    | 0.01%             | 2045-06-25      | Floating      | 4.87%                 | 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      |
| Bank5                                                   | BANK5 2024-5YR12                                                                 | CUSIP: 06644XAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $2504887.04   | 0.13%             | 2057-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                  | Conseco Finance Corp                                                             | CUSIP: 393505Z54<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6849436 | PA      | $2060090.39   | 0.11%             | 2031-05-01      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Learfield Communications, LLC                           | Learfield Communications LLC 2024 Term Loan B                                    | CUSIP: 00165HAL7<br>LEI: 549300177GK4LMS8T214 | Long             | LON              | CORP              | US        |    1985224 | PA      | $2002181.75   | 0.11%             | 2028-06-30      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Captree Park CLO Ltd                                    | Captree Park CLO Ltd                                                             | CUSIP: 14074EAL5<br>LEI: 254900T5FZQKDOCWVD69 | Long             | ABS-CBDO         | CORP              | JE        |    2220000 | PA      | $2224364.52   | 0.12%             | 2037-07-20      | Floating      | 7.52%                 | 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      | $3837407.74   | 0.21%             | 2037-10-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    9140000 | PA      | $9956914.92   | 0.53%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Multifamily Trust                                       | Multifamily Trust 2016-1                                                         | CUSIP: 62547L103<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2079691 | PA      | $2062548.27   | 0.11%             | 2046-04-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AqGen Island Holdings Inc                               | AqGen Island Holdings Inc 2024 Term Loan B                                       | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1410895 | PA      | $1414715.80   | 0.08%             | 2028-08-02      | Floating      | 7.33%                 | 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        |      14093 | PA      | $14096.11     | 0.00%             | 2032-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7990000 | PA      | $8183633.66   | 0.44%             | 2041-10-25      | Floating      | 7.41%                 | 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        |    5819310 | PA      | $4349772.01   | 0.23%             | 2047-07-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    2010000 | PA      | $2103310.23   | 0.11%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5                 | CUSIP: 46654PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3760000 | PA      | $3675431.58   | 0.20%             | 2038-11-15      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1697728.70   | 0.09%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| AMERICAN NEWS COMPANY                                   | American News Co LLC                                                             | CUSIP: 02862PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |          4 | PA      | $4.49         | 0.00%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    7850000 | PA      | $6692125.00   | 0.36%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2015-UBS8                                         | CUSIP: 61691ABQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1940000 | PA      | $1755136.82   | 0.09%             | 2048-12-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $8885.43      | 0.00%             |  |  |  | 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        |    2525862 | PA      | $46770.39     | 0.00%             | 2036-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    4030000 | PA      | $4030000.00   | 0.22%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    7590000 | PA      | $5458359.89   | 0.29%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     646140 | PA      | $604901.09    | 0.03%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    3380000 | PA      | $3295451.33   | 0.18%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CARRIAGE PURCHASER INC                                  | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5673000 | PA      | $5040729.40   | 0.27%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2023-8                                                | CUSIP: 92540DAC9<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    1609696 | PA      | $1629429.04   | 0.09%             | 2068-12-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1702000 | PA      | $1634025.86   | 0.09%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Merrill Lynch Mortgage Investors Trust                  | Merrill Lynch Mortgage Investors Trust Series 2003-A5                            | CUSIP: 5899293W6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     104913 | PA      | $97082.30     | 0.01%             | 2033-08-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     743164 | PA      | $717199.42    | 0.04%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1028906.63   | 0.06%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS125161-0WZ125163                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2756000 | OU      | $308942.09    | 0.02%             |  |  |  | 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      | $7595225.00   | 0.41%             | 2034-04-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                     | BHMS 2018-ATLS                                                                   | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5350000 | PA      | $5347204.09   | 0.29%             | 2035-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2267700.65   | 0.12%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    6840000 | PA      | $7090904.88   | 0.38%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Bank                                                    | BANK 2023-BNK45                                                                  | CUSIP: 06541BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $2581361.26   | 0.14%             | 2056-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1690201.97   | 0.09%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS124867-0WZ124869                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   18790000 | OU      | $-1410358.61  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SMRT                                                    | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2290000 | PA      | $2258512.50   | 0.12%             | 2039-01-15      | Floating      | 6.26%                 | 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      | $1183421.62   | 0.06%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC 2025 Term Loan B                                                 | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    2590000 | PA      | $2601331.25   | 0.14%             | 2032-05-06      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 30 Ltd                                                                  | CUSIP: 03165UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1825866.00   | 0.10%             | 2037-01-15      | Floating      | 8.76%                 | 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      | $4919215.09   | 0.26%             | 2039-11-18      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2024-1                                                   | CUSIP: 618937AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2266353.70   | 0.12%             | 2049-09-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                     | Mclaren Finance PLC                                                              | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |     422000 | PA      | $423582.50    | 0.02%             | 2026-08-01      | Fixed         | 7.50%                 | 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      | $6150303.04   | 0.33%             | 2032-10-13      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WFHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13228894 | PA      | $12280996.81  | 0.66%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     905358 | PA      | $801721.03    | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $5192193.60   | 0.28%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| CELSIUS HOLDINGS INC                                    | Celsius Holdings Inc Term Loan                                                   | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2890553 | PA      | $2909521.24   | 0.16%             | 2032-04-01      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| NIELSEN CONSUMER INC                                    | Nielsen Consumer Inc 2025 USD Term Loan                                          | CUSIP: 45674PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     999944 | PA      | $1002443.74   | 0.05%             | 2028-03-06      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| DS PARENT INC                                           | DS Parent Inc Term Loan B                                                        | CUSIP: 23344YAG7<br>LEI: 254900EH8GRZUGRWRH57 | Long             | LON              | CORP              | US        |    4781700 | PA      | $4315484.25   | 0.23%             | 2031-01-31      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB, NY                                 | CREDIT AGRICOLE CIB, NY                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    1000132 | PA      | $1000132.04   | 0.05%             | 2025-09-03      | Floating      | 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        |    2981082 | PA      | $2968039.73   | 0.16%             | 2031-07-15      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | 0WS123786-0WZ123788                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  340550000 | OU      | $809546.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     390000 | PA      | $389605.52    | 0.02%             | 2027-05-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc 2025 Term Loan B                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    3844412 | PA      | $3850416.88   | 0.21%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-230P                                         | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5350000 | PA      | $4976452.84   | 0.27%             | 2038-12-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                                    | Cotiviti Corporation 2024 Term Loan                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    2404360 | PA      | $2395344.01   | 0.13%             | 2031-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   20530191 | PA      | $20530190.59  | 1.10%             |  |  |  | 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        |     894753 | PA      | $286512.64    | 0.02%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    2970000 | PA      | $2967394.42   | 0.16%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Apidos CLO Ltd                                          | Apidos CLO XXII                                                                  | CUSIP: 03766AAE5<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |    5490000 | PA      | $5502253.68   | 0.29%             | 2031-04-20      | Floating      | 11.28%                | 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        |      16987 | PA      | $14949.81     | 0.00%             | 2035-09-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3538757.17   | 0.19%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| GLOBAL MEDICAL RESPONSE INC                             | Global Medical Response Inc 2024 PIK Term Loan                                   | CUSIP: 00169QAG4<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    1962665 | PA      | $1967923.04   | 0.11%             | 2028-10-31      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     800000 | PA      | $743696.23    | 0.04%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions Inc                        | 8th Avenue Food & Provisions Inc 2018 2nd Lien Term Loan                         | CUSIP: 28253PAD1<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |    1452297 | PA      | $1450481.63   | 0.08%             | 2026-10-01      | Floating      | 14.25%                | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                  | Teck Resources Ltd                                                               | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    1774000 | PA      | $1760091.22   | 0.09%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $2887388.72   | 0.15%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $5091497.34   | 0.27%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | Multifamily Connecticut Avenue Securities Trust 2020-01                          | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    3619609 | PA      | $3672918.93   | 0.20%             | 2050-03-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2978458.97   | 0.16%             | 2031-07-01      | Fixed         | 9.25%                 | 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        |    3000948 | PA      | $3000948.00   | 0.16%             | 2025-10-14      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200NYP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19836 | PA      | $20213.73     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2100000 | PA      | $2130675.27   | 0.11%             | 2054-07-20      | Fixed         | 6.00%                 | 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      | $4766068.60   | 0.26%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Emrld Borrower LP                                       | EMRLD Borrower LP Term Loan B                                                    | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    1987206 | PA      | $1987206.38   | 0.11%             | 2030-05-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    1080000 | PA      | $986958.65    | 0.05%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| 1988 CLO Ltd.                                           | 1988 CLO 5 Ltd                                                                   | CUSIP: 68252PAN6<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1204015.20   | 0.06%             | 2037-07-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| OCBC NEW YORK                                           | OCBC NEW YORK                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2000012 | PA      | $2000012.00   | 0.11%             | 2025-11-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    1349000 | PA      | $1080697.39   | 0.06%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1908042.32   | 0.10%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1810000 | PA      | $1860613.39   | 0.10%             | 2043-10-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                            | Univision Communications Inc 2024 Term Loan B                                    | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     603900 | PA      | $594275.04    | 0.03%             | 2029-01-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                 | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $1884037.00   | 0.10%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     929160 | PA      | $721721.86    | 0.04%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1623785.91   | 0.09%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA                                  | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |          1 | NC      | $38704.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                     | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    2014000 | PA      | $2045613.76   | 0.11%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| VIASAT INC                                              | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2171450.48   | 0.12%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-336030.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    1590000 | PA      | $1555749.57   | 0.08%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: —       |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2189179.21   | 0.12%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2423582.49   | 0.13%             | 2057-06-25      | Variable      | 3.66%                 | 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      | $2241452.25   | 0.12%             | 2032-10-15      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5350000 | PA      | $5307156.67   | 0.28%             | 2040-04-15      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1284075.69   | 0.07%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    9160000 | PA      | $7984922.22   | 0.43%             | 2044-04-01      | Fixed         | 5.45%                 | 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        |    2395139 | PA      | $2419305.82   | 0.13%             | 2055-05-25      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| WW International Inc                                    | WW International Inc 2021 Term Loan B                                            | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    2260000 | PA      | $723200.00    | 0.04%             | 2028-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | JP        |          1 | NC      | $-76450.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     827000 | PA      | $609575.21    | 0.03%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Trust & Bank Co                          | Mitsubishi UFJ Trust & Bank Co                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    5962860 | PA      | $5962860.00   | 0.32%             | 2025-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-38016.81    | -0.00%            |  |  |  | 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        |     143130 | PA      | $170876.27    | 0.01%             | 2036-07-25      | Floating      | 17.04%                | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1020000 | PA      | $1026231.27   | 0.05%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Valley Stream Park CLO, Ltd                             | Valley Stream Park CLO LTD                                                       | CUSIP: 92013AAZ2<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |    2425000 | PA      | $2422116.68   | 0.13%             | 2037-01-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORATION                                       | Terex Corporation 2024 Term Loan B                                               | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |    1296750 | PA      | $1305665.16   | 0.07%             | 2031-10-08      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2314696 | PA      | $1968191.55   | 0.11%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO                                      | Blueberry Park CLO Ltd                                                           | CUSIP: 09609QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2640000 | PA      | $2646035.04   | 0.14%             | 2037-10-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1110026 | PA      | $935059.74    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31386CKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5063 | PA      | $5083.31      | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | 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      | $756953.40    | 0.04%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                             | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    5233000 | PA      | $5246082.50   | 0.28%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                   | Phoenix Guarantor Inc 2024 Term Loan B                                           | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    1131034 | PA      | $1135275.41   | 0.06%             | 2031-02-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                            | Acrisure LLC 2024 1st Lien Term Loan B6                                          | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    2427654 | PA      | $2422089.96   | 0.13%             | 2030-11-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    2120000 | PA      | $2056241.83   | 0.11%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D2W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1966228 | PA      | $1744733.55   | 0.09%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XC6P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199824 | PA      | $170161.96    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    2330000 | PA      | $2376600.00   | 0.13%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| CoreVest American Finance Ltd                           | CAFL 2023-RTL1 Issuer LLC                                                        | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4010000 | PA      | $4044005.60   | 0.22%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1768315 | PA      | $1564799.97   | 0.08%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    4990000 | PA      | $5129121.20   | 0.27%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4016250.00   | 0.22%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200NBP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11081 | PA      | $11414.36     | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4582271 | PA      | $4589430.99   | 0.25%             | 2041-04-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tanzania                                                | Tanzania 2024 Term Loan                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |    2700000 | PA      | $2659500.00   | 0.14%             | 2031-04-30      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                                           | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    1866000 | PA      | $1871780.87   | 0.10%             | 2031-01-15      | Fixed         | 7.25%                 | 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      | $1594900.00   | 0.09%             | 2034-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CH        |          1 | NC      | $50129.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc 2024 Term Loan B1                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    1974963 | PA      | $1976196.93   | 0.11%             | 2031-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1321667 | PA      | $623112.10    | 0.03%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36296VLW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21253 | PA      | $22217.00     | 0.00%             | 2038-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $147353.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1377 | NC      | $1058777.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31388LCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9308 | PA      | $9813.90      | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CF Secured LLC                                          | CF Secured LLC                                                                   | CUSIP: 000000000<br>LEI: 254900OXTV81I73FAT50 | Long             | RA               | CORP              | US        |   20000000 | PA      | $20000000.00  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2006-40T1                                                 | CUSIP: 02148KAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     998635 | PA      | $590266.27    | 0.03%             | 2037-01-25      | Fixed         | 6.00%                 | 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      | $1112940.84   | 0.06%             | 2040-03-15      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3046068.74   | 0.16%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TEVA PHARM FIN IV                                       | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    3070000 | PA      | $3125060.27   | 0.17%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385Q2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        215 | PA      | $217.20       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | 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      | $4081098.12   | 0.22%             | 2034-05-15      | Floating      | 8.00%                 | 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      | $4123772.86   | 0.22%             | 2042-09-25      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                               | Howden Group Holdings Ltd 2024 USD Term Loan B                                   | CUSIP: 000000000<br>LEI: 875500V3HPKZIQP10J32 | Long             | LON              | CORP              | GB        |     918850 | PA      | $924783.93    | 0.05%             | 2030-04-18      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QRDE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1608239 | PA      | $1669488.39   | 0.09%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    4040000 | PA      | $4143787.60   | 0.22%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2019-4                                       | CUSIP: 64830WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1968359 | PA      | $1840522.71   | 0.10%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                | Puma International Financing SA                                                  | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    3680000 | PA      | $3781200.00   | 0.20%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1580000 | PA      | $1537152.41   | 0.08%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-3934.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB, NY                                 | CREDIT AGRICOLE CIB, NY                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    1999862 | PA      | $1999862.00   | 0.11%             | 2025-11-03      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-30891.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer, LLC                                 | Ziply Fiber Issuer LLC                                                           | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3080688.00   | 0.17%             | 2054-04-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $273676.74    | 0.01%             |  |  |  | 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        |     985000 | PA      | $965915.63    | 0.05%             | 2031-06-11      | Floating      | 6.58%                 | 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        |    4228941 | PA      | $3832954.25   | 0.21%             | 2045-12-25      | Floating      | 5.39%                 | 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      | $9168901.95   | 0.49%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $2984712.85   | 0.16%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1100000 | PA      | $1106795.80   | 0.06%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1568.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                | BCPE Empire Holdings Inc 2025 Term Loan B                                        | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     992506 | PA      | $987957.61    | 0.05%             | 2030-12-11      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $2741970.40   | 0.15%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     139420 | PA      | $135343.39    | 0.01%             | 2050-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        156 | NC      | $-183980.81   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Trust 2017-CHOP                                                             | CUSIP: 12651QAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6685000 | PA      | $6454000.49   | 0.35%             | 2032-07-15      | Floating      | 11.79%                | 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      | $3176659.41   | 0.17%             | 2041-11-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       4965 | NS      | $5829555.45   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HIH Trust                                               | HIH Trust 2024-61P                                                               | CUSIP: 40444VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4236591 | PA      | $4205356.14   | 0.23%             | 2041-10-15      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                 | Titan International Inc                                                          | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    5181000 | PA      | $5201957.15   | 0.28%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    4900000 | PA      | $5013444.80   | 0.27%             | 2033-02-15      | Fixed         | 6.12%                 | 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      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     300000 | PA      | $307958.88    | 0.02%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS, NY                                         | BNP PARIBAS, NY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     999988 | PA      | $999987.90    | 0.05%             | 2025-07-22      | Floating      | 4.60%                 | 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      | $2435175.00   | 0.13%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-8510.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200Q3L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        145 | PA      | $149.27       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        | 1730000000 | PA      | $20817386.94  | 1.12%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3000000 | PA      | $2987667.90   | 0.16%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Sedgwick Claims Management Services Inc                 | Sedgwick Claims Management Services Inc 2023 Term Loan B                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    3276036 | PA      | $3291050.48   | 0.18%             | 2031-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                       | Mountain View CLO XVI Ltd                                                        | CUSIP: 62432UAU5<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |    3700000 | PA      | $3705550.00   | 0.20%             | 2034-04-15      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KRCS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1341944 | PA      | $1398118.66   | 0.07%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     880000 | PA      | $650726.12    | 0.03%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MIT UFJ TR NY                                           | MIT UFJ TR NY                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    4000008 | PA      | $4000008.00   | 0.21%             | 2025-07-07      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3764317.10   | 0.20%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| American Money Management Corporation                   | AMMC CLO 27 Ltd                                                                  | CUSIP: 00173UBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1580000 | PA      | $1582336.82   | 0.08%             | 2037-01-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                | Five Point Operating Co LP / Five Point Capital Corp                             | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    2025049 | PA      | $2060205.88   | 0.11%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: —       |
| Magnetite CLO Ltd                                       | Magnetite XXII Ltd                                                               | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |    1830000 | PA      | $1831332.24   | 0.10%             | 2036-07-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XII Ltd                                                                | CUSIP: 55953GCG8<br>LEI: 549300Z6VW568TT64K70 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501106.50    | 0.03%             | 2031-10-15      | Floating      | 10.20%                | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                | Primo Brands Corporation 2025 Term Loan B                                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    1995000 | PA      | $2004143.09   | 0.11%             | 2028-03-31      | Floating      | 6.55%                 | 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      | $2028934.40   | 0.11%             | 2053-03-05      | Fixed         | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Corporation                     | Banc of America Funding 2015-R2 Trust                                            | CUSIP: 05990TAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8829069 | PA      | $7388750.80   | 0.40%             | 2036-09-29      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Term Loan B9                                                    | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    1887946 | PA      | $1887749.48   | 0.10%             | 2027-07-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| CoreCivic Inc                                           | CoreCivic Inc                                                                    | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    8126000 | PA      | $7972244.70   | 0.43%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pioneer Aircraft Finance Limited                        | Pioneer Aircraft Finance Ltd                                                     | CUSIP: 72353PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1305485 | PA      | $1276950.46   | 0.07%             | 2044-06-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                    | FREMF 2021-KF117 Mortgage Trust                                                  | CUSIP: 30320YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1781868 | PA      | $1627187.65   | 0.09%             | 2031-07-25      | Floating      | 10.71%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DTRD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2611714 | PA      | $2659864.47   | 0.14%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                     | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    2969152 | PA      | $2985574.10   | 0.16%             | 2028-05-12      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | 0WS125120-0WZ125122                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   29947000 | OU      | $-381159.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    4020000 | PA      | $3707847.00   | 0.20%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                   | Carriage Services Inc                                                            | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2192113.94   | 0.12%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                    | CUSIP: 35563PTU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4710000 | PA      | $4500382.39   | 0.24%             | 2060-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                            | Alliance Laundry Systems LLC 2024 Term Loan B                                    | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    3854071 | PA      | $3864107.24   | 0.21%             | 2031-08-19      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | JP        |          1 | NC      | $-25318.75    | -0.00%            |  |  |  | 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        |    2227570 | PA      | $2231399.44   | 0.12%             | 2030-10-13      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2900000 | PA      | $2564641.94   | 0.14%             | 2054-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                    | FLUTTER FINANCING BV 2025 TERM LOAN B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    4070000 | PA      | $4080175.00   | 0.22%             | 2032-06-04      | Floating      | 6.30%                 | 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      | $1697598.91   | 0.09%             | 2029-02-19      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Trust 2017-CHOP                                                             | CUSIP: 12651QAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $692657.56    | 0.04%             | 2032-07-15      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | JP        |          1 | NC      | $44528.92     | 0.00%             |  |  |  | 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      | $2161389.34   | 0.12%             | 2041-03-15      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1900212.90   | 0.10%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Societe Generale                                        | Societe Generale                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   28900000 | PA      | $28900000.00  | 1.55%             |  |  |  | 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      | $4325223.17   | 0.23%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Jordan Government International Bonds                   | Jordan Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    2340000 | PA      | $2399836.84   | 0.13%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CENGAGE THOMSON LEARNING                                | CENGAGE THOMSON LEARNING                                                         | CUSIP: 000000000<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | EC               | CORP              | US        |      10995 | NS      | $247387.50    | 0.01%             |  |  |  | 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      | $8847657.52   | 0.47%             | 2050-12-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2715703.06   | 0.15%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     680000 | PA      | $712504.86    | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Angola Government International Bonds                   | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1710000 | PA      | $1325926.27   | 0.07%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| FOUR SEASONS HOTELS LIMITED                             | Four Seasons Hotels Limited 2024 1st Lien Term Loan B                            | CUSIP: 000000000<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |    1979695 | PA      | $1995160.82   | 0.11%             | 2029-11-30      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2890000 | PA      | $2874918.25   | 0.15%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CIM Trust                                               | CIM Trust 2023-R4                                                                | CUSIP: 12569UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1079087 | PA      | $1080986.62   | 0.06%             | 2062-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2024 Term Loan B                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    1487350 | PA      | $1487117.97   | 0.08%             | 2029-06-04      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| TransAlta Corp                                          | TransAlta Corp                                                                   | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    3619000 | PA      | $3491089.34   | 0.19%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BLACKHAWK NETWORK HOLDINGS INC                          | Blackhawk Network Holdings Inc 2025 Term Loan B                                  | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    1717668 | PA      | $1729170.01   | 0.09%             | 2029-03-12      | Floating      | 8.33%                 | 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        |    2350000 | PA      | $2402875.00   | 0.13%             | 2028-11-15      | Fixed         | 8.25%                 | 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      | $2090874.70   | 0.11%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| 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        |     538348 | PA      | $497505.16    | 0.03%             | 2047-03-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5617295.10   | 0.30%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1488443.97   | 0.08%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KREF HOLDINGS X LLC                                     | KREF Holdings X LLC 2025 Term Loan B                                             | CUSIP: 48266YAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2000000 | PA      | $2013750.00   | 0.11%             | 2032-03-05      | Floating      | 7.56%                 | 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      | $244015.31    | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-37040.31    | -0.00%            |  |  |  | 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      | $5880873.91   | 0.32%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1240000 | PA      | $1140147.88   | 0.06%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-60356.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-1                                                | CUSIP: 92540EAC7<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    3217211 | PA      | $3226565.75   | 0.17%             | 2069-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                   | Jamaica Government International Bond                                            | CUSIP: 470160CF7<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |  227000000 | PA      | $1463467.05   | 0.08%             | 2030-11-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36200QLP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        119 | PA      | $122.89       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                        | Altria Group Inc                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1620961.31   | 0.09%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Flatiron CLO Ltd                                        | Flatiron CLO 28 Ltd                                                              | CUSIP: 33884GAA4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1501875.00   | 0.08%             | 2036-07-15      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36202D2F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3047 | PA      | $3146.43      | 0.00%             | 2033-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2022-6                                                | CUSIP: 92539AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2494497 | PA      | $2465406.87   | 0.13%             | 2067-06-25      | Variable      | 4.91%                 | 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      | $2492559.93   | 0.13%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1050000 | PA      | $1088011.05   | 0.06%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    3680000 | PA      | $3707600.00   | 0.20%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL, LONDON                                | BANK OF MONTREAL, LONDON                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     999998 | PA      | $999998.30    | 0.05%             | 2025-07-14      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $106822.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                              | GC FERRY ACQUISITION I INC DELAYED DRAW TERM LOAN                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     463750 | PA      | $455634.38    | 0.02%             | 2032-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo V Ltd                                                               | CUSIP: 96467PAJ7<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |    2680000 | PA      | $2680000.00   | 0.14%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                            | LyondellBasell Industries NV                                                     | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |         23 | NS      | $1330.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-8196.98     | -0.00%            |  |  |  | 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      | $2687265.48   | 0.14%             | 2038-01-22      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| 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      |
| QUALITYTECH LP                                          | QualityTech LP Term Loan B                                                       | CUSIP: 74758JAB3<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |    4160000 | PA      | $4180800.00   | 0.22%             | 2031-10-30      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    3420000 | PA      | $2834889.30   | 0.15%             | 2029-10-15      | Fixed         | 5.50%                 | 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      | $5070625.00   | 0.27%             | 2034-01-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   22163831 | PA      | $16041072.68  | 0.86%             | 2037-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2016-11 Ltd                                                              | CUSIP: 67110DBL0<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |    2210000 | PA      | $2206132.50   | 0.12%             | 2036-04-26      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2015-3                                                    | CUSIP: 81746LCC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2775 | PA      | $2709.78      | 0.00%             | 2045-07-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    6250000 | PA      | $6161245.06   | 0.33%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31388PRZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        473 | PA      | $498.27       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                       | US Renal Care Inc                                                                | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    1375850 | PA      | $1171192.31   | 0.06%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS113944-0WZ113946                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    1720000 | OU      | $-484837.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MRI Software LLC                                        | MRI Software LLC 2020 Term Loan B                                                | CUSIP: 000000000<br>LEI: 549300LNQ2G4DKR9QR85 | Long             | LON              | CORP              | US        |    1583537 | PA      | $1567702.08   | 0.08%             | 2027-02-10      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-100296.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     550000 | PA      | $542506.03    | 0.03%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     510000 | PA      | $450776.08    | 0.02%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | JP        |          1 | NC      | $40828.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $80373.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 19 Ltd                                                        | CUSIP: 67100SAJ5<br>LEI: 254900WSB9O7FH7DWN37 | Long             | ABS-CBDO         | CORP              | BM        |    1000000 | PA      | $995583.00    | 0.05%             | 2037-07-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | JP        |          1 | NC      | $92866.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    4450000 | PA      | $4691105.45   | 0.25%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| STARWOOD PROPERTY TRUST INC                             | Starwood Property Trust Inc 2024 1st Lien Term Loan B                            | CUSIP: 85570DAK8<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |    1922194 | PA      | $1926399.57   | 0.10%             | 2027-11-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DR3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6482000 | PA      | $6770643.46   | 0.36%             | 2028-05-15      | Fixed         | 7.15%                 | 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        |    1148766 | PA      | $1111925.67   | 0.06%             | 2033-01-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     647657 | PA      | $536417.43    | 0.03%             | 2041-05-01      | Fixed         | 1.50%                 | 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      | $4811400.00   | 0.26%             | 2042-02-15      | Floating      | 7.65%                 | 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      | $1389292.74   | 0.07%             | 2040-02-18      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | 0WS125120-0WZ125122                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   22880000 | OU      | $-291212.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST BANK                                             | TRUIST BANK                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    1000001 | PA      | $1000001.00   | 0.05%             | 2025-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                    | KIND Trust 2021-KIND                                                             | CUSIP: 482606AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1309248 | PA      | $1301130.56   | 0.07%             | 2038-08-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | BANK OF AMERICA NA                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2001944 | PA      | $2001944.00   | 0.11%             | 2026-03-31      | Floating      | 4.80%                 | 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        |    1999992 | PA      | $1999991.91   | 0.11%             | 2025-11-13      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                     | Suzano Austria GmbH                                                              | CUSIP: 000000000<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    1000000 | PA      | $1006076.00   | 0.05%             | 2026-07-14      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     530000 | PA      | $557440.75    | 0.03%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2980000 | PA      | $3037445.46   | 0.16%             | 2033-02-01      | Fixed         | 6.00%                 | 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        |    1927036 | PA      | $1941488.39   | 0.10%             | 2030-10-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2383086.48   | 0.13%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                  | First Brands Group LLC 2022 Incremental Term Loan                                | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3352833 | PA      | $3177647.52   | 0.17%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    1650000 | PA      | $1454417.43   | 0.08%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                    | WW International Inc                                                             | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $1020800.00   | 0.05%             | 2029-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc 2025 Delayed Draw Term Loan                  | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      68018 | PA      | $67829.33     | 0.00%             | 2032-04-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                         | Catawba Nation Gaming Authority Term Loan B                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2150000 | PA      | $2139250.00   | 0.11%             | 2032-03-29      | Floating      | 9.05%                 | 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      | $1141435.79   | 0.06%             | 2042-02-25      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36201L2D5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        577 | PA      | $578.80       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2500000 | PA      | $2631907.50   | 0.14%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                        | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1180000 | PA      | $1247850.00   | 0.07%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     855000 | PA      | $702168.75    | 0.04%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| MFRA Trust                                              | MFA 2023-NQM4 Trust                                                              | CUSIP: 55286LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2228418 | PA      | $2246845.67   | 0.12%             | 2068-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2636000 | PA      | $2767009.20   | 0.15%             | 2031-07-01      | 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        |    1978023 | PA      | $1922638.39   | 0.10%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| 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      | $2028638.60   | 0.11%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     163672 | PA      | $145668.08    | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | 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      | $7571808.13   | 0.41%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer PLC                                     | Marks & Spencer PLC                                                              | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    1595000 | PA      | $1708608.10   | 0.09%             | 2037-12-01      | Fixed         | 7.12%                 | 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      | $3541939.74   | 0.19%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3977625.56   | 0.21%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    3540000 | PA      | $3686502.90   | 0.20%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| TKC HOLDINGS INC                                        | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2178367.54   | 0.12%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    5570000 | PA      | $5374306.41   | 0.29%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31386CZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         99 | PA      | $99.37        | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $50843.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAC9<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |    2918883 | PA      | $2957288.12   | 0.16%             | 2069-04-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| UCFC Manufactured Housing Contract                      | UCFC Manufactured Housing Contract                                               | CUSIP: 90263ABH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     405856 | PA      | $384517.73    | 0.02%             | 2029-04-15      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3365943 | PA      | $3315162.94   | 0.18%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    8720000 | PA      | $10198959.70  | 0.55%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: —       |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                 | CUSIP: 697660AE8<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    2410000 | PA      | $2449663.78   | 0.13%             | 2031-09-10      | Fixed         | 7.95%                 | 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      | $2273548.11   | 0.12%             | 2056-05-15      | Fixed         | 5.47%                 | 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        |    2649250 | PA      | $2664234.48   | 0.14%             | 2031-05-09      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    9317940 | PA      | $231732.50    | 0.01%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                           | CoreCivic Inc                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1219293.25   | 0.07%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp II                                                   | CUSIP: 36269JAL2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    5880000 | PA      | $6135998.15   | 0.33%             | 2041-03-10      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31387XVV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        456 | PA      | $480.68       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-19538.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-3048.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                          | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2490000 | PA      | $2477422.01   | 0.13%             | 2028-02-15      | Fixed         | 5.00%                 | 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      | $2108295.07   | 0.11%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        861 | NC      | $3026597.39   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc                                          | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     393000 | PA      | $395269.97    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | 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      | $4152634.89   | 0.22%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     670000 | PA      | $674272.59    | 0.04%             | 2028-03-23      | Fixed         | 6.50%                 | 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      |
| Morgan Stanley Capital Services LLC                     | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |          1 | NC      | $33130.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     680000 | PA      | $686310.40    | 0.04%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                      | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-41336.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SALISBURY RECEIVABLES COMPANY LLC                       | SALISBURY RECEIVABLES COMPANY LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    3992440 | PA      | $3992440.00   | 0.21%             | 2025-07-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $2072621.12   | 0.11%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CO-OP GRP HLDS                                          | Co-operative Group Holdings 2011 Ltd                                             | CUSIP: 000000000<br>LEI: 213800TAO69X5H284Q39 | Long             | DBT              | CORP              | GB        |    2410000 | PA      | $3335331.12   | 0.18%             | 2026-07-08      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VZT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2146037 | PA      | $1959950.26   | 0.11%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-3130213.40  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     470000 | PA      | $414707.23    | 0.02%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Park-Ohio Industries Inc                                | Park-Ohio Industries Inc                                                         | CUSIP: 700677AR8<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2334163.15   | 0.13%             | 2027-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    3060000 | PA      | $3069400.32   | 0.16%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $6250132.50   | 0.33%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| VFH PARENT / VALOR CO                                   | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $891989.15    | 0.05%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     810000 | PA      | $718265.48    | 0.04%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     431563 | PA      | $203378.34    | 0.01%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    5100000 | PA      | $5282534.10   | 0.28%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE NEW YORK                               | SOCIETE GENERALE NEW YORK                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    3001308 | PA      | $3001308.00   | 0.16%             | 2025-10-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS124727-0WZ124729                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2060000 | OU      | $439276.