# EDGAR Filing Document

**Accession Number:** 0000063075
**File Stem:** 0002071691-26-015577
**Filing Date:** 2026-6
**Character Count:** 175097
**Document Hash:** c8e749b5f613aa7e5ed934e8f761b0c0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015577.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0002071691-26-015577

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST IX
- **CENTRAL INDEX KEY:** 0000063075

**ORGANIZATION NAME:**
- **EIN:** 042535629
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02464
- **FILM NUMBER:** 261132306

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS SERIES TRUST IX /MA/
- **DATE OF NAME CHANGE:** 19951218

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS SERIES TRUST IX
- **DATE OF NAME CHANGE:** 19950207

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS BOND FUND
- **DATE OF NAME CHANGE:** 19930408

## Series and Classes Contracts Data

### MFS Limited Maturity Fund (Series ID: S000002495)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000006744 | I            | MQLIX           |
| C000006745 | A            | MQLFX           |
| C000006746 | R4           | MQLJX           |
| C000006750 | B            | MQLBX           |
| C000006751 | C            | MQLCX           |
| C000006753 | R1           | MQLGX           |
| C000006755 | R2           | MLMRX           |
| C000006756 | R3           | MQLHX           |
| C000119776 | R6           | MQLKX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS Series Trust IX

- **b. Investment Company Act file number:** 811-02464

- **c. CIK number of Registrant:** 0000063075

- **d. LEI of Registrant:** 549300IJONSVWD5I9F62

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

  - **Street Address 1:** 111 Huntington Avenue

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Limited Maturity Fund

- **b. EDGAR series identifier (if any):** S000002495

- **c. LEI of Series:** 7ER38PJ2TK60L3Y32478

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-04-30

**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:** $3393114120.25

**Total Liabilities:** $51569699.29

**Net Assets:** $3341544420.96

**Delayed Delivery Securities:** $22882994.00

**Cash Not Reported:** $241747.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13444.58934990 | **1-Year:** -208452.95688370 | **5-Year:** -250764.19053460 | **10-Year:** -22117.35047810 | **30-Year:** -6124.76488490

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

- **3-Month:** -845.92558030 | **1-Year:** -11945.15273900 | **5-Year:** -14289.93529840 | **10-Year:** -7564.98654390 | **30-Year:** -4049.55122750

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006744 | 0.53%                | -0.69%               | 0.51%                |
| Class ID C000006745 | 0.68%                | -0.69%               | 0.32%                |
| Class ID C000006746 | 0.70%                | -0.68%               | 0.33%                |
| Class ID C000006750 | 0.62%                | -0.76%               | 0.43%                |
| Class ID C000006751 | 0.44%                | -0.60%               | 0.25%                |
| Class ID C000006753 | 0.61%                | -0.77%               | 0.25%                |
| Class ID C000006755 | 0.49%                | -0.54%               | 0.30%                |
| Class ID C000006756 | 0.51%                | -0.53%               | 0.31%                |
| Class ID C000119776 | 0.53%                | -0.51%               | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-283723.79              | $8334512.35                                |
| Month 2  | $-849528.90              | $-30514892.18                              |
| Month 3  | $-900768.58              | $1210205.81                                |

**Designated Index Information**

- **Index Name:** Barclays US Govt Credit 1 to 3 yr Index

- **Index Identifier:** LD01TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO Corp.                                         | AGCO Corp.                                                                    | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   5782000 | PA      | $5823494.12   | 0.17%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Acrec 2025 Fl LLC                                  | Acrec 2025 Fl LLC, Series 2025-FL3, Class A                                   | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4071429 | PA      | $4071412.71   | 0.12%             | 2042-08-18      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                      | AIB Group plc                                                                 | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   2036000 | PA      | $2127313.58   | 0.06%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                          | Corebridge Global Funding                                                     | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   5233000 | PA      | $5309917.72   | 0.16%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AREIT LLC                                          | AREIT LLC, Series 2022-CRE7, Class B                                          | CUSIP: 00217VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12436500 | PA      | $12438042.13  | 0.37%             | 2039-06-17      | Floating      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| Acore Issuer LLC                                   | Acore Issuer LLC, Series 2026-FL1, Class B                                    | CUSIP: 00485EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10048500 | PA      | $10060888.80  | 0.30%             | 2043-08-20      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| ACREC Ltd.                                         | ACREC Ltd., Series 2021-FL1, Class AS                                         | CUSIP: 00500RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1511391 | PA      | $1510707.97   | 0.05%             | 2036-10-16      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| ACREC Ltd.                                         | ACREC Ltd., Series 2021-FL1, Class B                                          | CUSIP: 00500RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11776000 | PA      | $11771775.95  | 0.35%             | 2036-10-16      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| ACREC Ltd.                                         | ACREC Ltd., Series 2021-FL1, Class C                                          | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5972500 | PA      | $5972132.09   | 0.18%             | 2036-10-16      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| ACRES Commercial Realty Issuer LLC                 | ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class A                  | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10009384.00  | 0.30%             | 2044-08-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| ACRES Commercial Realty Issuer LLC                 | ACRES Commercial Realty Issuer LLC, Series 2026-FL4, Class B                  | CUSIP: 00501XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4637500 | PA      | $4637494.44   | 0.14%             | 2044-08-18      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                    | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5009000 | PA      | $5101004.31   | 0.15%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                  | Affirm Asset Securitization Trust, Series 2025-X1, Class A                    | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63578 | PA      | $63606.72     | 0.00%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                  | Affirm Asset Securitization Trust, Series 2025-X1, Class B                    | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5006191.00   | 0.15%             | 2030-04-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Airbnb, Inc.                                       | Airbnb, Inc.                                                                  | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5702128.48   | 0.17%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                  | Algonquin Power & Utilities Corp.                                             | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   3482000 | PA      | $3481912.01   | 0.10%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Ambac Assurance Corp.                              | Ambac Assurance Corp.                                                         | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |     23513 | PA      | $31037.54     | 0.00%             | 2049-12-31      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust, Series 2024-3, Class B          | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598673 | PA      | $598980.44    | 0.02%             | 2028-08-14      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust, Series 2026-2, Class B          | CUSIP: 02528FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2848460.72   | 0.09%             | 2030-10-08      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust, Series 2026-1, Class A          | CUSIP: 02531FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10679571 | PA      | $10676649.28  | 0.32%             | 2029-07-12      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust, Series 2026-1, Class B          | CUSIP: 02531FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2993183.10   | 0.09%             | 2030-04-12      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  13906000 | PA      | $13978497.12  | 0.42%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                           | American Homes 4 Rent LP                                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   9703000 | PA      | $9761592.34   | 0.29%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                | American Transmission Systems, Inc.                                           | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1207451.54   | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust, Series 2024-7, Class A1                             | CUSIP: 03466CAA2<br>LEI: 254900Q2UY574S9NQF08 | Long             | ABS-MBS          | CORP              | US        |   3072588 | PA      | $3088757.48   | 0.09%             | 2069-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust, Series 2024-9, Class A1                             | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |   3245032 | PA      | $3244228.87   | 0.10%             | 2069-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust, Series 2024-13, Class A1                            | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |  10477955 | PA      | $10518833.04  | 0.31%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital plc                         | Anglo American Capital plc                                                    | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |  12924000 | PA      | $12970796.12  | 0.39%             | 2027-04-10      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc.                                                         | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4976000 | PA      | $5011300.59   | 0.15%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc.                                                         | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   5855000 | PA      | $5865796.91   | 0.18%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                          | Apollo Debt Solutions BDC                                                     | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   3429000 | PA      | $3392505.77   | 0.10%             | 2028-12-08      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.     | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class AS     | CUSIP: 03880RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11713500 | PA      | $11713414.49  | 0.35%             | 2036-11-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.     | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class B      | CUSIP: 03880RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7713500 | PA      | $7714341.54   | 0.23%             | 2036-11-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.     | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class C      | CUSIP: 03880RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4645000 | PA      | $4645657.73   | 0.14%             | 2036-11-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.     | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class C      | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12447500 | PA      | $12455049.41  | 0.37%             | 2037-01-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| ARDN Mortgage Trust                                | ARDN Mortgage Trust, Series 2025-ARCP, Class A                                | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14993000 | PA      | $15020973.94  | 0.45%             | 2035-06-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| AREIT Trust                                        | AREIT Trust, Series 2022-CRE6, Class C                                        | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4174000 | PA      | $4171484.33   | 0.12%             | 2037-01-20      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| AREIT Trust                                        | AREIT Trust, Series 2022-CRE6, Class D                                        | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2549000 | PA      | $2542736.34   | 0.08%             | 2037-01-20      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                              | ARI Fleet Lease Trust, Series 2023-B, Class A2                                | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458642 | PA      | $460843.59    | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                            | Arrow Electronics, Inc.                                                       | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   6039000 | PA      | $5377094.14   | 0.16%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                            | Arrow Electronics, Inc.                                                       | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |  10627000 | PA      | $10737652.57  | 0.32%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                           | Arthur J Gallagher & Co.                                                      | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   6009000 | PA      | $6026080.34   | 0.18%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                           | Arthur J Gallagher & Co.                                                      | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   6008000 | PA      | $6064601.31   | 0.18%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                              | Ashtead Capital, Inc.                                                         | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   6204000 | PA      | $6083008.60   | 0.18%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Aspire Mortgage Trust                              | Aspire Mortgage Trust, Series 2026-1, Class A1                                | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3076733 | PA      | $3058204.84   | 0.09%             | 2066-01-25      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                   | AutoNation, Inc.                                                              | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8901000 | PA      | $8305622.79   | 0.25%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                   | AutoNation, Inc.                                                              | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16914000 | PA      | $16775548.59  | 0.50%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust                           | AutoNation Finance Trust, Series 2025-1A, Class A2                            | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1541183 | PA      | $1542788.32   | 0.05%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                         | Aviation Capital Group LLC                                                    | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  10296000 | PA      | $10150335.69  | 0.30%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4863000 | PA      | $4696459.66   | 0.14%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   6355000 | PA      | $6157504.27   | 0.18%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                       | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5044000 | PA      | $5193763.42   | 0.16%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2018-C2, Class XA                                | CUSIP: 05491UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  58034845 | PA      | $849821.65    | 0.03%             | 2051-12-15      | Variable      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2021-C9, Class XA                                | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  51875318 | PA      | $2999628.04   | 0.09%             | 2054-02-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                               | BBCMS Mortgage Trust, Series 2021-C11, Class XA                               | CUSIP: 05493MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37580103 | PA      | $1788531.03   | 0.05%             | 2054-09-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                            | BDS LLC, Series 2026-FL17, Class AS                                           | CUSIP: 05494WAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5300496 | PA      | $5300496.00   | 0.16%             | 2043-05-19      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BDS LLC                                            | BDS LLC, Series 2026-FL17, Class B                                            | CUSIP: 05494WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14875666 | PA      | $14875666.00  | 0.45%             | 2043-05-19      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BDS LLC                                            | BDS LLC, Series 2026-FL17, Class C                                            | CUSIP: 05494WAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2706832 | PA      | $2706832.00   | 0.08%             | 2043-05-19      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BA Credit Card Trust                               | BA Credit Card Trust, Series 2025-A1, Class A                                 | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   3923000 | PA      | $3935520.25   | 0.12%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                      | BAT International Finance plc                                                 | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  15232000 | PA      | $15789455.71  | 0.47%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust                                        | BBCMS Trust, Series 2021-C10, Class XA                                        | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32429448 | PA      | $1479314.68   | 0.04%             | 2054-07-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                       | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   8749000 | PA      | $8921953.03   | 0.27%             | 2029-05-30      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd.                                          | BXMT Ltd., Series 2021-FL4, Class AS                                          | CUSIP: 05609GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12062500 | PA      | $12029630.89  | 0.36%             | 2038-05-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer LLC                                   | BSPRT Issuer LLC, Series 2026-FL13, Class A                                   | CUSIP: 05620GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8500000 | PA      | $8509673.00   | 0.25%             | 2043-10-18      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Ltd.                                       | Bacardi Ltd.                                                                  | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  17244000 | PA      | $17418788.98  | 0.52%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                       | Bain Capital Credit CLO Ltd., Series 2021-7A, Class BR                        | CUSIP: 05682NAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8775562 | PA      | $8769928.09   | 0.26%             | 2035-01-22      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                       | Bain Capital Credit CLO Ltd., Series 2021-4A, Class BRR                       | CUSIP: 05685ABE7<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |  15478057 | PA      | $15477809.35  | 0.46%             | 2034-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                       | Balboa Bay Loan Funding Ltd., Series 2022-1A, Class BR                        | CUSIP: 05766EAN2<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | KY        |  15426798 | PA      | $15438152.12  | 0.46%             | 2037-04-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                         | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4033000 | PA      | $4033692.39   | 0.12%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp., Series L                                               | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6721000 | PA      | $6706788.92   | 0.20%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  22751000 | PA      | $22616022.41  | 0.68%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK                                               | BANK, Series 2021-BN35, Class XA                                              | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31381796 | PA      | $1179908.45   | 0.04%             | 2064-06-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BANK                                               | BANK, Series 2019-BN24, Class XA                                              | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34003482 | PA      | $691001.76    | 0.02%             | 2062-11-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK                                               | BANK, Series 2021-BN31, Class XA                                              | CUSIP: 06541ABM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50841861 | PA      | $2398546.15   | 0.07%             | 2054-02-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| BANK                                               | BANK, Series 2021-BN34, Class XA                                              | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  55216006 | PA      | $1870386.99   | 0.06%             | 2063-06-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| BANK                                               | BANK, Series 2021-BN32, Class XA                                              | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45989028 | PA      | $1212822.65   | 0.04%             | 2054-04-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA              | Banque Federative du Credit Mutuel SA                                         | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   7978000 | PA      | $8005363.10   | 0.24%             | 2026-07-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Ltd.                                       | Bacardi Ltd.                                                                  | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   3424000 | PA      | $3424626.46   | 0.10%             | 2028-05-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                  | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10326000 | PA      | $10197102.19  | 0.31%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Bardot CLO Ltd.                                    | Bardot CLO Ltd., Series 2019-2A, Class CRR                                    | CUSIP: 06744NBW6<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   5464286 | PA      | $5450461.36   | 0.16%             | 2032-10-22      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                     | Bayview Commercial Asset Trust, Series 2005-2A, Class A1                      | CUSIP: 07324SBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113828 | PA      | $111353.22    | 0.00%             | 2035-08-25      | Floating      | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Bayview Financial Revolving Asset Trust            | Bayview Financial Revolving Asset Trust, Series 2005-E, Class M1              | CUSIP: 073250BW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57903 | PA      | $143717.52    | 0.00%             | 2040-12-28      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2021-B23, Class XA                           | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59308663 | PA      | $2504996.26   | 0.07%             | 2054-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2021-B24, Class XA                           | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35878473 | PA      | $1317389.37   | 0.04%             | 2054-03-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2021-B28, Class XA                           | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50678731 | PA      | $2338620.72   | 0.07%             | 2054-08-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2021-B27, Class XA                           | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69026745 | PA      | $3004948.19   | 0.09%             | 2054-07-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2021-B29, Class XA                           | CUSIP: 08163JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  75143325 | PA      | $2449214.02   | 0.07%             | 2054-09-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                           | Benchmark Mortgage Trust, Series 2025-V18, Class A3                           | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7525237 | PA      | $7662147.40   | 0.23%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                 | Berry Global, Inc.                                                            | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   9789000 | PA      | $9601676.81   | 0.29%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                 | Berry Global, Inc.                                                            | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1973375.61   | 0.06%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                       | Biogen, Inc.                                                                  | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   9580000 | PA      | $9744923.34   | 0.29%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                    | Blackstone Secured Lending Fund                                               | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   3429000 | PA      | $3347761.33   | 0.10%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                                | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  12560000 | PA      | $12391924.59  | 0.37%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                   | Boeing Co. (The)                                                              | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10258000 | PA      | $10955549.74  | 0.33%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                          | Booz Allen Hamilton, Inc.                                                     | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   4711000 | PA      | $4588871.56   | 0.14%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  13074000 | PA      | $13217031.91  | 0.40%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3382000 | PA      | $3447581.75   | 0.10%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2368000 | PA      | $2393815.15   | 0.07%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8525000 | PA      | $8493100.30   | 0.25%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2835087.79   | 0.08%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                           | Brookfield Finance, Inc.                                                      | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |  13949000 | PA      | $13784739.37  | 0.41%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                | Brown & Brown, Inc.                                                           | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4171000 | PA      | $4183488.43   | 0.13%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                        | Business Jet Securities LLC, Series 2024-2A, Class A                          | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3435875 | PA      | $3428499.09   | 0.10%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                        | Business Jet Securities LLC, Series 2024-2A, Class B                          | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2007679 | PA      | $1992925.33   | 0.06%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                        | Business Jet Securities LLC, Series 2024-1A, Class A                          | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2393995 | PA      | $2429605.93   | 0.07%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                        | Business Jet Securities LLC, Series 2024-1A, Class B                          | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278385 | PA      | $283912.08    | 0.01%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd.                                          | BXMT Ltd., Series 2020-FL2, Class A                                           | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1070527 | PA      | $1069773.13   | 0.03%             | 2038-02-15      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd.                                          | BXMT Ltd., Series 2020-FL2, Class B                                           | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5795500 | PA      | $5778339.52   | 0.17%             | 2038-02-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| C-BASS TRUST                                       | C-BASS TRUST, Series 2007-CB1, Class AF3                                      | CUSIP: 1248MGAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1514396 | PA      | $404667.55    | 0.01%             | 2037-01-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                | CBRE Services, Inc.                                                           | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |  10326000 | PA      | $10576657.04  | 0.32%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                | CBRE Services, Inc.                                                           | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $3025383.33   | 0.09%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCUBS Commercial Mortgage Trust                    | CCUBS Commercial Mortgage Trust, Series 2017-C1, Class XA                     | CUSIP: 12508GAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19074913 | PA      | $187391.94    | 0.01%             | 2050-11-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                  | CD Mortgage Trust, Series 2017-CD4, Class XA                                  | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31613992 | PA      | $193139.36    | 0.01%             | 2050-05-10      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                            | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                              | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1534864 | PA      | $1277562.25   | 0.04%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                            | CF Hippolyta Issuer LLC, Series 2020-1, Class B1                              | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499890 | PA      | $306910.32    | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                   | COOPR Residential Mortgage Trust, Series 2025-CES1, Class A1A                 | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2084957 | PA      | $2097322.30   | 0.06%             | 2060-05-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                           | COLT Mortgage Loan Trust, Series 2024-2, Class A1                             | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |   2998056 | PA      | $3017154.43   | 0.09%             | 2069-04-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                         | CPS Auto Receivables Trust, Series 2026-B, Class B                            | CUSIP: 12676XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1990000 | PA      | $1986808.24   | 0.06%             | 2030-12-16      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                       | CaixaBank SA                                                                  | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  12461000 | PA      | $12780192.88  | 0.38%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| California Public Finance Authority                | California Public Finance Authority, Series 2026A                             | CUSIP: 13057EKC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7520000 | PA      | $7708036.85   | 0.23%             | 2031-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1670903.22   | 0.05%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2193000 | PA      | $2253202.37   | 0.07%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                   | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   8492000 | PA      | $8391227.13   | 0.25%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                          | Chesapeake Funding II LLC, Series 2023-1A, Class A1                           | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1108854 | PA      | $1109525.59   | 0.03%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                          | Chesapeake Funding II LLC, Series 2023-2A, Class A1                           | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1489503 | PA      | $1499947.15   | 0.04%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Citadel Finance LLC                                | Citadel Finance LLC                                                           | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   8158000 | PA      | $8030836.69   | 0.24%             | 2029-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC             | Citadel Securities Global Holdings LLC                                        | CUSIP: 17289RAE6<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   5397000 | PA      | $5332405.41   | 0.16%             | 2032-01-27      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| C-BASS Mortgage Loan Trust                         | C-BASS Mortgage Loan Trust, Series 2007-CB3, Class A3                         | CUSIP: 17311YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1986454 | PA      | $702916.79    | 0.02%             | 2037-03-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                     | Citizens Financial Group, Inc.                                                | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   9750000 | PA      | $10033480.76  | 0.30%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                 | CNO Global Funding                                                            | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   8514000 | PA      | $8432571.42   | 0.25%             | 2030-12-11      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                           | COLT Mortgage Loan Trust, Series 2024-3, Class A1                             | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |   4759502 | PA      | $4808050.09   | 0.14%             | 2069-06-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                           | COLT Mortgage Loan Trust, Series 2024-3, Class A2                             | CUSIP: 19688VAB6<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |   1579094 | PA      | $1594879.23   | 0.05%             | 2069-06-25      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Columbia Cent CLO 35 Ltd.                          | Columbia Cent CLO 35 Ltd., Series 2025-35A, Class AJ                          | CUSIP: 19739RAC2<br>LEI: 2549006YWAD6BJI1C841 | Long             | ABS-CBDO         | CORP              | KY        |  13881711 | PA      | $13889040.54  | 0.42%             | 2036-07-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                 | Columbia Pipelines Holding Co. LLC                                            | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14822000 | PA      | $15296109.68  | 0.46%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1               | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2309437 | PA      | $2313187.72   | 0.07%             | 2045-02-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.          | Consolidated Edison Co. of New York, Inc.                                     | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   8765000 | PA      | $8757059.09   | 0.26%             | 2027-11-18      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                         | Constellation Brands, Inc.                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   7961000 | PA      | $8024705.99   | 0.24%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                         | Corebridge Financial, Inc.                                                    | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   8294000 | PA      | $8242577.12   | 0.25%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                         | COPT Defense Properties LP                                                    | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1926314.92   | 0.06%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                           | Cox Communications, Inc.                                                      | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  13143000 | PA      | $13378624.02  | 0.40%             | 2028-09-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                 | Crown Castle, Inc.                                                            | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3817000 | PA      | $3764768.90   | 0.11%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                         | DCP Midstream Operating LP                                                    | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |  14003000 | PA      | $14141226.55  | 0.42%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                          | DLLST LLC, Series 2024-1A, Class A3                                           | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    796411 | PA      | $798675.03    | 0.02%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                               | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   7786000 | PA      | $8001301.27   | 0.24%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                       | Dell Equipment Finance Trust, Series 2024-2, Class A2                         | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050475 | PA      | $1051464.94   | 0.03%             | 2030-08-22      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                       | Dell Equipment Finance Trust, Series 2024-2, Class A3                         | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3403000 | PA      | $3414133.60   | 0.10%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                              | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5284000 | PA      | $5221244.20   | 0.16%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                              | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6381000 | PA      | $6595068.58   | 0.20%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6683000 | PA      | $6662043.05   | 0.20%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   8420000 | PA      | $8461581.16   | 0.25%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                              | CUSIP: 25160PAS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3848000 | PA      | $3843706.82   | 0.12%             | 2032-04-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                           | Diamondback Energy, Inc.                                                      | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4369000 | PA      | $4406396.54   | 0.13%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                           | Diamondback Energy, Inc.                                                      | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4369000 | PA      | $4469338.28   | 0.13%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dryden 49 Senior Loan Fund                         | Dryden 49 Senior Loan Fund, Series 2017-49A, Class BR                         | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   8060245 | PA      | $8071529.30   | 0.24%             | 2030-07-18      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Dryden 95 CLO Ltd.                                 | Dryden 95 CLO Ltd., Series 2021-95A, Class BR                                 | CUSIP: 262487AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16500000 | PA      | $16503580.50  | 0.49%             | 2034-08-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Dryden 75 CLO Ltd.                                 | Dryden 75 CLO Ltd., Series 2019-75A, Class BR3                                | CUSIP: 26252JBE7<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |  19157552 | PA      | $19158854.71  | 0.57%             | 2034-04-14      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp.                                          | EQT Corp.                                                                     | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  14194000 | PA      | $14466932.31  | 0.43%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                           | Eagle Funding Luxco Sarl                                                      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |  11215000 | PA      | $11301355.50  | 0.34%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| eBay, Inc.                                         | eBay, Inc.                                                                    | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   8418000 | PA      | $8382702.91   | 0.25%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                                | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  13058000 | PA      | $13186422.69  | 0.39%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  14335000 | PA      | $14487209.60  | 0.43%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Empire District Bondco LLC                         | Empire District Bondco LLC, Series A-1                                        | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2635559 | PA      | $2662718.43   | 0.08%             | 2033-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                                | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9732000 | PA      | $9814019.45   | 0.29%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                                | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4364000 | PA      | $4398785.97   | 0.13%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP                                                            | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4447867.19   | 0.13%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2022-4, Class A2                       | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6156 | PA      | $6161.64      | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2023-2, Class A2                       | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710543 | PA      | $712976.46    | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2023-2, Class A3                       | CUSIP: 29375NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3561000 | PA      | $3597434.37   | 0.11%             | 2030-04-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing LLC, Series 2024-3, Class A2                       | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    803892 | PA      | $805445.66    | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                  | Eversource Energy                                                             | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  13220000 | PA      | $13026468.06  | 0.39%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, Series 4121, Class GC                                                  | CUSIP: 3137AV5K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    695966 | PA      | $655396.48    | 0.02%             | 2042-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, Series 4203, Class BN                                                  | CUSIP: 3137B2BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4461760 | PA      | $4342249.24   | 0.13%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, Series 4566, Class PG                                                  | CUSIP: 3137BNPS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1136933 | PA      | $1075865.70   | 0.03%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC Multifamily Structured Pass-Through Certificates, Series KF65, Class A  | CUSIP: 3137FNAS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2446026 | PA      | $2443860.60   | 0.07%             | 2029-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class X1 | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28129920 | PA      | $1464744.62   | 0.04%             | 2030-04-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS                                                                          | CUSIP: 3138ERQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493400 | PA      | $480300.28    | 0.01%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                          | CUSIP: 31400YC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23453 | PA      | $23861.81     | 0.00%             | 2033-03-01      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA                                                                          | CUSIP: 31401L4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49464 | PA      | $50494.82     | 0.00%             | 2033-05-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec        | Federation des Caisses Desjardins du Quebec                                   | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   8606000 | PA      | $8586680.05   | 0.26%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.       | Fidelity National Information Services, Inc.                                  | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   6834000 | PA      | $6814825.23   | 0.20%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.       | Fidelity National Information Services, Inc.                                  | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   3797000 | PA      | $3782172.22   | 0.11%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.       | Fidelity National Information Services, Inc.                                  | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   6834000 | PA      | $6797478.01   | 0.20%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                    | First Citizens BancShares, Inc.                                               | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   4793000 | PA      | $4768994.69   | 0.14%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                               | Flutter Treasury DAC                                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |  10831000 | PA      | $10790492.06  | 0.32%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  16507000 | PA      | $16622999.97  | 0.50%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5263000 | PA      | $5217422.16   | 0.16%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORT CRE Issuer LLC                                | FORT CRE Issuer LLC, Series 2022-FL3, Class AS                                | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5533898 | PA      | $5527898.80   | 0.17%             | 2039-02-23      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                | GMF Floorplan Owner Revolving Trust, Series 2024-3A, Class A2                 | CUSIP: 361886DL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5249697.08   | 0.16%             | 2028-11-15      | Floating      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                | GMF Floorplan Owner Revolving Trust, Series 2024-4A, Class A2                 | CUSIP: 361886DR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7329000 | PA      | $7336977.62   | 0.22%             | 2029-11-15      | Floating      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                               | GNMA                                                                          | CUSIP: 36225CVJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15906 | PA      | $16096.87     | 0.00%             | 2032-07-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust, Series 2017-GS6, Class XA                       | CUSIP: 36253PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36978597 | PA      | $259793.13    | 0.01%             | 2050-05-10      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust, Series 2017-GS7, Class XA                       | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34419631 | PA      | $283875.90    | 0.01%             | 2050-08-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust, Series 2020-GC47, Class XA                      | CUSIP: 36258RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38869738 | PA      | $1390051.79   | 0.04%             | 2053-05-12      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                | GXO Logistics, Inc.                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   5893000 | PA      | $6116985.33   | 0.18%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                  | Genuine Parts Co.                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   8889000 | PA      | $8876958.87   | 0.27%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear, Inc.                            | Gildan Activewear, Inc.                                                       | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   5673000 | PA      | $5615983.06   | 0.17%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  12027000 | PA      | $12213205.50  | 0.37%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust           | GLS Auto Select Receivables Issuer Trust, Series 2026-1A, Class A2            | CUSIP: 37989DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2450000 | PA      | $2441433.82   | 0.07%             | 2032-02-17      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust           | GLS Auto Select Receivables Issuer Trust, Series 2026-2A, Class A2            | CUSIP: 379958AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5985000 | PA      | $5989182.92   | 0.18%             | 2032-06-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8452000 | PA      | $8354203.94   | 0.25%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                 | Goldman Sachs Private Credit Corp.                                            | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1692513.96   | 0.05%             | 2028-02-23      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                 | Goldman Sachs Private Credit Corp.                                            | CUSIP: 38152BAQ4<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   2758000 | PA      | $2734789.14   | 0.08%             | 2031-06-16      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Greystone CRE Notes LLC                            | Greystone CRE Notes LLC, Series 2025-FL4, Class AS                            | CUSIP: 39810MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2127500 | PA      | $2148160.15   | 0.06%             | 2043-01-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Greystone CRE Notes LLC                            | Greystone CRE Notes LLC, Series 2025-FL4, Class B                             | CUSIP: 39810MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1330000 | PA      | $1345365.49   | 0.04%             | 2043-01-15      | Floating      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                     | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2803000 | PA      | $2754342.33   | 0.08%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                             | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  14973000 | PA      | $15050689.66  | 0.45%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                        | Huntington Bancshares, Inc.                                                   | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1307449.91   | 0.04%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                        | Huntington Bancshares, Inc.                                                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $4197819.18   | 0.13%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                | Huntington Ingalls Industries, Inc.                                           | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7906774.13   | 0.24%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                 | Hyatt Hotels Corp.                                                            | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   5367000 | PA      | $5414161.71   | 0.16%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                           | Icon Investments Six DAC                                                      | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   5408000 | PA      | $5510752.65   | 0.16%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Trust                         | Impac Secured Assets Trust, Series 2006-1, Class 2A1                          | CUSIP: 45254TTN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43354 | PA      | $41246.65     | 0.00%             | 2036-05-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.           | International Flavors & Fragrances, Inc.                                      | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1266914.77   | 0.04%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                   | Invesco CLO Ltd., Series 2022-2A, Class BR                                    | CUSIP: 46145XAQ9<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |  15288461 | PA      | $15296518.02  | 0.46%             | 2035-07-20      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                        | IQVIA, Inc.                                                                   | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   4073000 | PA      | $4146721.30   | 0.12%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                        | IQVIA, Inc.                                                                   | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3009000 | PA      | $3121193.57   | 0.09%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS NV                                             | JBS NV                                                                        | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  16557000 | PA      | $15901693.81  | 0.48%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust         | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP7, Class XA         | CUSIP: 465968AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29002548 | PA      | $221559.16    | 0.01%             | 2050-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                         | J.P. Morgan Mortgage Trust, Series 2024-NQM1, Class A1                        | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3158368 | PA      | $3172729.31   | 0.09%             | 2064-02-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11149000 | PA      | $11026516.64  | 0.33%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18041000 | PA      | $18124675.06  | 0.54%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10252000 | PA      | $10366609.67  | 0.31%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                         | J.P. Morgan Mortgage Trust, Series 2026-NQM1, Class A1                        | CUSIP: 46660DAE5<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-MBS          | CORP              | US        |   2621347 | PA      | $2600384.18   | 0.08%             | 2066-06-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                | Japan Tobacco, Inc.                                                           | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   9362000 | PA      | $9449283.99   | 0.28%             | 2028-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| JDE Peet's NV                                      | JDE Peet's NV                                                                 | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   8629000 | PA      | $8439180.03   | 0.25%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                          | Jersey Mike's Funding LLC, Series 2026-1A, Class A2I                          | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4748000 | PA      | $4702217.41   | 0.14%             | 2056-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Kentucky Higher Education Student Loan Corp.       | Kentucky Higher Education Student Loan Corp.                                  | CUSIP: 49130NGL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6345000 | PA      | $6478228.50   | 0.19%             | 2037-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                          | LKQ Corp.                                                                     | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |  13189000 | PA      | $13397253.12  | 0.40%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                 | LPL Holdings, Inc.                                                            | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4896000 | PA      | $4873792.77   | 0.15%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                 | LPL Holdings, Inc.                                                            | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   7734000 | PA      | $7527919.99   | 0.23%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                 | LPL Holdings, Inc.                                                            | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3844000 | PA      | $4022552.61   | 0.12%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                 | LPL Holdings, Inc.                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   8342000 | PA      | $8430641.17   | 0.25%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                 | LPL Holdings, Inc.                                                            | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   7293000 | PA      | $7359902.19   | 0.22%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LRECS LLC                                          | LRECS LLC, Series 2025-CRE1, Class AS                                         | CUSIP: 50230AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16500000 | PA      | $16529279.25  | 0.49%             | 2043-08-19      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                              | Las Vegas Sands Corp.                                                         | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   3911000 | PA      | $3951706.78   | 0.12%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                              | Las Vegas Sands Corp.                                                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   6598000 | PA      | $6694626.26   | 0.20%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                      | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5518000 | PA      | $5464207.61   | 0.16%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                     | M&T Bank Corp.                                                                | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   3652000 | PA      | $3892266.76   | 0.12%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                     | M&T Bank Corp.                                                                | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   5819000 | PA      | $5842040.39   | 0.17%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                           | MF1 Ltd., Series 2022-FL8, Class C                                            | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2198259 | PA      | $2188670.19   | 0.07%             | 2037-02-19      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| MF1 LLC                                            | MF1 LLC, Series 2022-FL9, Class B                                             | CUSIP: 55285AAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15126500 | PA      | $15136438.11  | 0.45%             | 2037-06-19      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| LLC                                                | LLC, Series 2026-FL21, Class AS                                               | CUSIP: 55287NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3373031 | PA      | $3374707.40   | 0.10%             | 2041-02-18      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| LLC                                                | LLC, Series 2026-FL21, Class B                                                | CUSIP: 55287NAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1820322 | PA      | $1823043.38   | 0.05%             | 2041-02-18      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| LLC                                                | LLC, Series 2026-FL21, Class C                                                | CUSIP: 55287NAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6024853 | PA      | $6031721.33   | 0.18%             | 2041-02-18      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio           | MFS Institutional Money Market Portfolio, Class A                             | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |  94387768 | NS      | $94397206.64  | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 LLC                                            | MF1 LLC, Series 2024-FL14, Class C                                            | CUSIP: 55416AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3863210 | PA      | $3869580.43   | 0.12%             | 2039-03-19      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                           | Marathon Petroleum Corp.                                                      | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |  11074000 | PA      | $11300288.22  | 0.34%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc.                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   7441000 | PA      | $7485224.84   | 0.22%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                         | Mars, Inc.                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  15614000 | PA      | $15772157.95  | 0.47%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   6055000 | PA      | $6082113.87   | 0.18%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   6055000 | PA      | $6085518.96   | 0.18%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                                                  | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  15549000 | PA      | $15733986.92  | 0.47%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority      | Massachusetts Educational Financing Authority                                 | CUSIP: 57563RQZ5<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   1005000 | PA      | $1002683.27   | 0.03%             | 2026-07-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Meituan                                            | Meituan                                                                       | CUSIP: 58533EAE3<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   7022000 | PA      | $7004929.66   | 0.21%             | 2028-04-02      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Meituan                                            | Meituan                                                                       | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   3769000 | PA      | $3743964.49   | 0.11%             | 2029-10-02      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Meituan                                            | Meituan                                                                       | CUSIP: 58533EAG8<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   3026000 | PA      | $2950136.67   | 0.09%             | 2031-05-05      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust             | Merrill Lynch Mortgage Investors Trust, Series 2006-RM1, Class A2B            | CUSIP: 59020U5D3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1581749 | PA      | $157952.97    | 0.00%             | 2037-02-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                            | MF1 LLC, Series 2025-FL20, Class AS                                           | CUSIP: 59319CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11037951.10  | 0.33%             | 2043-02-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MF1 LLC                                            | MF1 LLC, Series 2025-FL20, Class B                                            | CUSIP: 59319CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5078314 | PA      | $5095227.32   | 0.15%             | 2043-02-18      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3979000 | PA      | $4034976.05   | 0.12%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822DU5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   8439000 | PA      | $8439144.31   | 0.25%             | 2030-04-18      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822DW1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3513000 | PA      | $3507006.33   | 0.10%             | 2032-04-21      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                  | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  14398000 | PA      | $14390095.93  | 0.43%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                  | Molex Electronic Technologies LLC                                             | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   9367000 | PA      | $9406733.03   | 0.28%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust, Series 2017-H1, Class XA                      | CUSIP: 61691JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14433113 | PA      | $138807.58    | 0.00%             | 2050-06-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust, Series 2018-H4, Class XA                      | CUSIP: 61691RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  46838312 | PA      | $818368.36    | 0.02%             | 2051-12-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                      | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39450572 | PA      | $1775879.32   | 0.05%             | 2054-05-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust, Series 2021-L6, Class XA                      | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38731738 | PA      | $1368272.22   | 0.04%             | 2054-06-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                                | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6791000 | PA      | $6767704.70   | 0.20%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                                | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  18842000 | PA      | $18727461.37  | 0.56%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7494000 | PA      | $7556820.70   | 0.23%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                                | CUSIP: 61748UAV4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  11330000 | PA      | $11294182.13  | 0.34%             | 2030-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                                | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2433823.99   | 0.07%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C33, Class XA | CUSIP: 61767CAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29943130 | PA      | $264679.30    | 0.01%             | 2050-05-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust     | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1    | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4008305 | PA      | $4031596.35   | 0.12%             | 2068-12-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                     | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   8909000 | PA      | $8907681.47   | 0.27%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                     | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  12446000 | PA      | $12428333.28  | 0.37%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust     | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM5, Class A1    | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8057031 | PA      | $8102374.05   | 0.24%             | 2069-10-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust     | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM9, Class A1    | CUSIP: 61779VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3529149 | PA      | $3518966.37   | 0.11%             | 2070-09-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust     | Morgan Stanley Residential Mortgage Loan Trust, Series 2026-NQM4, Class A1    | CUSIP: 61780QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5050718 | PA      | $5045167.26   | 0.15%             | 2071-03-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust     | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1    | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11777479 | PA      | $11886839.90  | 0.36%             | 2069-11-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| NBN Co. Ltd.                                       | NBN Co. Ltd.                                                                  | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |  10003000 | PA      | $10308184.23  | 0.31%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                             | NXP BV                                                                        | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3104000 | PA      | $3095308.21   | 0.09%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                  | NTT Finance Corp.                                                             | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2786000 | PA      | $2793829.55   | 0.08%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                  | NTT Finance Corp.                                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   5972000 | PA      | $5995029.47   | 0.18%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                  | NTT Finance Corp.                                                             | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   5972000 | PA      | $6013763.45   | 0.18%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                        | Nationwide Building Society                                                   | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  10325000 | PA      | $10204933.26  | 0.31%             | 2028-02-16      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1               | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |   5139085 | PA      | $5173034.45   | 0.15%             | 2064-03-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                | New Residential Mortgage Loan Trust, Series 2025-NQM3, Class A1               | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |   4390318 | PA      | $4416576.99   | 0.13%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1               | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |  10775060 | PA      | $10891952.07  | 0.33%             | 2065-01-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| News Corp.                                         | News Corp.                                                                    | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   9172000 | PA      | $8872147.97   | 0.27%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   8620000 | PA      | $8657789.99   | 0.26%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                          | OBX Trust, Series 2024-NQM8, Class A1                                         | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   3394152 | PA      | $3424634.47   | 0.10%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                          | OBX Trust, Series 2024-NQM1, Class A1                                         | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |   1838765 | PA      | $1845369.06   | 0.06%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                          | OBX Trust, Series 2024-NQM1, Class A2                                         | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    557330 | PA      | $559807.65    | 0.02%             | 2063-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                          | OBX Trust, Series 2024-NQM5, Class A1                                         | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |   1496495 | PA      | $1505360.69   | 0.05%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                   | OneMain Financial Issuance Trust, Series 2022-S1, Class A                     | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1393661 | PA      | $1393472.08   | 0.04%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                   | OneMain Financial Issuance Trust, Series 2020-2A, Class A                     | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4631027 | PA      | $4571440.05   | 0.14%             | 2035-09-14      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                  | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  11340000 | PA      | $11203211.25  | 0.34%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7938000 | PA      | $7764825.86   | 0.23%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                       | Blue Owl Credit Income Corp.                                                  | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2371000 | PA      | $2442948.92   | 0.07%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Ownit Mortgage Loan Trust                          | Ownit Mortgage Loan Trust, Series 2006-1, Class AF2                           | CUSIP: 69121PCH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    855131 | PA      | $467150.54    | 0.01%             | 2035-10-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                | PFS Financing Corp., Series 2025-C, Class A                                   | CUSIP: 69335PFW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6521633.95   | 0.20%             | 2029-04-15      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                | PFS Financing Corp., Series 2026-A, Class A                                   | CUSIP: 69335PGE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9248000 | PA      | $9269023.48   | 0.28%             | 2030-02-15      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                      | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  16902000 | PA      | $17144117.94  | 0.51%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                      | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  13246000 | PA      | $13265097.69  | 0.40%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                     | PSEG Power LLC                                                                | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3214000 | PA      | $3264282.87   | 0.10%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PFP Ltd.                                           | PFP Ltd., Series 2025-12, Class AS                                            | CUSIP: 69382JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10926000 | PA      | $10926513.52  | 0.33%             | 2042-12-18      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| PFP Ltd.                                           | PFP Ltd., Series 2025-12, Class B                                             | CUSIP: 69382JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5395500 | PA      | $5395796.75   | 0.16%             | 2042-12-18      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                     | PMT Loan Trust, Series 2026-INV4, Class A36                                   | CUSIP: 69383UBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6822545 | PA      | $6822319.17   | 0.20%             | 2057-03-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                       | Pacific Gas and Electric Co.                                                  | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8343000 | PA      | $8621748.72   | 0.26%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                       | Pacific Gas and Electric Co.                                                  | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6193000 | PA      | $6332910.77   | 0.19%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                    | Palmer Square Loan Funding Ltd., Series 2025-2A, Class A2                     | CUSIP: 69704AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9485018.50   | 0.28%             | 2033-07-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                    | Palmer Square Loan Funding Ltd., Series 2025-1A, Class A2                     | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15500000 | PA      | $15499690.00  | 0.46%             | 2033-02-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Paychex, Inc.                                      | Paychex, Inc.                                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |  12480000 | PA      | $12612991.62  | 0.38%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5489000 | PA      | $5523337.43   | 0.17%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8420000 | PA      | $8565270.26   | 0.26%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                        | Penske Truck Leasing Co. LP                                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6187000 | PA      | $6279137.61   | 0.19%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PFP Ltd.                                           | PFP Ltd., Series 2026-13, Class AS                                            | CUSIP: 716966AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9185000 | PA      | $9202231.06   | 0.28%             | 2043-08-18      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| PFP Ltd.                                           | PFP Ltd., Series 2026-13, Class B                                             | CUSIP: 716966AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2515500 | PA      | $2521784.98   | 0.08%             | 2043-08-18      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                             | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2988000 | PA      | $3022536.17   | 0.09%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                             | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6360386.38   | 0.19%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                             | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5549000 | PA      | $5533608.46   | 0.17%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                      | Pioneer Natural Resources Co.                                                 | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |  17638000 | PA      | $15933016.56  | 0.48%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                      | Pioneer Natural Resources Co.                                                 | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   5163000 | PA      | $4662273.26   | 0.14%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                    | Plains All American Pipeline LP                                               | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7113000 | PA      | $7096971.42   | 0.21%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                   | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2I                   | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   3578000 | PA      | $3563881.93   | 0.11%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                   | Provident Funding Mortgage Trust, Series 2025-1, Class A3                     | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10448790 | PA      | $10449869.83  | 0.31%             | 2055-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                   | Provident Funding Mortgage Trust, Series 2024-1, Class A3                     | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6294427 | PA      | $6294876.59   | 0.19%             | 2054-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Rate Mortgage Trust                                | Rate Mortgage Trust, Series 2025-J3, Class A27                                | CUSIP: 75410EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14835464 | PA      | $14925076.55  | 0.45%             | 2055-11-25      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                | Regal Rexnord Corp.                                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   7325000 | PA      | $7508698.55   | 0.22%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding plc                      | Rentokil Terminix Funding plc                                                 | CUSIP: 760129AA4<br>LEI: 25490006YYBUKL2Q8A81 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $588856.58    | 0.02%             | 2031-04-23      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                      | Rentokil Terminix Funding LLC                                                 | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |  15656000 | PA      | $15780140.02  | 0.47%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                          | Rio Tinto Finance USA plc                                                     | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   6206000 | PA      | $6237829.83   | 0.19%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                          | Rio Tinto Finance USA plc                                                     | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   7081000 | PA      | $7186308.70   | 0.22%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                        | Rogers Communications, Inc.                                                   | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  12956000 | PA      | $12824402.02  | 0.38%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                  | SMBC Aviation Capital Finance DAC                                             | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |  17518000 | PA      | $17767310.57  | 0.53%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| STWD Ltd.                                          | STWD Ltd., Series 2021-FL2, Class B                                           | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8644500 | PA      | $8639734.29   | 0.26%             | 2038-04-18      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                   | Salesforce, Inc.                                                              | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5708000 | PA      | $5713359.87   | 0.17%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                   | Salesforce, Inc.                                                              | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5707000 | PA      | $5718115.47   | 0.17%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                   | Salesforce, Inc.                                                              | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  11414000 | PA      | $11380473.54  | 0.34%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding             | Sammons Financial Group Global Funding                                        | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |  14541000 | PA      | $14663573.94  | 0.44%             | 2029-12-10      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding             | Sammons Financial Group Global Funding                                        | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4119551.49   | 0.12%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust          | Santander Mortgage Asset Receivable Trust, Series 2025-NQM2, Class A1         | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1856072 | PA      | $1869179.85   | 0.06%             | 2065-02-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                        | Schlumberger Holdings Corp.                                                   | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   5832000 | PA      | $5878775.38   | 0.18%             | 2027-05-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                        | Schlumberger Holdings Corp.                                                   | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   4083000 | PA      | $4163532.48   | 0.12%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                    | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  12920000 | PA      | $13255379.17  | 0.40%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                    | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   8657000 | PA      | $8694448.71   | 0.26%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO Ltd.                                | Shackleton CLO Ltd., Series 2013-4RA, Class B                                 | CUSIP: 81882HAE5<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |   2268542 | PA      | $2270463.46   | 0.07%             | 2031-04-13      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Southwick Park CLO LLC                             | Southwick Park CLO LLC, Series 2019-4A, Class B2R                             | CUSIP: 846031AR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5142000 | PA      | $4793922.59   | 0.14%             | 2032-07-20      | Fixed         | 2.46%                 | Yes           |                  2 | On Loan: No      |
| Southwick Park CLO LLC                             | Southwick Park CLO LLC, Series 2019-4A, Class CRR                             | CUSIP: 846031BA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5472000 | PA      | $5453827.49   | 0.16%             | 2032-07-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                        | Stellantis Finance US, Inc.                                                   | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   6594000 | PA      | $6449736.86   | 0.19%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                        | Stellantis Finance US, Inc.                                                   | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   8563000 | PA      | $7326321.78   | 0.22%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Store Capital LLC                                  | Store Capital LLC                                                             | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1738706.41   | 0.05%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                  | Store Capital LLC                                                             | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   5314000 | PA      | $5275861.85   | 0.16%             | 2031-02-11      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                         | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   8689000 | PA      | $8573481.48   | 0.26%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Suntory Holdings Ltd.                              | Suntory Holdings Ltd.                                                         | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |   8773000 | PA      | $8908371.51   | 0.27%             | 2029-06-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial                                                           | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5747000 | PA      | $5747838.03   | 0.17%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                       | TCW CLO Ltd., Series 2020-1A, Class BR3                                       | CUSIP: 87190CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17904685 | PA      | $17909447.65  | 0.54%             | 2034-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4489000 | PA      | $4448666.25   | 0.13%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                   | TRTX Issuer Ltd., Series 2025-FL7, Class AS                                   | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3885469 | PA      | $3893316.48   | 0.12%             | 2043-06-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                   | TRTX Issuer Ltd., Series 2025-FL7, Class B                                    | CUSIP: 87277LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7135803 | PA      | $7135794.44   | 0.21%             | 2043-06-18      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                              | Taco Bell Funding LLC, Series 2025-1A, Class A2I                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9952588 | PA      | $9839580.34   | 0.29%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                            | Sumisho Air Lease Corp.                                                       | CUSIP: 873923AA4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   8559000 | PA      | $8513828.59   | 0.25%             | 2028-03-24      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                            | Sumisho Air Lease Corp.                                                       | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5366000 | PA      | $5333353.42   | 0.16%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Tapestry, Inc.                                     | Tapestry, Inc.                                                                | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   7899000 | PA      | $7995442.45   | 0.24%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                     | Texas Capital Bancshares, Inc.                                                | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |  13859000 | PA      | $13747248.37  | 0.41%             | 2032-02-27      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO II                                  | 37 Capital CLO II, Series 2022-1A, Class BR                                   | CUSIP: 88429PAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   9400000 | PA      | $9403214.80   | 0.28%             | 2034-07-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                    | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA                    | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  88548481 | PA      | $2885263.72   | 0.09%             | 2054-11-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                | Trans-Allegheny Interstate Line Co.                                           | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4372000 | PA      | $4435289.86   | 0.13%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XV Ltd.                               | Trinitas CLO XV Ltd., Series 2021-15A, Class B1R                              | CUSIP: 89641XAQ8<br>LEI: 254900ZVDNHQAUJNHH42 | Long             | ABS-CBDO         | CORP              | KY        |  15912802 | PA      | $15912579.22  | 0.48%             | 2034-04-22      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Triton Container International Ltd.                | Triton Container International Ltd.                                           | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5201000 | PA      | $5104945.85   | 0.15%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                        | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  16559000 | PA      | $16944013.14  | 0.51%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                  | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7314000 | PA      | $7315569.29   | 0.22%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2369000 | PA      | $2563554.13   | 0.08%             | 2028-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                                  | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  12039000 | PA      | $12139730.31  | 0.36%             | 2030-08-05      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                      | UBS Commercial Mortgage Trust, Series 2018-C14, Class XA                      | CUSIP: 90278KBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17777233 | PA      | $322167.90    | 0.01%             | 2051-12-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                           | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $50246094.00  | 1.50%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                           | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 282349000 | PA      | $288779058.01 | 8.64%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                           | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 337324000 | PA      | $343991418.00 | 10.29%            | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                           | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66540000 | PA      | $66027954.07  | 1.98%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                             | Verisk Analytics, Inc.                                                        | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   8515000 | PA      | $8397864.25   | 0.25%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2024-6, Class A1                           | CUSIP: 92540JAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   2544526 | PA      | $2560786.52   | 0.08%             | 2069-07-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust, Series 2024-3, Class A2                           | CUSIP: 92540MAB1<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   2422664 | PA      | $2444021.03   | 0.07%             | 2069-04-25      | Variable      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltd.                                     | Videotron Ltd.                                                                | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |  10162000 | PA      | $9852020.49   | 0.29%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC             | Virginia Power Fuel Securitization LLC, Series A-1                            | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   1114427 | PA      | $1122396.97   | 0.03%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                          | Vistra Operations Co. LLC                                                     | CUSIP: 92840VBA9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   8477000 | PA      | $8452893.36   | 0.25%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                          | Vistra Operations Co. LLC                                                     | CUSIP: 92840VBD3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   8478000 | PA      | $8464223.84   | 0.25%             | 2028-10-30      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                         | VMware LLC                                                                    | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4323000 | PA      | $4289776.62   | 0.13%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                      | Volvo Financial Equipment LLC, Series 2026-1A, Class A2                       | CUSIP: 92886FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2321000 | PA      | $2319029.01   | 0.07%             | 2028-11-15      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| WEA Finance LLC                                    | WEA Finance LLC                                                               | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |  10680000 | PA      | $10539594.10  | 0.32%             | 2028-09-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| WEA Finance LLC                                    | WEA Finance LLC                                                               | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2543059.49   | 0.08%             | 2029-06-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| WEA Finance LLC                                    | WEA Finance LLC                                                               | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1801962.57   | 0.05%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                             | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  13228000 | PA      | $13127478.31  | 0.39%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust, Series 2021-C61, Class XA              | CUSIP: 95003QBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42227286 | PA      | $1982786.42   | 0.06%             | 2054-11-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                | IRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 228000000 | PA      | $2119284.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  70900000 | PA      | $627381.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 113000000 | PA      | $822524.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury 2 Year Note                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       136 | NC      | $-258674.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** MFS Series Trust IX

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer