# EDGAR Filing Document

**Accession Number:** 0000887340
**File Stem:** 0002071691-26-004690
**Filing Date:** 2026-2
**Character Count:** 221179
**Document Hash:** 15b0460eb46d629592dbc2728391eded
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-004690.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0002071691-26-004690

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEW YORK LIFE INVESTMENTS VP FUNDS TRUST
- **CENTRAL INDEX KEY:** 0000887340

**ORGANIZATION NAME:**
- **EIN:** 133186036
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03833-01
- **FILM NUMBER:** 26682352

**BUSINESS ADDRESS:**
- **STREET 1:** 51 MADISON AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 2125767000

**MAIL ADDRESS:**
- **STREET 1:** 51 MADISON AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAINSTAY VP FUNDS TRUST
- **DATE OF NAME CHANGE:** 20110429

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAINSTAY VP SERIES FUND INC
- **DATE OF NAME CHANGE:** 20010518

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEW YORK LIFE MFA SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### NYLI VP MacKay Strategic Bond Portfolio (Series ID: S000031904)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000099347 | Initial Class |  |
| C000099348 | Service Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NEW YORK LIFE INVESTMENTS VP FUNDS TRUST

- **b. Investment Company Act file number:** 811-03833-01

- **c. CIK number of Registrant:** 0000887340

- **d. LEI of Registrant:** 549300AG6K4RXYNOVN04

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

  - **Street Address 1:** 51 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 212-576-7000

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

- **a. Name of Series:** NYLI VP MacKay Strategic Bond Portfolio

- **b. EDGAR series identifier (if any):** S000031904

- **c. LEI of Series:** 6C5519UGH7WX3W03CU84

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $554000654.73

**Total Liabilities:** $6064910.01

**Net Assets:** $547935744.72

**Cash Not Reported:** $115455.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -315.03000000 | **1-Year:** -2454.19000000 | **5-Year:** -18291.90000000 | **10-Year:** -37840.37000000 | **30-Year:** -33533.49000000

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

- **3-Month:** -2781.32000000 | **1-Year:** -11557.63000000 | **5-Year:** -40264.67000000 | **10-Year:** -35161.08000000 | **30-Year:** -38196.35000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099347 | 0.70%                | 0.46%                | 0.25%                |
| Class ID C000099348 | 0.68%                | 0.44%                | 0.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $115859.16               | $-682378.65                                |
| Month 2  | $228441.43               | $-480384.16                                |
| Month 3  | $-69578.78               | $-1496086.03                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LEH__LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGL CLO 17 Ltd.                                         | AGL CLO 17 Ltd., Series 2022-17A, Class BR                                                | CUSIP: 00120DAL0<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1349207.55   | 0.25%             | 2035-01-21      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 32 Ltd.                                         | AGL CLO 32 Ltd., Series 2024-32A, Class A1                                                | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252952.50   | 0.23%             | 2037-07-21      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                              | AT&T, Inc.                                                                                | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $672570.33    | 0.12%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                 | American Airlines, Inc.                                                                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273333 | PA      | $273721.81    | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                 | American Airlines, Inc.                                                                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3314693.45   | 0.60%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Aegea Finance SARL                                      | Aegea Finance SARL                                                                        | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    630000 | PA      | $666754.61    | 0.12%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Africa Finance Corp.                                    | Africa Finance Corp.                                                                      | CUSIP: 00832XAA9<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | US        |   1510000 | PA      | $1516657.64   | 0.28%             | 2030-01-21      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 35 Ltd.                                         | AGL CLO 35 Ltd., Series 2024-35A, Class A2                                                | CUSIP: 00852KAB0<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400816.40    | 0.07%             | 2038-01-21      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO                                               | AIMCO CLO, Series 2018-AA, Class B1R                                                      | CUSIP: 00900GAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253336.25   | 0.23%             | 2037-10-17      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                          | Bread Financial Holdings, Inc.                                                            | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    870000 | PA      | $899439.97    | 0.16%             | 2035-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                          | Bread Financial Holdings, Inc.                                                            | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1299320.33   | 0.24%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial, Inc.                                    | Ally Financial, Inc., Series C                                                            | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    865000 | PA      | $822458.40    | 0.15%             | 2028-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class G                                | CUSIP: 02007G2A0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    839348 | PA      | $872927.41    | 0.16%             | 2032-05-17      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class G                                | CUSIP: 02007G4H3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    583913 | PA      | $599744.84    | 0.11%             | 2032-09-15      | Fixed         | 11.39%                | Yes           |                  2 | On Loan: No      |
| Alpek SAB de CV                                         | Alpek SAB de CV                                                                           | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   1085000 | PA      | $922962.41    | 0.17%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                    | Alpha Generation LLC                                                                      | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1195644.08   | 0.22%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                    | American Airlines Pass-Through Trust, Series 2016-2, Class A                              | CUSIP: 023764AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170754 | PA      | $1135712.96   | 0.21%             | 2028-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                    | American Airlines Pass-Through Trust, Series 2021-1, Class B                              | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1095000 | PA      | $1056109.87   | 0.19%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                    | American Airlines Pass-Through Trust, Series 2015-2, Class A                              | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274959 | PA      | $270081.53    | 0.05%             | 2027-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                    | American Airlines Pass-Through Trust, Series 2019-1, Class B                              | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    781080 | PA      | $764579.47    | 0.14%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                          | AngloGold Ashanti Holdings plc                                                            | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    500000 | PA      | $485068.67    | 0.09%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                      | Angola Government Bond                                                                    | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    800000 | PA      | $779495.34    | 0.14%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO Ltd.                                    | Apex Credit CLO Ltd., Series 2022-1A, Class D1R                                           | CUSIP: 03753YAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    800000 | PA      | $797158.40    | 0.15%             | 2038-10-22      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XVIII-R                                      | Apidos CLO, Series 2018-18A, Class BR2                                                    | CUSIP: 03767NBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1306264.70   | 0.24%             | 2038-01-22      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO LI Ltd.                                      | Apidos CLO LI Ltd., Series 2024-51A, Class B                                              | CUSIP: 03771JAE9<br>LEI: 254900K0UHSUBZXUMR56 | Long             | ABS-CBDO         | CORP              | JE        |    660000 | PA      | $661069.20    | 0.12%             | 2038-01-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government Bond                                                                     | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    815000 | PA      | $866546.29    | 0.16%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Ares Direct Lending CLO 3 LLC                           | Ares Direct Lending CLO 3 LLC, Series 2024-3A, Class A2                                   | CUSIP: 039945AB6<br>LEI: 254900TU6Z546P794928 | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $700129.50    | 0.13%             | 2037-01-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                                | Argentina Government Bond                                                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1182631 | PA      | $879877.46    | 0.16%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                | Argentina Government Bond                                                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    752000 | PA      | $520384.00    | 0.09%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                | Argentina Government Bond                                                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1920000 | PA      | $1704960.00   | 0.31%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                               | Avant Loans Funding Trust, Series 2022-REV1, Class D                                      | CUSIP: 05356GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133264 | PA      | $133526.27    | 0.02%             | 2031-09-15      | Fixed         | 11.02%                | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                            | Avolon Holdings Funding Ltd.                                                              | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2340000 | PA      | $2313991.37   | 0.42%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                            | Avolon Holdings Funding Ltd.                                                              | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1505000 | PA      | $1561374.35   | 0.28%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                            | Avolon Holdings Funding Ltd.                                                              | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    740000 | PA      | $735236.68    | 0.13%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Aydem Yenilenebilir Enerji A/S                          | Aydem Yenilenebilir Enerji A/S                                                            | CUSIP: 054644AB5<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |    937000 | PA      | $921693.66    | 0.17%             | 2030-09-30      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Axian Telecom Holding & Management plc                  | Axian Telecom Holding & Management plc                                                    | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    840000 | PA      | $845798.98    | 0.15%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Azule Energy Finance plc                                | Azule Energy Finance plc                                                                  | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    543000 | PA      | $543705.90    | 0.10%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust              | BAMLL Commercial Mortgage Securities Trust, Series 2016-ISQ, Class A                      | CUSIP: 05523GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1026100.00   | 0.19%             | 2034-08-14      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BNP Paribas SA                                                                            | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    940000 | PA      | $931157.61    | 0.17%             | 2027-01-12      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BNP Paribas SA                                                                            | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1135000 | PA      | $1048265.23   | 0.19%             | 2031-02-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BSST Mortgage Trust                                     | BSST Mortgage Trust, Series 2022-1700, Class A                                            | CUSIP: 055742AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305000 | PA      | $1133236.03   | 0.21%             | 2037-02-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                   | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1370000 | PA      | $1347645.68   | 0.25%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BNP Paribas SA                                                                            | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $652789.80    | 0.12%             | 2033-12-15      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                     | BWAY Mortgage Trust, Series 2013-1515, Class C                                            | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1045000 | PA      | $959866.88    | 0.18%             | 2033-03-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2024-BRBK, Class D                                   | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $829999.42    | 0.15%             | 2041-10-15      | Floating      | 9.70%                 | Yes           |                  2 | On Loan: No      |
| BXDL Static CLO LLC                                     | BXDL Static CLO LLC, Series 2025-1A, Class A1                                             | CUSIP: 05617FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $848797.25    | 0.15%             | 2035-07-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2025-ARIA, Class C                                                       | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1479984.83   | 0.27%             | 2042-12-13      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                            | Bain Capital Credit CLO Ltd., Series 2021-6A, Class DR                                    | CUSIP: 05684PAU0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $597609.00    | 0.11%             | 2034-10-21      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Banco BTG Pactual SA                                    | Banco BTG Pactual SA                                                                      | CUSIP: 05971AAG6<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |   1545000 | PA      | $1542286.45   | 0.28%             | 2026-01-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Banco BTG Pactual SA                                    | Banco BTG Pactual SA                                                                      | CUSIP: 05971AAL5<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $408084.00    | 0.07%             | 2030-01-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito del Peru SA                            | Banco de Credito del Peru SA                                                              | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    875000 | PA      | $910794.94    | 0.17%             | 2035-07-30      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2017-BNK6, Class D                                                           | CUSIP: 060352AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1719463.20   | 0.31%             | 2060-07-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2016-UB10, Class D        | CUSIP: 06054MAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275000 | PA      | $1104554.56   | 0.20%             | 2049-07-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2020-BN25, Class D                                                           | CUSIP: 06539WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3125000 | PA      | $2455350.31   | 0.45%             | 2063-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2017-BNK4, Class C                                                           | CUSIP: 06541FBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2005000 | PA      | $1776908.79   | 0.32%             | 2050-05-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                            | Barclays plc                                                                              | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2340000 | PA      | $2263829.72   | 0.41%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                | Benchmark Mortgage Trust, Series 2018-B6, Class D                                         | CUSIP: 08162CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $958936.45    | 0.18%             | 2051-10-10      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                | Benchmark Mortgage Trust, Series 2019-B14, Class C                                        | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1660000 | PA      | $1180358.94   | 0.22%             | 2062-12-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                      | Berry Global, Inc.                                                                        | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78013.98     | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust, Series 2024-NQM8, Class A1A                              | CUSIP: 10571DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    618129 | PA      | $611337.96    | 0.11%             | 2053-08-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust           | Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class E                     | CUSIP: 107920AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125000 | PA      | $1118010.71   | 0.20%             | 2032-05-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2025-VLT7, Class E                                                       | CUSIP: 123913AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $568578.93    | 0.10%             | 2044-07-15      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                       | CD Mortgage Trust, Series 2017-CD4, Class D                                               | CUSIP: 12515DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2214000 | PA      | $1928738.94   | 0.35%             | 2050-05-10      | Fixed         | 3.30%                 | Yes           |                  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        |   1142158 | PA      | $960995.56    | 0.18%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC, Series 2020-1, Class A2                                          | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    909681 | PA      | $762701.50    | 0.14%             | 2060-07-15      | Fixed         | 1.99%                 | 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        |   1300608 | PA      | $810896.78    | 0.15%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC, Series 2021-1A, Class B1                                         | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1983852 | PA      | $1207585.19   | 0.22%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                         | CFCRE Commercial Mortgage Trust, Series 2016-C3, Class D                                  | CUSIP: 12531WAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1275750.00   | 0.23%             | 2048-01-10      | Variable      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust, Series 2021-J2, Class AS                                                       | CUSIP: 12564ECM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45626866 | PA      | $569596.67    | 0.10%             | 2051-04-25      | Variable      | 0.21%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                               | Commercial Mortgage Trust, Series 2014-CR20, Class D                                      | CUSIP: 12592LAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $504755.70    | 0.09%             | 2047-11-10      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                               | Commercial Mortgage Trust, Series 2016-DC2, Class D                                       | CUSIP: 12594CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3225000 | PA      | $3102063.32   | 0.57%             | 2049-02-10      | Variable      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| CNX Midstream Partners LP                               | CNX Midstream Partners LP                                                                 | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1565657.23   | 0.29%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM Mortgage Trust, Series 2020-CX, Class D                                              | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2080000 | PA      | $1660308.00   | 0.30%             | 2046-11-10      | Variable      | 2.68%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                              | California Resources Corp.                                                                | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1746787.85   | 0.32%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                 | CarMax Auto Owner Trust, Series 2024-1, Class D                                           | CUSIP: 14318WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1326338.26   | 0.24%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                         | CarMax Select Receivables Trust, Series 2025-A, Class D                                   | CUSIP: 14319UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1005000 | PA      | $1029553.46   | 0.19%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust                         | Carmax Select Receivables Trust, Series 2025-B, Class D                                   | CUSIP: 14320BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205000 | PA      | $1217034.58   | 0.22%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                          | Carnival Corp.                                                                            | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1605000 | PA      | $1647180.97   | 0.30%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                | Celanese US Holdings LLC                                                                  | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1695547.79   | 0.31%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                    | Charter Communications Operating LLC                                                      | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1461150.53   | 0.27%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                           | Citigroup Mortgage Loan Trust, Series 2014-C, Class B3                                    | CUSIP: 17323GAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2070000 | PA      | $1780624.56   | 0.32%             | 2054-02-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                              | Cloud Software Group, Inc.                                                                | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1159994.66   | 0.21%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Cogent Communications Group LLC                         | Cogent Communications Group LLC                                                           | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1671122.24   | 0.30%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                    | Colombia Government Bond                                                                  | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1360000 | PA      | $1417324.00   | 0.26%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                               | Commercial Mortgage Trust, Series 2018-HCLV, Class A                                      | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1410000 | PA      | $1301708.48   | 0.24%             | 2033-09-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                    | Compass Minerals International, Inc.                                                      | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    880000 | PA      | $920776.56    | 0.17%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                | Comstock Resources, Inc.                                                                  | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1112465.31   | 0.20%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M2                           | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2786487.99   | 0.51%             | 2043-04-25      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M2                           | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2710000 | PA      | $2800358.18   | 0.51%             | 2043-09-25      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1B1                          | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2210568.57   | 0.40%             | 2040-02-25      | Floating      | 10.74%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1B1                           | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $456675.66    | 0.08%             | 2041-12-25      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B2                           | CUSIP: 20754BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2035000 | PA      | $2148201.56   | 0.39%             | 2042-01-25      | Floating      | 11.52%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2019-HRP1, Class B1                           | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |   2468946 | PA      | $2612106.23   | 0.48%             | 2039-11-25      | Floating      | 13.24%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1B1                           | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $984020.45    | 0.18%             | 2045-02-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2B1                           | CUSIP: 20754XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160000 | PA      | $1162854.88   | 0.21%             | 2044-07-25      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1B1                           | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $720960.16    | 0.13%             | 2045-01-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                                         | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |   1400000 | PA      | $1518125.28   | 0.28%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Coty, Inc.                                              | Coty, Inc.                                                                                | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1537167.43   | 0.28%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                            | UBS Group AG                                                                              | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    895000 | PA      | $830356.14    | 0.15%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                                    | DBUBS Mortgage Trust, Series 2011-LC3A, Class PM2                                         | CUSIP: 23305YAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $1312020.50   | 0.24%             | 2044-05-10      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| DCP Midstream Operating LP                              | DCP Midstream Operating LP                                                                | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2289230.30   | 0.42%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                     | DT Auto Owner Trust, Series 2021-3A, Class D                                              | CUSIP: 23344QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720924 | PA      | $718261.26    | 0.13%             | 2027-05-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Danaos Corp.                                            | Danaos Corp.                                                                              | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    710000 | PA      | $733545.02    | 0.13%             | 2032-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer II LLC                                  | DataBank Issuer II LLC, Series 2025-1A, Class A2                                          | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $443267.60    | 0.08%             | 2055-09-27      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners LP                             | Delek Logistics Partners LP                                                               | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $799562.54    | 0.15%             | 2028-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                                                          | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1820000 | PA      | $1827790.66   | 0.33%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                                                          | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    640000 | PA      | $587551.90    | 0.11%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| DLIC Re-REMIC Trust                                     | DLIC Re-REMIC Trust, Series 2025-FRR1, Class C104                                         | CUSIP: 255928BA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430000 | PA      | $1206939.31   | 0.22%             | 2052-12-27      | Variable      | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                      | Dominican Republic Government Bond                                                        | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1850000 | PA      | $1778220.00   | 0.32%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust                         | Durst Commercial Mortgage Trust, Series 2025-151, Class D                                 | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1345000 | PA      | $1389309.55   | 0.25%             | 2042-08-10      | Variable      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                            | Ecopetrol SA                                                                              | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   1090000 | PA      | $810790.54    | 0.15%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                            | Ecopetrol SA                                                                              | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    470000 | PA      | $483526.93    | 0.09%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Edison International                                    | Edison International                                                                      | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    675000 | PA      | $708582.67    | 0.13%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Egyptian Financial Co. for Sovereign Taskeek (The)      | Egyptian Financial Co. for Sovereign Taskeek (The)                                        | CUSIP: 282370AC9<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |    500000 | PA      | $530562.50    | 0.10%             | 2032-10-07      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                        | El Puerto de Liverpool SAB de CV                                                          | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    571000 | PA      | $610912.90    | 0.11%             | 2037-01-22      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                           | Empresa Nacional del Petroleo                                                             | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |    777000 | PA      | $716182.11    | 0.13%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                | Energizer Holdings, Inc.                                                                  | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1103609.01   | 0.20%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Energy Transfer LP                                      | Energy Transfer LP, Series H                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2199644.76   | 0.40%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                 | EnfraGen Energia Sur SA                                                                   | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |   1275000 | PA      | $1186166.86   | 0.22%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Eregli Demir ve Celik Fabrikalari TAS                   | Eregli Demir ve Celik Fabrikalari TAS                                                     | CUSIP: 29482KAA9<br>LEI: 789000VYQF5IDGG49908 | Long             | DBT              | CORP              | TR        |   1450000 | PA      | $1525624.75   | 0.28%             | 2029-07-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2021-3A, Class E                              | CUSIP: 30166AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2825000 | PA      | $2808996.94   | 0.51%             | 2028-12-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2022-2A, Class E                              | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1155000 | PA      | $1120088.97   | 0.20%             | 2029-10-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2025-3A, Class D                              | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1324766.17   | 0.24%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2025-3A, Class E                              | CUSIP: 30166XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1435306.32   | 0.26%             | 2032-12-15      | Fixed         | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2022-5A, Class E                              | CUSIP: 30167FAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1248207.18   | 0.23%             | 2030-04-15      | Fixed         | 10.45%                | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2025-4A, Class E                              | CUSIP: 30167KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880000 | PA      | $882676.43    | 0.16%             | 2033-04-15      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Strips, Series 311, Class S1                                                | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3787398 | PA      | $398744.57    | 0.07%             | 2043-08-15      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2016-19, Class SD                                                     | CUSIP: 3136ARD62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3213766 | PA      | $306379.88    | 0.06%             | 2046-04-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2016-57, Class SN                                                     | CUSIP: 3136ATEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1828188 | PA      | $202553.36    | 0.04%             | 2046-06-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2019-32, Class SB                                                     | CUSIP: 3136B4XC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1832926 | PA      | $212514.41    | 0.04%             | 2049-06-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2020-23, Class PS                                                     | CUSIP: 3136B9ET0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2307279 | PA      | $316747.91    | 0.06%             | 2050-02-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-8, Class ID                                                      | CUSIP: 3136BFES8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2312140 | PA      | $496144.53    | 0.09%             | 2051-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-12, Class JI                                                     | CUSIP: 3136BFKM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1742946 | PA      | $276594.35    | 0.05%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-54, Class HI                                                     | CUSIP: 3136BGKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643191 | PA      | $76200.33     | 0.01%             | 2051-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-85, Class BI                                                     | CUSIP: 3136BKHZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3731831 | PA      | $666095.20    | 0.12%             | 2051-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2022-10, Class SA                                                     | CUSIP: 3136BL3H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2117682 | PA      | $246411.73    | 0.04%             | 2052-02-25      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2023-45                                                               | CUSIP: 3136BQFY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1097988 | PA      | $871707.86    | 0.16%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2023-70, Class AO                                                     | CUSIP: 3136BQG37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    960878 | PA      | $774552.86    | 0.14%             | 2053-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2024-82, Class DS                                                            | CUSIP: 3136BTGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3844375 | PA      | $127662.08    | 0.02%             | 2054-11-25      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Strips, REMIC, Series 2024-81                                                       | CUSIP: 3136BTLR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2657008 | PA      | $477886.25    | 0.09%             | 2054-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2025-18, Class SM                                                            | CUSIP: 3136BVKJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1406653 | PA      | $103988.53    | 0.02%             | 2054-09-25      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2025-44, Class SD                                                            | CUSIP: 3136BWDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5020309 | PA      | $206834.20    | 0.04%             | 2055-06-25      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2025-103, Class SA                                                           | CUSIP: 3136BX6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2496690 | PA      | $181531.60    | 0.03%             | 2055-06-25      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5040                                                                 | CUSIP: 3137F6PH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1199695 | PA      | $220144.44    | 0.04%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5036                                                                 | CUSIP: 3137F6TN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2380109 | PA      | $515432.32    | 0.09%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5070, Class PI                                                       | CUSIP: 3137F9Y54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2293510 | PA      | $409654.22    | 0.07%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 4839, Class WO                                                       | CUSIP: 3137FJK81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    985057 | PA      | $632761.90    | 0.12%             | 2056-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 4993, Class KS                                                       | CUSIP: 3137FU6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4239057 | PA      | $577747.86    | 0.11%             | 2050-07-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5021, Class SA                                                       | CUSIP: 3137FWMZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3269644 | PA      | $73938.74     | 0.01%             | 2050-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5023, Class LI                                                       | CUSIP: 3137FWV72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1281967 | PA      | $206655.74    | 0.04%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5038, Class IB                                                       | CUSIP: 3137FXMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    829357 | PA      | $129218.90    | 0.02%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STACR Trust                                             | STACR REMIC Trust, Series 2018-HRP1, Class B2                                             | CUSIP: 3137G0VB2<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |   1981415 | PA      | $2346053.40   | 0.43%             | 2043-05-25      | Floating      | 15.74%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR Securitized Participation Interests Trust, Series 2018-SPI3, Class B          | CUSIP: 3137G1DF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2302137 | PA      | $1796534.63   | 0.33%             | 2048-08-25      | Variable      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5152, Class BI                                                       | CUSIP: 3137H3AM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2986211 | PA      | $516766.47    | 0.09%             | 2050-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5167, Class GI                                                       | CUSIP: 3137H3LQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3612668 | PA      | $620152.07    | 0.11%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5164, Class SA                                                       | CUSIP: 3137H3RK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7732183 | PA      | $260818.91    | 0.05%             | 2051-11-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5191                                                                 | CUSIP: 3137H5N86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1864791 | PA      | $335034.69    | 0.06%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5205, Class KI                                                       | CUSIP: 3137H67L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1587147 | PA      | $162685.12    | 0.03%             | 2048-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5200, Class SA                                                       | CUSIP: 3137H6KD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2583301 | PA      | $63067.93     | 0.01%             | 2052-02-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5357, Class OE                                                       | CUSIP: 3137HAXR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    679785 | PA      | $565651.70    | 0.10%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5351, Class EO                                                       | CUSIP: 3137HAZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    875857 | PA      | $735841.25    | 0.13%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5363                                                                 | CUSIP: 3137HB5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    784079 | PA      | $676187.17    | 0.12%             | 2053-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5471, Class SK                                                       | CUSIP: 3137HHAB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3677314 | PA      | $139554.06    | 0.03%             | 2054-08-25      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Series 5514, Class SA                                                              | CUSIP: 3137HKCT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3067013 | PA      | $97379.19     | 0.02%             | 2055-03-25      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Series 5531, Class SD                                                              | CUSIP: 3137HKSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3877826 | PA      | $247985.04    | 0.05%             | 2055-04-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Series 5547, Class ES                                                              | CUSIP: 3137HLKW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1673243 | PA      | $120574.53    | 0.02%             | 2055-06-25      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Strips, Series 426, Class C32                                                | CUSIP: 31422MZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6123743 | PA      | $583645.46    | 0.11%             | 2052-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA, Strips                                            | FNMA, Strips, REMIC, Series 440, Class C46                                                | CUSIP: 31424U8A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4397492 | PA      | $909002.17    | 0.17%             | 2053-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Strips, Series 438, Class C34                                                | CUSIP: 31424UWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2348492 | PA      | $525930.07    | 0.10%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Strips, Series 397, Class C61                                                      | CUSIP: 3142G4PC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1654001 | PA      | $347985.60    | 0.06%             | 2053-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC                         | Consolidated Communications LLC, Series 2025-4A, Class A2                                 | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010000 | PA      | $1014883.15   | 0.19%             | 2055-12-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| First Horizon Bank                                      | First Horizon Bank                                                                        | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1854379.52   | 0.34%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2020-1, Class E                                        | CUSIP: 33843FAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1108144 | PA      | $1107129.92   | 0.20%             | 2027-06-15      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2020-3, Class E                                        | CUSIP: 33844TAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1112682 | PA      | $1112768.41   | 0.20%             | 2027-12-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2021-2, Class E                                        | CUSIP: 33844WAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1570000 | PA      | $1522077.48   | 0.28%             | 2028-09-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2022-2, Class D                                        | CUSIP: 33844XAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1490000 | PA      | $1333263.47   | 0.24%             | 2028-04-17      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2021-4, Class C                                        | CUSIP: 33845AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499639 | PA      | $496080.05    | 0.09%             | 2027-12-15      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2021-4, Class D                                        | CUSIP: 33845AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2765000 | PA      | $2624276.43   | 0.48%             | 2027-12-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2021-4, Class E                                        | CUSIP: 33845AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $643203.33    | 0.12%             | 2029-03-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2022-1, Class D                                        | CUSIP: 33845VAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985000 | PA      | $930156.68    | 0.17%             | 2028-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2021-3, Class E                                        | CUSIP: 33846QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1535000 | PA      | $1401223.83   | 0.26%             | 2028-12-15      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                            | Flex Intermediate Holdco LLC                                                              | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2125539.82   | 0.39%             | 2031-06-30      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                               | Ford Motor Credit Co. LLC                                                                 | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1368533.18   | 0.25%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                               | Ford Motor Credit Co. LLC                                                                 | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1152592.95   | 0.21%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                               | Ford Motor Credit Co. LLC                                                                 | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1716517.46   | 0.31%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities XXI CLO LLC               | Fortress Credit Opportunities XXI CLO LLC, Series 2023-21A, Class A1TR                    | CUSIP: 34964UAN6<br>LEI: 254900WDNXJI5BDB6170 | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1202712.00   | 0.22%             | 2037-01-21      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FHLMC, Multifamily Structured Pass-Through Certificates | FHLMC, Multifamily Structured Pass-Through Certificates, REMIC, Series 2021-MN3, Class M1 | CUSIP: 35563GAA7<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | CORP              | US        |    365990 | PA      | $366405.41    | 0.07%             | 2051-11-25      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MSCR Trust                                        | FHLMC, REMIC, Series 2024-MN8, Class M2                                                   | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | CORP              | US        |    985000 | PA      | $1026737.70   | 0.19%             | 2044-05-25      | Floating      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MSCR Trust                                        | FHLMC, REMIC, Series 2025-MN10, Class B1                                                  | CUSIP: 35563UAC2<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | CORP              | US        |   1455000 | PA      | $1469484.96   | 0.27%             | 2045-02-25      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Mscr Trust Mn11                                   | FHLMC MSCR Trust, Series 2025-MN11, Class M2                                              | CUSIP: 35563YAB6<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |   1475000 | PA      | $1474170.61   | 0.27%             | 2045-07-25      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2021-HQA3, Class B2                                       | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |   2640000 | PA      | $2719205.28   | 0.50%             | 2041-09-25      | Floating      | 10.12%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                 | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class B1                                       | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |   1225000 | PA      | $1246546.28   | 0.23%             | 2041-10-25      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2021-HQA4, Class B2                                       | CUSIP: 35564KPP8<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |   3320000 | PA      | $3478469.91   | 0.63%             | 2041-12-25      | Floating      | 10.87%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2022-DNA1, Class B2                                       | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    977000 | PA      | $1028499.33   | 0.19%             | 2042-01-25      | Floating      | 10.97%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class B2                                       | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    755000 | PA      | $809036.11    | 0.15%             | 2042-02-25      | Floating      | 12.37%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2023-DNA2, Class M1B                                      | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $494186.30    | 0.09%             | 2043-04-25      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M2                                       | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $996491.58    | 0.18%             | 2042-03-25      | Floating      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR Trust, Series 2019-HQA2, Class B2                                             | CUSIP: 35564MBE4<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1958140.31   | 0.36%             | 2049-04-25      | Floating      | 15.24%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2025-HQA1, Class M2                                       | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $600729.96    | 0.11%             | 2045-02-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2019-FTR1, Class B2                                       | CUSIP: 35564PAC2<br>LEI: 549300MHCI0CUXMJQS62 | Long             | ABS-MBS          | CORP              | US        |   1705000 | PA      | $2019760.39   | 0.37%             | 2048-01-25      | Floating      | 12.34%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2019-FTR3, Class B2                                       | CUSIP: 35565EAE2<br>LEI: 5493009ZFZYH4FRCW638 | Long             | ABS-MBS          | CORP              | US        |   3790000 | PA      | $4123526.06   | 0.75%             | 2047-09-25      | Floating      | 8.79%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2020-HQA1, Class B2                                       | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | CORP              | US        |   1736000 | PA      | $1927586.52   | 0.35%             | 2050-01-25      | Floating      | 9.09%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Mscr Trust Mn12                                   | FHLMC Mscr Trust, Series 2025-MN12, Class B1                                              | CUSIP: 355913AC8<br>LEI: 529900KABSM46L5D1T20 | Long             | ABS-MBS          | CORP              | US        |   1220000 | PA      | $1220198.62   | 0.22%             | 2045-11-25      | Floating      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| FHLMC, Multifamily Structured Pass-Through Certificates | FHLMC, Multifamily Structured Pass-Through Certificates, REMIC, Series 2024-MN9, Class B1 | CUSIP: 355917AC9<br>LEI: 529900KWKEUIIIV9P337 | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1519171.06   | 0.28%             | 2044-10-25      | Floating      | 9.87%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust, Series 2015-GC30, Class D                                   | CUSIP: 36250GAX3<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |   3045000 | PA      | $1674993.60   | 0.31%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc.                                                        | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    908000 | PA      | $815828.12    | 0.15%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc.                                                        | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1480507.64   | 0.27%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                       | GLS Auto Receivables Issuer Trust, Series 2022-3A, Class E                                | CUSIP: 38014QAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685000 | PA      | $706939.59    | 0.13%             | 2029-10-15      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 67M                          | Golub Capital Partners CLO 67M, Series 2023-67A, Class CR                                 | CUSIP: 38179PAS8<br>LEI: 2549002FTXMYDDCWWA09 | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $900141.30    | 0.16%             | 2036-05-09      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                    | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class A1                           | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1100000 | PA      | $1101496.00   | 0.20%             | 2037-10-25      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 78M                          | Golub Capital Partners CLO 78M, Series 2025-78A, Class A1                                 | CUSIP: 381934AC2<br>LEI: 254900PSE4IZIZUH7U62 | Long             | ABS-CBDO         | CORP              | US        |   1055000 | PA      | $1055113.94   | 0.19%             | 2039-04-21      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                        | Goodyear Tire & Rubber Co. (The)                                                          | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    770000 | PA      | $788506.95    | 0.14%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2016-93, Class AI                                                            | CUSIP: 38379XY20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1986128 | PA      | $465468.32    | 0.08%             | 2044-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-47                                                                      | CUSIP: 38380RA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10005517 | PA      | $666305.42    | 0.12%             | 2061-03-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-168, Class IA                                                           | CUSIP: 38380REA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4316983 | PA      | $309046.74    | 0.06%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-177                                                                     | CUSIP: 38380RHQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5156730 | PA      | $304961.81    | 0.06%             | 2062-06-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-185, Class DI                                                           | CUSIP: 38381HVY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3788093 | PA      | $260890.48    | 0.05%             | 2065-10-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-172                                                                     | CUSIP: 38381JA72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5971351 | PA      | $547738.33    | 0.10%             | 2066-02-16      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-194, Class CI                                                           | CUSIP: 38381JN94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6501391 | PA      | $403755.23    | 0.07%             | 2065-10-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-159, Class CI                                                           | CUSIP: 38381JZC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8851427 | PA      | $624734.61    | 0.11%             | 2065-07-16      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2025-112                                                                     | CUSIP: 38381MUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7079664 | PA      | $359953.46    | 0.07%             | 2066-03-16      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2025-131, Class S                                                            | CUSIP: 38381QQF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1926521 | PA      | $159903.21    | 0.03%             | 2055-08-20      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-1, Class YS                                                             | CUSIP: 38382CDW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3422245 | PA      | $19511.93     | 0.00%             | 2050-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-34, Class SC                                                            | CUSIP: 38382DM30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3331246 | PA      | $423556.56    | 0.08%             | 2050-03-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-56, Class FE                                                            | CUSIP: 38382J4U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4169462 | PA      | $617725.34    | 0.11%             | 2050-10-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-129, Class SB                                                           | CUSIP: 38382JXP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4432445 | PA      | $41038.68     | 0.01%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-146, Class SA                                                           | CUSIP: 38382KWJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2364593 | PA      | $324445.51    | 0.06%             | 2050-10-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-188                                                                     | CUSIP: 38382L2B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3383003 | PA      | $388391.70    | 0.07%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-167, Class SN                                                           | CUSIP: 38382LBS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1436888 | PA      | $200319.05    | 0.04%             | 2050-11-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-166, Class CA                                                           | CUSIP: 38382LQC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2611498 | PA      | $1982304.08   | 0.36%             | 2050-11-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-166, Class IC                                                           | CUSIP: 38382LQD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1668886 | PA      | $206997.46    | 0.04%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-183, Class HT                                                           | CUSIP: 38382LTQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3807356 | PA      | $489775.57    | 0.09%             | 2050-12-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-189, Class SU                                                           | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    830798 | PA      | $120076.27    | 0.02%             | 2050-12-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-1, Class PI                                                             | CUSIP: 38382ML56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1087802 | PA      | $166628.60    | 0.03%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-16, Class AS                                                            | CUSIP: 38382NAB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6328454 | PA      | $27608.51     | 0.01%             | 2051-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-29, Class AS                                                            | CUSIP: 38382NP76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6024567 | PA      | $29602.91     | 0.01%             | 2051-02-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-46, Class TS                                                            | CUSIP: 38382P5E8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1703283 | PA      | $225731.72    | 0.04%             | 2051-03-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-44, Class IQ                                                            | CUSIP: 38382PMU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4489493 | PA      | $753172.23    | 0.14%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-57, Class SA                                                            | CUSIP: 38382QAD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5505423 | PA      | $741541.36    | 0.14%             | 2051-03-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-57, Class SD                                                            | CUSIP: 38382QAM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2231858 | PA      | $301788.52    | 0.06%             | 2051-03-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-74, Class HI                                                            | CUSIP: 38382RLF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    446950 | PA      | $67225.99     | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-67, Class PI                                                            | CUSIP: 38382RR75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2021485 | PA      | $343568.08    | 0.06%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-98, Class IN                                                            | CUSIP: 38382TM27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1549973 | PA      | $281295.03    | 0.05%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-96, Class NS                                                            | CUSIP: 38382UVG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4346772 | PA      | $567950.98    | 0.10%             | 2051-06-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-96, Class SN                                                            | CUSIP: 38382UVH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3109679 | PA      | $403366.67    | 0.07%             | 2051-06-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-96, Class JS                                                            | CUSIP: 38382UYG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2883546 | PA      | $409796.92    | 0.07%             | 2051-06-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-97, Class SM                                                            | CUSIP: 38382VAW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3280780 | PA      | $448428.80    | 0.08%             | 2051-06-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-97, Class SA                                                            | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4780303 | PA      | $25066.48     | 0.00%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-122, Class HS                                                           | CUSIP: 38382WBD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3101340 | PA      | $427070.60    | 0.08%             | 2051-07-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-146, Class IN                                                           | CUSIP: 38382WH26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4323580 | PA      | $800476.65    | 0.15%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-136, Class SB                                                           | CUSIP: 38382WR25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2718082 | PA      | $30587.66     | 0.01%             | 2051-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-137, Class HI                                                           | CUSIP: 38382WXC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2619280 | PA      | $370577.59    | 0.07%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-158, Class SB                                                           | CUSIP: 38382XY58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4126935 | PA      | $120648.48    | 0.02%             | 2051-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-205, Class GA                                                           | CUSIP: 38383C3B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    538219 | PA      | $446265.13    | 0.08%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-205, Class DS                                                           | CUSIP: 38383C3X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7903798 | PA      | $96224.00     | 0.02%             | 2051-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-177, Class IM                                                           | CUSIP: 38383CFZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3292674 | PA      | $560003.80    | 0.10%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-179, Class SA                                                           | CUSIP: 38383CYH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3600755 | PA      | $512308.98    | 0.09%             | 2050-11-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-101, Class SB                                                           | CUSIP: 38383F6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3199738 | PA      | $36043.13     | 0.01%             | 2052-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-226, Class SA                                                           | CUSIP: 38383FAC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4767444 | PA      | $5841.55      | 0.00%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-10, Class IC                                                            | CUSIP: 38383GFG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2747135 | PA      | $331379.44    | 0.06%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-207                                                                     | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2281392 | PA      | $381968.05    | 0.07%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-190, Class HS                                                           | CUSIP: 38383LBB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7294057 | PA      | $814221.67    | 0.15%             | 2050-02-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-78, Class S                                                             | CUSIP: 38383P8S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3336773 | PA      | $66871.59     | 0.01%             | 2052-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-87, Class SA                                                            | CUSIP: 38383RYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6385318 | PA      | $71928.69     | 0.01%             | 2052-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-107, Class SA                                                           | CUSIP: 38383TLA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16118454 | PA      | $187317.39    | 0.03%             | 2052-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-60, Class ES                                                            | CUSIP: 38383XSW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1190492 | PA      | $1112738.01   | 0.20%             | 2053-04-20      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-53                                                                      | CUSIP: 38383XYN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    557683 | PA      | $459609.50    | 0.08%             | 2053-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-86, Class SE                                                            | CUSIP: 38384A3B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2154154 | PA      | $328062.12    | 0.06%             | 2050-09-20      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-66, Class OQ                                                            | CUSIP: 38384AQK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1288452 | PA      | $1015079.08   | 0.19%             | 2052-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-66, Class MP                                                            | CUSIP: 38384AWS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1595454 | PA      | $1529113.31   | 0.28%             | 2053-05-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-80, Class SA                                                            | CUSIP: 38384BPQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5974558 | PA      | $278233.99    | 0.05%             | 2053-06-20      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-101, Class EO                                                           | CUSIP: 38384CAZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    743820 | PA      | $629681.03    | 0.11%             | 2053-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2024-48, Class JI                                                            | CUSIP: 38384KHH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2530808 | PA      | $425842.14    | 0.08%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2024-51, Class SX                                                            | CUSIP: 38384KVY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11650983 | PA      | $482533.60    | 0.09%             | 2054-03-20      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| Great Lakes CLO Ltd.                                    | Great Lakes CLO Ltd., Series 2019-1A, Class ARR                                           | CUSIP: 390578AT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1120000 | PA      | $1125298.72   | 0.21%             | 2037-04-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                         | Great Lakes Dredge & Dock Corp.                                                           | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    650000 | PA      | $633943.05    | 0.12%             | 2029-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                              | Grupo Aeromexico SAB de CV                                                                | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    350000 | PA      | $357325.50    | 0.07%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                     | Herc Holdings, Inc.                                                                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    835000 | PA      | $878777.75    | 0.16%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                         | Hertz Vehicle Financing III LLC, Series 2025-6A, Class D                                  | CUSIP: 42806MDT3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $802010.16    | 0.15%             | 2032-05-25      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                     | Hilcorp Energy I LP                                                                       | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1855070.81   | 0.34%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                          | Home Partners of America Trust, Series 2021-2, Class B                                    | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    748406 | PA      | $733224.47    | 0.13%             | 2026-12-17      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class E                          | CUSIP: 44644NAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549602 | PA      | $565706.74    | 0.10%             | 2032-05-20      | Floating      | 12.17%                | Yes           |                  2 | On Loan: No      |
| Huntsman International LLC                              | Huntsman International LLC                                                                | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1917687.50   | 0.35%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                       | Iliad Holding SAS                                                                         | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |   1110000 | PA      | $1194636.39   | 0.22%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                                                       | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2515000 | PA      | $2399251.63   | 0.44%             | 2032-06-01      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                | IPALCO Enterprises, Inc.                                                                  | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1222709.22   | 0.22%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond                                  | Israel Government Bond                                                                    | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1925000 | PA      | $1851863.05   | 0.34%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust              | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class D                     | CUSIP: 46591EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $369494.66    | 0.07%             | 2052-06-13      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                         | JH North America Holdings, Inc.                                                           | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209248.63    | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                         | JH North America Holdings, Inc.                                                           | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359294.95    | 0.07%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ivy Hill Middle Market Credit Fund VII Ltd.             | Ivy Hill Middle Market Credit Fund VII Ltd., Series 7A, Class AR3                         | CUSIP: 46602ABE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751603.50    | 0.14%             | 2036-10-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust  | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class A          | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1206968 | PA      | $1192265.14   | 0.22%             | 2037-04-15      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust  | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2012-WLDN, Class A         | CUSIP: 46637TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421629 | PA      | $406871.51    | 0.07%             | 2030-05-05      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust              | JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class D                       | CUSIP: 46648KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1645000 | PA      | $1237047.24   | 0.23%             | 2050-10-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust  | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-1440, Class A         | CUSIP: 46653DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $987505.88    | 0.18%             | 2036-03-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX SARL                                        | JBS USA LUX SARL                                                                          | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1189410.92   | 0.22%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Kentucky Power Co.                                      | Kentucky Power Co.                                                                        | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1315936.87   | 0.24%             | 2033-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Kenya Government Bond                                   | Kenya Government Bond                                                                     | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    772000 | PA      | $781671.83    | 0.14%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                 | KeyCorp                                                                                   | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    785000 | PA      | $852663.28    | 0.16%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                   | Kioxia Holdings Corp.                                                                     | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1345000 | PA      | $1383783.98   | 0.25%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                 | Bath & Body Works, Inc.                                                                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1830090.63   | 0.33%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                   | Las Vegas Sands Corp.                                                                     | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1619966.32   | 0.30%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                  | Lincoln National Corp.                                                                    | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   3253000 | PA      | $2816084.69   | 0.51%             | 2066-05-17      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| LOANDEPOT GMSR Master Trust                             | LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A                                     | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1595000 | PA      | $1604837.80   | 0.29%             | 2030-07-16      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                         | LSTAR Commercial Mortgage Trust, Series 2017-5, Class D                                   | CUSIP: 54910TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $824797.19    | 0.15%             | 2050-03-10      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                      | MIWD Holdco II LLC                                                                        | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1617571.85   | 0.30%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| MPT Operating Partnership LP                            | MPT Operating Partnership LP                                                              | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $891724.41    | 0.16%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                      | Macquarie Airfinance Holdings Ltd.                                                        | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1570000 | PA      | $1645197.44   | 0.30%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Magnetite 50 Ltd.                                       | Magnetite 50 Ltd., Series 2025-50A, Class A1                                              | CUSIP: 55956MAA7<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251457.50   | 0.23%             | 2038-07-25      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| NYLI U.S. Government Liquidity Fund                     | NYLI U.S. Government Liquidity Fund                                                       | CUSIP: 56064L488<br>LEI: 549300Y3ZLEL13IJCK58 | Long             | STIV             | RF                | US        |   2256491 | NS      | $2256490.77   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                                       | Masterbrand, Inc.                                                                         | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1440081.70   | 0.26%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                           | Mill City Mortgage Loan Trust, Series 2018-3, Class B2                                    | CUSIP: 59980XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2225256 | PA      | $1717104.37   | 0.31%             | 2058-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                           | Mill City Mortgage Loan Trust, Series 2018-3, Class B4                                    | CUSIP: 59980XAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    928022 | PA      | $589382.89    | 0.11%             | 2058-08-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                           | Mill City Mortgage Loan Trust, Series 2018-4, Class B4                                    | CUSIP: 59980YAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1473279 | PA      | $919123.24    | 0.17%             | 2066-04-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                  | Mineral Resources Ltd.                                                                    | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1725000 | PA      | $1810388.07   | 0.33%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                  | Mineral Resources Ltd.                                                                    | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $291985.17    | 0.05%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Molina Healthcare, Inc.                                 | Molina Healthcare, Inc.                                                                   | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1191354.75   | 0.22%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Morgan Stanley Bank of America Merrill Lynch Trust      | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class D              | CUSIP: 61690FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2015000 | PA      | $1138696.65   | 0.21%             | 2048-04-15      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust      | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D              | CUSIP: 61690QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304141 | PA      | $295475.85    | 0.05%             | 2050-07-15      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                            | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1411297.97   | 0.26%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust, Series 2021-230P, Class A                                 | CUSIP: 61772WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $616019.84    | 0.11%             | 2038-12-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Moss Creek Resources Holdings, Inc.                     | Moss Creek Resources Holdings, Inc.                                                       | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1464974.94   | 0.27%             | 2031-09-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust         | Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class B10                | CUSIP: 62547NAC3<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2530873.00   | 0.46%             | 2049-10-25      | Floating      | 9.49%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust         | Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class CE                 | CUSIP: 62548QAF8<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   2575000 | PA      | $2664269.07   | 0.49%             | 2050-03-25      | Floating      | 11.49%                | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust         | Multifamily Connecticut Avenue Securities Trust, Series 2024-01, Class M10                | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |    565000 | PA      | $580776.33    | 0.11%             | 2054-07-25      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust         | Multifamily Connecticut Avenue Securities Trust, Series 2025-01, Class M2                 | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $1031371.75   | 0.19%             | 2055-05-25      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC, First Lien Facility Advance Term Loan Q                         | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   2115000 | PA      | $2117643.75   | 0.39%             | 2029-01-31      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                              | NCMF Trust, Series 2025-MFS, Class E                                                      | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1435000 | PA      | $1455329.07   | 0.27%             | 2033-06-10      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| NCL Finance Ltd.                                        | NCL Finance Ltd.                                                                          | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1505000 | PA      | $1547953.65   | 0.28%             | 2028-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BF Mortgage Trust                                       | BF Mortgage Trust, Series 2019-NYT, Class F                                               | CUSIP: 62954PAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1835000 | PA      | $1612599.10   | 0.29%             | 2035-12-15      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| TruGreen Ltd. Partnership                               | TruGreen Ltd. Partnership, First Lien Term Loan B                                         | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    915187 | PA      | $894976.61    | 0.16%             | 2027-11-02      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                   | National Fuel Gas Co.                                                                     | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1090165.46   | 0.20%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust            | Natixis Commercial Mortgage Securities Trust, Series 2020-2PAC, Class AMZ1                | CUSIP: 63875DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1191610.96   | 0.22%             | 2037-01-15      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                       | NatWest Group plc                                                                         | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1825000 | PA      | $1690766.51   | 0.31%             | 2031-06-28      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust               | Navient Private Education Refi Loan Trust, Series 2020-HA, Class B                        | CUSIP: 63935BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $731993.64    | 0.13%             | 2069-01-15      | Fixed         | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust               | Navient Private Education Refi Loan Trust, Series 2020-GA, Class B                        | CUSIP: 63941UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1485000 | PA      | $1256968.89   | 0.23%             | 2069-09-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                 | NESCO Holdings II, Inc.                                                                   | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1369228.81   | 0.25%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                      | Arches Buyer, Inc., First Lien New Term Loan                                              | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |   1088542 | PA      | $1090241.97   | 0.20%             | 2027-12-06      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                     | Newell Brands, Inc.                                                                       | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1457488.67   | 0.27%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                     | Nexstar Media, Inc.                                                                       | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1598319.13   | 0.29%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP               | XPLR Infrastructure Operating Partners LP                                                 | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2146560.05   | 0.39%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                         | Nissan Motor Acceptance Co. LLC                                                           | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $3932315.62   | 0.72%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                  | OCP SA                                                                                    | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $208936.00    | 0.04%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                            | OCP CLO Ltd., Series 2017-14A, Class A1R                                                  | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1051803.90   | 0.19%             | 2037-07-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                               | OBX Trust, Series 2025-R1, Class A1                                                       | CUSIP: 67123GAC9<br>LEI: 254900UIO03AL696QM79 | Long             | ABS-MBS          | CORP              | US        |    879347 | PA      | $878026.73    | 0.16%             | 2062-09-25      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                               | OBX Trust, Series 2025-J3, Class AF                                                       | CUSIP: 67449KAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    794783 | PA      | $794643.51    | 0.15%             | 2055-10-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                   | OneMain Finance Corp.                                                                     | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1208678.96   | 0.22%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO XX LLC                                     | Owl Rock CLO XX LLC, Series 2024-20A, Class C                                             | CUSIP: 69122LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $794456.00    | 0.14%             | 2034-10-24      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                            | Pacific Gas and Electric Co.                                                              | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $815904.40    | 0.15%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                              | PacifiCorp                                                                                | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    735000 | PA      | $749146.55    | 0.14%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                    | Paraguay Government Bond                                                                  | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1050000 | PA      | $1085934.87   | 0.20%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                          | Park Intermediate Holdings LLC                                                            | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1841470.16   | 0.34%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Perenti Finance Pty. Ltd.                               | Perenti Finance Pty. Ltd.                                                                 | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1039998.22   | 0.19%             | 2029-04-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                       | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1875000 | PA      | $2171793.75   | 0.40%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of Poland                                      | Poland Government Bond                                                                    | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1400000 | PA      | $1433831.28   | 0.26%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                     | Post Holdings, Inc.                                                                       | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    758000 | PA      | $738113.38    | 0.13%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                     | Post Holdings, Inc.                                                                       | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    345000 | PA      | $327076.17    | 0.06%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                         | Prime Healthcare Services, Inc.                                                           | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1144500.66   | 0.21%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                 | Qnity Electronics, Inc.                                                                   | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    705000 | PA      | $720824.43    | 0.13%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                     | RCKT Mortgage Trust, Series 2024-CES5, Class A1A                                          | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480233 | PA      | $1494747.94   | 0.27%             | 2044-08-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| RIN V LLC                                               | RIN V LLC, Series 2023-2A, Class A1R                                                      | CUSIP: 74970TAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1297966.80   | 0.24%             | 2036-10-14      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust                                              | ROCK Trust, Series 2024-CNTR, Class E                                                     | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1362020.99   | 0.25%             | 2041-11-13      | Fixed         | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 25 Ltd.                                         | Rad CLO 25 Ltd., Series 2024-25A, Class A1                                                | CUSIP: 75009GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    650000 | PA      | $651874.60    | 0.12%             | 2037-07-20      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                     | Rakuten Group, Inc.                                                                       | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   1430000 | PA      | $1599398.37   | 0.29%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                 | Raizen Fuels Finance SA                                                                   | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1893000 | PA      | $1443412.50   | 0.26%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                                 | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                         | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1102070.20   | 0.20%             | 2037-07-17      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                 | Regatta 30 Funding Ltd., Series 2024-4A, Class B                                          | CUSIP: 75903UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253747.50   | 0.23%             | 2038-01-25      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                | SCIH Salt Holdings, Inc.                                                                  | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1565380.30   | 0.29%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sally Holdings LLC                                      | Sally Holdings LLC                                                                        | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $443835.35    | 0.08%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Sands China Ltd.                                        | Sands China Ltd.                                                                          | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1050000 | PA      | $968668.79    | 0.18%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INEOS U.S. Petrochem LLC                                | INEOS U.S. Petrochem LLC, First Lien New Term Loan B1                                     | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1485462 | PA      | $1039823.12   | 0.19%             | 2029-04-02      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                            | Santander Holdings USA, Inc.                                                              | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1323390.23   | 0.24%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class F                           | CUSIP: 80290CCF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675442 | PA      | $710393.46    | 0.13%             | 2033-12-15      | Fixed         | 12.24%                | Yes           |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                   | DIRECTV Financing LLC, First Lien 2024 Refinancing Term Loan B                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1421140 | PA      | $1424914.66   | 0.26%             | 2029-08-02      | Variable      | 9.35%                 | No            |                  2 | On Loan: No      |
| Sempra                                                  | Sempra                                                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1263783.33   | 0.23%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                               | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD                                   | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |   5622710 | NS      | $5622709.60   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                 | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A1R                                       | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    845000 | PA      | $847219.82    | 0.15%             | 2037-07-18      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Silver Point SCF CLO IV Ltd.                            | Silver Point SCF CLO IV Ltd., Series 2021-1A, Class A2R                                   | CUSIP: 82809JAE9<br>LEI: 549300JT1NOSMVUW1B50 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $702984.10    | 0.13%             | 2036-10-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                   | Delta Air Lines, Inc.                                                                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2258633.80   | 0.41%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SKY Trust                                               | SKY Trust, Series 2025-LINE, Class D                                                      | CUSIP: 830941AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787482 | PA      | $790402.85    | 0.14%             | 2042-04-15      | Floating      | 9.68%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                 | Genesee & Wyoming, Inc., First Lien Initial Term Loan                                     | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   1372625 | PA      | $1372410.87   | 0.25%             | 2031-04-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                  | Smithfield Foods, Inc.                                                                    | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1844764.91   | 0.34%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: —       |
| Societe Generale SA                                     | Societe Generale SA                                                                       | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1745000 | PA      | $1667936.26   | 0.30%             | 2030-11-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA                                                                       | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1210000 | PA      | $1202492.56   | 0.22%             | 2026-05-26      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                           | Staples, Inc., First Lien Closing Date Term Loan                                          | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |   1104408 | PA      | $1046887.18   | 0.19%             | 2029-08-23      | Variable      | 9.60%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                   | Ahead DB Holdings LLC, First Lien Term Loan B3                                            | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |   1467743 | PA      | $1466112.37   | 0.27%             | 2031-02-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                           | Staples, Inc.                                                                             | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    675000 | PA      | $671071.98    | 0.12%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                           | Starwood Property Trust, Inc.                                                             | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1781232.58   | 0.33%             | 2026-07-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                           | Starwood Property Trust, Inc.                                                             | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1283002.50   | 0.23%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                | Studio City Finance Ltd.                                                                  | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   1860000 | PA      | $1861982.76   | 0.34%             | 2028-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                      | Subway Funding LLC, Series 2024-1A, Class A2II                                            | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955350 | PA      | $975443.69    | 0.18%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                    | SunCoke Energy, Inc.                                                                      | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1290643.24   | 0.24%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                     | Suzano Austria GmbH                                                                       | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1880000 | PA      | $1773949.14   | 0.32%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corp.                                        | Glatfelter Corp., First Lien Term Loan                                                    | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |   2752343 | PA      | $2728260.31   | 0.50%             | 2031-11-04      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                             | Terex Corp.                                                                               | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1302957.77   | 0.24%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Texas Debt Capital CLO Ltd.                             | Texas Debt Capital CLO Ltd., Series 2024-2A, Class B                                      | CUSIP: 88238EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $802529.60    | 0.15%             | 2037-01-24      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Textron Financial Corp.                                 | Textron Financial Corp.                                                                   | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1536486.43   | 0.28%             | 2042-02-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                              | Cloud Software Group, Inc.                                                                | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1251163.58   | 0.23%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust, Series 2017-4, Class B5                                        | CUSIP: 89173UAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1187590 | PA      | $840642.79    | 0.15%             | 2057-06-25      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust, Series 2018-2, Class B5                                        | CUSIP: 89175VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3780372 | PA      | $1636463.48   | 0.30%             | 2058-03-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust, Series 2019-1, Class B2                                        | CUSIP: 89177BAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545000 | PA      | $422591.53    | 0.08%             | 2058-03-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd.                           | Transocean International Ltd.                                                             | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    832500 | PA      | $869885.91    | 0.16%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes                                   | Tricon American Homes, Series 2020-SFR1, Class C                                          | CUSIP: 89613GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1780000 | PA      | $1754506.84   | 0.32%             | 2038-07-17      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Trust Fibra Uno                                         | Trust Fibra Uno                                                                           | CUSIP: 89834JAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    150000 | PA      | $170425.77    | 0.03%             | 2037-01-23      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Trust 2401                                              | Trust 2401                                                                                | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    707000 | PA      | $782295.50    | 0.14%             | 2032-01-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                            | UBS Group AG                                                                              | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1645000 | PA      | $1508576.20   | 0.28%             | 2031-02-10      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust, Series 2018-C10, Class D                                   | CUSIP: 90276FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $948044.71    | 0.17%             | 2051-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust, Series 2019-C16, Class AS                                  | CUSIP: 90276YAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $586475.81    | 0.11%             | 2052-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust, Series 2019-C18, Class C                                   | CUSIP: 90278PBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1036426.08   | 0.19%             | 2052-12-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust, Series 2018-C9, Class C                                    | CUSIP: 90291JBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1405000 | PA      | $963403.44    | 0.18%             | 2051-03-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| USB Realty Corp.                                        | USB Realty Corp.                                                                          | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $787930.11    | 0.14%             | 2027-01-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                   | Mexico Government Bond                                                                    | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $952500.00    | 0.17%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bills                                                                       | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1250000 | PA      | $1249520.14   | 0.23%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                       | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2655000 | PA      | $2557926.56   | 0.47%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                       | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15855000 | PA      | $15679108.59  | 2.86%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                       | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18365000 | PA      | $18101003.13  | 3.30%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Valaris Ltd.                                            | Valaris Ltd.                                                                              | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1110000 | PA      | $1154915.04   | 0.21%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                         | Vantage Data Centers Issuer LLC, Series 2021-1A, Class A2                                 | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $901261.44    | 0.16%             | 2046-10-15      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                        | Vedanta Resources Finance II plc                                                          | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1266234.00   | 0.23%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust, Series 2023-INV2, Class B2                                    | CUSIP: 92540BAF6<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001172.90   | 0.18%             | 2068-08-25      | Variable      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                        | Paramount Global                                                                          | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1846320.44   | 0.34%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                     | Victra Holdings LLC                                                                       | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1171058.88   | 0.21%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                             | Beach Acquisition Bidco LLC, First Lien Tranche Term Loan B1                              | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    555000 | PA      | $558931.07    | 0.10%             | 2032-09-13      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                               | Vistra Operations Co. LLC                                                                 | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1585397.46   | 0.29%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                           | Fortress Intermediate 3, Inc., First Lien Term Loan B                                     | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |   1265438 | PA      | $1267019.30   | 0.23%             | 2031-06-27      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| WP Glimcher Mall Trust                                  | WP Glimcher Mall Trust, Series 2015-WPG, Class C                                          | CUSIP: 92939VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520000 | PA      | $1292000.00   | 0.24%             | 2035-06-05      | Variable      | 3.52%                 | Yes           |                  2 | On Loan: No      |
| WE Soda Investments Holding plc                         | WE Soda Investments Holding plc                                                           | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |   1875000 | PA      | $1878162.21   | 0.34%             | 2031-02-14      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                             | Wayfair LLC                                                                               | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2045879.20   | 0.37%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class D                          | CUSIP: 95000CBJ1<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |   2640000 | PA      | $2009125.27   | 0.37%             | 2059-01-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS6, Class D                          | CUSIP: 95000KAJ4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |   2655000 | PA      | $2266406.77   | 0.41%             | 2049-11-15      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class D                           | CUSIP: 95000XAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $352699.31    | 0.06%             | 2050-09-15      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2018-C44, Class D                           | CUSIP: 95001JAC1<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1189379.57   | 0.22%             | 2051-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class D                           | CUSIP: 95001LAC6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $500187.72    | 0.09%             | 2051-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2022-ONL, Class E                           | CUSIP: 95003WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1410000 | PA      | $1288059.25   | 0.24%             | 2039-12-15      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Opal U.S. LLC                                           | Opal U.S. LLC, First Lien Term Loan                                                       | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    887775 | PA      | $892584.08    | 0.16%             | 2032-04-28      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                          | Western Midstream Operating LP                                                            | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1523769.27   | 0.28%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                 | Windstream Services LLC                                                                   | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1019982.35   | 0.19%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP               | XPLR Infrastructure Operating Partners LP                                                 | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    820000 | PA      | $860697.42    | 0.16%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Zayo Issuer LLC                                         | Zayo Issuer LLC, Series 2025-2A, Class B                                                  | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1825000 | PA      | $1882379.64   | 0.34%             | 2055-06-20      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Metinvest BV                                            | Metinvest BV                                                                              | CUSIP: N/A<br>LEI: 635400TMCKVEU87EJ582       | Long             | DBT              | CORP              | NL        |   1125000 | PA      | $1006075.56   | 0.18%             | 2026-04-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                            | KazMunayGas National Co. JSC                                                              | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |   1636000 | PA      | $1669599.99   | 0.30%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                            | Energean Israel Finance Ltd.                                                              | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    770000 | PA      | $759416.35    | 0.14%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Dar Al-Arkan Sukuk Co. Ltd.                             | Dar Al-Arkan Sukuk Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | KY        |   1050000 | PA      | $1055246.85   | 0.19%             | 2027-02-26      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                 | Ukraine Government Bond                                                                   | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    740799 | PA      | $552056.32    | 0.10%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MAF Global Securities Ltd.                              | MAF Global Securities Ltd.                                                                | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1138615.50   | 0.21%             | 2027-06-30      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                  | OCP SA                                                                                    | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |   2000000 | PA      | $2087000.00   | 0.38%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                     | Ecuador Government Bond                                                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |   1187000 | PA      | $1046340.50   | 0.19%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| GACI First Investment Co.                               | GACI First Investment Co.                                                                 | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |   2408000 | PA      | $2214977.59   | 0.40%             | 2054-01-29      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                 | Romanian Government Bond                                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1266000 | PA      | $1147010.24   | 0.21%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                          | KSA Sukuk Ltd.                                                                            | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   1890000 | PA      | $1951122.60   | 0.36%             | 2034-06-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Zorlu Enerji Elektrik Uretim A/S                        | Zorlu Enerji Elektrik Uretim A/S                                                          | CUSIP: N/A<br>LEI: 7890005B5CSNL39OYO75       | Long             | DBT              | CORP              | TR        |   1570000 | PA      | $1356633.80   | 0.25%             | 2030-04-23      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                               | Ivory Coast Government Bond                                                               | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    680000 | PA      | $739016.99    | 0.13%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Omniyat Sukuk 1 Ltd.                                    | Omniyat Sukuk 1 Ltd.                                                                      | CUSIP: N/A<br>LEI: 254900RFKE3XFTFFLM58       | Long             | DBT              | CORP              | KY        |    500000 | PA      | $506570.55    | 0.09%             | 2028-05-06      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Veon Midco BV                                           | Veon Midco BV                                                                             | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |   4500000 | PA      | $4264833.60   | 0.78%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ADNOC Murban RSC Ltd.                                   | ADNOC Murban RSC Ltd.                                                                     | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | CORP              | AE        |   1800000 | PA      | $1691427.22   | 0.31%             | 2054-09-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Pegasus Hava Tasimaciligi A/S                           | Pegasus Hava Tasimaciligi A/S                                                             | CUSIP: N/A<br>LEI: 789000B1MW5PQ58A8T03       | Long             | DBT              | CORP              | TR        |   1300000 | PA      | $1369108.00   | 0.25%             | 2031-09-11      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Bank of Georgia JSC                                     | Bank of Georgia JSC                                                                       | CUSIP: N/A<br>LEI: 549300RPLD8RXL49Z691       | Long             | DBT              | CORP              | GE        |    775000 | PA      | $807665.34    | 0.15%             | 2029-07-16      | Variable      | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond               | Uzbekistan Government Bond                                                                | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |   1300000 | PA      | $1391331.50   | 0.25%             | 2028-10-12      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                 | Saudi Government Bond                                                                     | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    310000 | PA      | $314745.25    | 0.06%             | 2033-07-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Akbank TAS                                              | Akbank TAS                                                                                | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | DBT              | CORP              | TR        |    825000 | PA      | $866149.70    | 0.16%             | 2029-03-14      | Variable      | 9.37%                 | Yes           |                  2 | On Loan: —       |
| Kaspi.KZ JSC                                            | Kaspi.KZ JSC                                                                              | CUSIP: N/A<br>LEI: 2549003YU6FARG8OAZ13       | Long             | DBT              | CORP              | KZ        |    500000 | PA      | $512175.00    | 0.09%             | 2030-03-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Government Bond                               | Abu Dhabi Government Bond                                                                 | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1300000 | PA      | $1369472.00   | 0.25%             | 2034-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Alpha Star Holding VII Ltd.                             | Alpha Star Holding VII Ltd.                                                               | CUSIP: N/A<br>LEI: 54930009KEU618VJFE06       | Long             | DBT              | CORP              | AE        |    750000 | PA      | $754271.25    | 0.14%             | 2026-04-27      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Africa Finance Corp.                                    | Africa Finance Corp.                                                                      | CUSIP: N/A<br>LEI: 213800LXFHRRXIJRXW97       | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $1024652.14   | 0.19%             | 2029-10-08      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: —       |
| EURO                                                    | EURO                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |       530 | OU      | $622.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avianca Midco 2 plc                                     | Avianca Midco 2 plc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1655610.00   | 0.30%             | 2030-02-14      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                              | Melco Resorts Finance Ltd.                                                                | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |   1050000 | PA      | $1049326.10   | 0.19%             | 2027-07-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                  | Standard Chartered plc                                                                    | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1927449.00   | 0.35%             | 2030-03-08      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Tullow Oil plc                                          | Tullow Oil plc                                                                            | CUSIP: N/A<br>LEI: 2138003EYHWO75RKS857       | Long             | DBT              | CORP              | GB        |   2275000 | PA      | $1649375.00   | 0.30%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                        | Vedanta Resources Finance II plc                                                          | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |    550000 | PA      | $580357.25    | 0.11%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Pound Sterling                                          | Pound Sterling                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |        39 | OU      | $52.39        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA LUX SARL                                        | JBS USA LUX SARL                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    200000 | PA      | $203318.11    | 0.04%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| African Export-Import Bank (The)                        | African Export-Import Bank (The)                                                          | CUSIP: N/A<br>LEI: 21380068LJCDYA42GJ76       | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1889160.00   | 0.34%             | 2029-09-21      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                               | Prosus NV                                                                                 | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $761089.64    | 0.14%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                               | Prosus NV                                                                                 | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $1742666.53   | 0.32%             | 2052-01-19      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Yinson Boronia Production BV                            | Yinson Boronia Production BV                                                              | CUSIP: N/A<br>LEI: 5493007X12FTT746N678       | Long             | DBT              | CORP              | NL        |    873170 | PA      | $951329.05    | 0.17%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| AES Andes SA                                            | AES Andes SA                                                                              | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |    700000 | PA      | $732473.00    | 0.13%             | 2055-06-10      | Variable      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                             | Bahamas Government Bond                                                                   | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |    900000 | PA      | $1003563.00   | 0.18%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes SA                    | Globo Comunicacao e Participacoes SA                                                      | CUSIP: N/A<br>LEI: 52990054HEKS017PVR75       | Long             | DBT              | CORP              | BR        |    750000 | PA      | $737209.05    | 0.13%             | 2032-01-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                              | Grupo Aeromexico SAB de CV                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    214000 | PA      | $218560.34    | 0.04%             | 2029-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                              | Grupo Aeromexico SAB de CV                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    286000 | PA      | $291985.98    | 0.05%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Samarco Mineracao SA                                    | Samarco Mineracao SA                                                                      | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |   1049514 | PA      | $1063110.45   | 0.19%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Total Play Telecomunicaciones SA de CV                  | Total Play Telecomunicaciones SA de CV                                                    | CUSIP: N/A<br>LEI: 4469000001BSAPAMOQ06       | Long             | DBT              | CORP              | MX        |    750000 | PA      | $742867.50    | 0.14%             | 2028-12-31      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Total Play Telecomunicaciones SA de CV                  | Total Play Telecomunicaciones SA de CV                                                    | CUSIP: N/A<br>LEI: 4469000001BSAPAMOQ06       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $191860.00    | 0.04%             | 2032-12-31      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                      | Kosmos Energy Ltd.                                                                        | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |   1240000 | PA      | $700761.35    | 0.13%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                 | Banque Ouest Africaine de Developpement                                                   | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | NUSS              | US        |   2050000 | PA      | $1886717.66   | 0.34%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                 | Ukraine Government Bond                                                                   | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    634571 | PA      | $472893.36    | 0.09%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bayfront Labs VII Pte. Ltd.                             | Bayfront Iabs VII Pte. Ltd., Series 7A, Class A                                           | CUSIP: N/A<br>LEI: 213800DAFLLBYWNXMG91       | Long             | ABS-CBDO         | CORP              | SG        |   1100000 | PA      | $1100222.20   | 0.20%             | 2048-04-11      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freeport Indonesia PT                                   | Freeport Indonesia PT                                                                     | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |   1180000 | PA      | $1203061.92   | 0.22%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Freeport Indonesia PT                                   | Freeport Indonesia PT                                                                     | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |   1000000 | PA      | $1016751.00   | 0.19%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** NEW YORK LIFE INVESTMENTS VP FUNDS TRUST

**Signature:** Jack Benintende

**Name of Signer:** Jack Benintende

**Title:** Treasurer