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-493564.74   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                                | Dividend Solar Loans 2019-1 LLC                                                  | CUSIP: 255388AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1969488 | PA      | $1808563.88   | 0.10%             | 2039-08-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2022-NQM3                                    | CUSIP: 64831QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3709161 | PA      | $3379584.64   | 0.18%             | 2062-04-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2019-3                                       | CUSIP: 64830EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1690700 | PA      | $1629565.42   | 0.09%             | 2058-11-25      | Variable      | 3.75%                 | 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      | $2006273.03   | 0.11%             | 2050-02-15      | Fixed         | 3.25%                 | 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      | $955097.10    | 0.05%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1520000 | PA      | $1341647.05   | 0.07%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CA        |          1 | NC      | $41526.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryan LLC                                                | Ryan LLC Term Loan                                                               | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |    2987658 | PA      | $2995127.23   | 0.16%             | 2030-11-14      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| X AI CORP                                               | X AI CORP TERM LOAN                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6410000 | PA      | $6118216.80   | 0.33%             | 2030-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                        | Modena Buyer LLC Term Loan                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    3116819 | PA      | $3012925.88   | 0.16%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    4110000 | PA      | $4198893.09   | 0.23%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Fin Square Govt Fd                        | Goldman Sachs Fin Square Govt Fd                                                 | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    2000000 | NS      | $2000000.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 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      |
| Structured Asset Mortgage Investments Inc               | Structured Asset Mortgage Investments II Trust 2005-AR8                          | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1011904 | PA      | $843972.87    | 0.05%             | 2036-02-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    3890693 | PA      | $3879923.38   | 0.21%             | 2032-04-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2743052.92   | 0.15%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2023-NQM4                                        | CUSIP: 10569YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2988681 | PA      | $3003882.90   | 0.16%             | 2063-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| ACCELERATE360 HOLD LLC                                  | Mcclatchy Media Co LLC                                                           | CUSIP: 00456LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29985060 | PA      | $32308902.15  | 1.73%             | 2031-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Geo Group Inc (The)                                     | Geo Group Inc (The) 2024 Term Loan B                                             | CUSIP: 36170EAC1<br>LEI: 54930024XOXET7NQVZ63 | Long             | LON              | CORP              | US        |    1523915 | PA      | $1532963.95   | 0.08%             | 2029-04-13      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2006-18CB                                                 | CUSIP: 02147FAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1366912 | PA      | $1215117.40   | 0.07%             | 2036-07-25      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                     | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $2770938.88   | 0.15%             | 2033-03-10      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     950000 | PA      | $785198.75    | 0.04%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1082745.30   | 0.06%             | 2031-01-15      | Fixed         | 7.50%                 | 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        |    1633565 | PA      | $1367607.82   | 0.07%             | 2037-11-25      | Variable      | 6.10%                 | 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        |     990000 | PA      | $996900.83    | 0.05%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BofA Securities, Inc.                                   | USCHC0004 USD CALL CHF PUT JUL25 0.8355 CALL                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              |  | US        |   11848000 | OU      | $59.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1802 | NC      | $2128242.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyMiles IP Ltd                                         | SkyMiles IP Ltd 2020 Skymiles Term Loan B                                        | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    3563636 | PA      | $3589993.01   | 0.19%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                       | GEO Group Inc/The                                                                | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3838653.00   | 0.21%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Evertec Group LLC                                       | Evertec Group LLC 2023 Term Loan B                                               | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |    1971000 | PA      | $1982086.88   | 0.11%             | 2030-10-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7132028 | PA      | $5737142.10   | 0.31%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | 0WS124685-0WZ124687                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     848000 | OU      | $-23319.15    | -0.00%            |  |  |  | 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      | $2362207.54   | 0.13%             | 2034-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-13090.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $2455.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                         | Natgasoline LLC 2025 Term Loan B                                                 | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    1614844 | PA      | $1606769.53   | 0.09%             | 2030-03-29      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131XV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1129582 | PA      | $1099464.21   | 0.06%             | 2047-02-01      | Fixed         | 4.50%                 | 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      | $410756.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America NA                                      | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-54018.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $68617.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascent Capital Group Inc                                | Ascent Capital Group Inc                                                         | CUSIP: 000000000<br>LEI: 549300FJ06NSN1X35841 | Long             | EC               | CORP              | US        |      13995 | NS      | $27990.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Barclays Capital Inc                                    | Barclays Capital Inc                                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |    2000000 | PA      | $2000000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                           | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    3160000 | PA      | $3134652.06   | 0.17%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                | Altice France Holding SA                                                         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    6360000 | PA      | $2210100.00   | 0.12%             | 2027-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      23994 | PA      | $11400.56     | 0.00%             | 2030-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                                    | Shelf Drilling Holdings Ltd                                                      | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |    4008000 | PA      | $3211137.46   | 0.17%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1573815 | PA      | $1473703.85   | 0.08%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                        | Ocean Trails Clo X                                                               | CUSIP: 67516CAW9<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5502530.00   | 0.29%             | 2034-10-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1720000 | PA      | $1756500.12   | 0.09%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     650000 | PA      | $289854.50    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DARKTRACE PLC                                           | Darktrace PLC 1st Lien Term Loan                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2948029 | PA      | $2953556.60   | 0.16%             | 2031-10-09      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     200000 | PA      | $196429.44    | 0.01%             | 2054-07-20      | Fixed         | 5.00%                 | 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        |    2984925 | PA      | $2992386.85   | 0.16%             | 2028-08-31      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2600000 | PA      | $2547740.42   | 0.14%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31384VXX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         15 | PA      | $15.01        | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36290TC72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17697 | PA      | $18146.42     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | 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      | $2015946.00   | 0.11%             | 2037-04-20      | Floating      | 8.77%                 | 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      |
| 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      | $3240720.37   | 0.17%             | 2031-04-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $90367.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                        | IndyMac INDX Mortgage Loan Trust 2004-AR14                                       | CUSIP: 45660LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     471082 | PA      | $359680.03    | 0.02%             | 2035-01-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     360000 | PA      | $362073.96    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| JANE STREET GROUP LLC                                   | Jane Street Group LLC 2024 Term Loan B1                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    4022144 | PA      | $4021895.04   | 0.22%             | 2031-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                          | TransAlta Corp                                                                   | CUSIP: 89346DAH0<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    1320000 | PA      | $1386733.92   | 0.07%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     600436 | PA      | $308379.29    | 0.02%             | 2034-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1100000 | PA      | $1118505.63   | 0.06%             | 2044-02-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    7715000 | PA      | $7496466.45   | 0.40%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| TORONTO DOMINION NY                                     | TORONTO DOMINION NY                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2001554 | PA      | $2001554.00   | 0.11%             | 2026-04-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| PAN AMERICAN ENERGY LLC                                 | Pan American Energy LLC/Argentina                                                | CUSIP: 69784DAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |    3330000 | PA      | $3580282.80   | 0.19%             | 2032-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-36240.10    | -0.00%            |  |  |  | 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      | $4236937.99   | 0.23%             | 2025-07-30      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31371H6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         74 | PA      | $76.75        | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $2159520.59   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     809838 | PA      | $788241.07    | 0.04%             | 2050-11-20      | Fixed         | 4.50%                 | 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      | $1156763.33   | 0.06%             | 2040-10-12      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2014-2R Ltd                                 | CUSIP: 14314LAC9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |    1192881 | PA      | $1193089.52   | 0.06%             | 2031-05-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $4263793.09   | 0.23%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| DYNAMO NEWCO II GMBH                                    | Dynamo Newco II GmbH USD Term Loan B                                             | CUSIP: 26806DAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2984962 | PA      | $2995224.70   | 0.16%             | 2031-09-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2120045.40   | 0.11%             | 2030-06-15      | Fixed         | 7.00%                 | 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      | $3167389.17   | 0.17%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KWG0<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    1165184 | PA      | $1301971.36   | 0.07%             | 2042-04-25      | Floating      | 14.05%                | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1115709.74   | 0.06%             | 2049-08-15      | Fixed         | 4.40%                 | 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      | $1163077.50   | 0.06%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                    | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    1110000 | PA      | $81673.80     | 0.00%             | 2024-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Series 2019-UVIL                                                            | CUSIP: 12656DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5560000 | PA      | $5153559.00   | 0.28%             | 2041-12-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                       | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     635200 | PA      | $634538.12    | 0.03%             | 2031-08-04      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132E0VN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2158065 | PA      | $2246150.23   | 0.12%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XP6C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4442179 | PA      | $4462214.76   | 0.24%             | 2053-09-01      | Fixed         | 5.50%                 | 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        |    1996016 | PA      | $1996016.00   | 0.11%             | 2025-07-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |          1 | NC      | $95291.78     | 0.01%             |  |  |  | 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        |    2376473 | PA      | $2412131.24   | 0.13%             | 2049-10-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 23 Ltd                                                                  | CUSIP: 00177JBS3<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |    2540000 | PA      | $2535555.00   | 0.14%             | 2035-04-17      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4090000 | PA      | $4464128.66   | 0.24%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $54512.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                 | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     950000 | PA      | $947729.50    | 0.05%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    1520000 | PA      | $998756.58    | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LFS 2023A, LLC                                          | LFS 2023A LLC                                                                    | CUSIP: 50205FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $998963.40    | 0.05%             | 2035-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS NEW YORK                                       | BARCLAYS NEW YORK                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2000152 | PA      | $2000152.00   | 0.11%             | 2025-10-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3339945 | PA      | $3347156.15   | 0.18%             | 2058-02-25      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KTHM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88975 | PA      | $74099.66     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | 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        |    2883309 | PA      | $2856877.65   | 0.15%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2980000 | PA      | $3091741.06   | 0.17%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| LRS Holdings LLC                                        | LRS Holdings LLC Term Loan B                                                     | CUSIP: 50205HAC4<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |    3474206 | PA      | $3415579.08   | 0.18%             | 2028-08-31      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                                | BANK OF MONTREAL CHICAGO                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2001442 | PA      | $2001442.00   | 0.11%             | 2026-05-05      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1218897 | PA      | $992860.84    | 0.05%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2812000 | PA      | $2936872.48   | 0.16%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-26

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

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer