# EDGAR Filing Document

**Accession Number:** 0000787441
**File Stem:** 0002071691-26-014924
**Filing Date:** 2026-6
**Character Count:** 349977
**Document Hash:** 7b2d4bb33dd7ed27e38722eb205a90d4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014924.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002071691-26-014924

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEW YORK LIFE INVESTMENTS FUNDS
- **CENTRAL INDEX KEY:** 0000787441

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04550
- **FILM NUMBER:** 261119758

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAINSTAY FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MACKAY SHIELDS MAINSTAY SERIES FUND /NY/
- **DATE OF NAME CHANGE:** 19911126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MACKAY SHIELDS SERIES FUND
- **DATE OF NAME CHANGE:** 19860506

## Series and Classes Contracts Data

### NYLI MacKay Strategic Bond Fund (Series ID: S000006894)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000018685 | Class A        | MASAX           |
| C000018687 | Class C        | MSICX           |
| C000018688 | Class I        | MSDIX           |
| C000060790 | INVESTOR CLASS | MSYDX           |
| C000185554 | Class R6       | MSYEX           |

## 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 FUNDS

- **b. Investment Company Act file number:** 811-04550

- **c. CIK number of Registrant:** 0000787441

- **d. LEI of Registrant:** 549300PAI7XEJSNBJ671

- **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 MacKay Strategic Bond Fund

- **b. EDGAR series identifier (if any):** S000006894

- **c. LEI of Series:** UCPN6MSNKJS3O5E29B57

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

- **a. Date of fiscal year-end:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1804543686.32

**Total Liabilities:** $55675580.33

**Net Assets:** $1748868105.99

**Delayed Delivery Securities:** $2500000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1301.36000000 | **1-Year:** -8769.64000000 | **5-Year:** -54922.19000000 | **10-Year:** -170209.86000000 | **30-Year:** -101636.93000000

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

- **3-Month:** -7861.63000000 | **1-Year:** -32707.67000000 | **5-Year:** -175934.55000000 | **10-Year:** -128911.95000000 | **30-Year:** -87371.81000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018685 | 1.19%                | -1.47%               | 1.01%                |
| Class ID C000018687 | 1.12%                | -1.57%               | 0.94%                |
| Class ID C000018688 | 1.21%                | -1.45%               | 1.03%                |
| Class ID C000060790 | 1.16%                | -1.48%               | 0.87%                |
| Class ID C000185554 | 1.21%                | -1.44%               | 1.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1268102.11             | $9629534.58                                |
| Month 2  | $505463.25               | $-34779029.79                              |
| Month 3  | $-984879.84              | $9294669.27                                |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP Texas, Inc.                                         | AEP Texas, Inc.                                                                           | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1159895.60   | 0.07%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AGL CLO 17 Ltd.                                         | AGL CLO 17 Ltd., Series 2022-17A, Class BR                                                | CUSIP: 00120DAL0<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |    2550000 | PA      | $2549964.30   | 0.15%             | 2035-01-21      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                              | AT&T, Inc.                                                                                | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $961706.58    | 0.05%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                              | AT&T, Inc.                                                                                | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2213730.72   | 0.13%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                 | American Airlines, Inc.                                                                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2451663.80   | 0.14%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                              | AerCap Ireland Capital DAC                                                                | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1650000 | PA      | $1589908.85   | 0.09%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                    | Aeropuertos Dominicanos Siglo XXI SA                                                      | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    1218000 | PA      | $1264539.78   | 0.07%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Africa Finance Corp.                                    | Africa Finance Corp.                                                                      | CUSIP: 00832XAA9<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | US        |    1820000 | PA      | $1846939.73   | 0.11%             | 2030-01-21      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Akbank TAS                                              | Akbank TAS                                                                                | CUSIP: 00971YAN0<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    1240000 | PA      | $1207825.43   | 0.07%             | 2031-02-19      | Variable      | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Alen Mortgage Trust                                     | Alen Mortgage Trust, Series 2021-ACEN, Class A                                            | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3210000 | PA      | $3049500.00   | 0.17%             | 2034-04-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                          | Bread Financial Holdings, Inc.                                                            | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1310802.50   | 0.07%             | 2035-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Bread Financial Holdings, Inc.                          | Bread Financial Holdings, Inc.                                                            | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5108220.00   | 0.29%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                              | Allianz SE                                                                                | CUSIP: 018820AF7<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    2200000 | PA      | $2201491.60   | 0.13%             | 2034-10-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial, Inc.                                    | Ally Financial, Inc., Series C                                                            | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1265143.75   | 0.07%             | 2028-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                    | Ally Financial, Inc., Series D                                                            | CUSIP: 02005NCB4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $3352358.94   | 0.19%             | 2031-08-15      | Variable      | 7.10%                 | 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        |     934515 | PA      | $964828.35    | 0.06%             | 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        |     647747 | PA      | $659285.22    | 0.04%             | 2032-09-15      | Fixed         | 11.39%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class G                                | CUSIP: 02007G5K5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1342480 | PA      | $1348176.74   | 0.08%             | 2033-06-15      | Fixed         | 10.22%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class F                                | CUSIP: 02007G6T5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     994866 | PA      | $992554.72    | 0.06%             | 2033-09-15      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class G                                | CUSIP: 02007G6U2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1937999 | PA      | $1946047.64   | 0.11%             | 2033-09-15      | Fixed         | 9.94%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                    | Alpha Generation LLC                                                                      | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    3035000 | PA      | $3108465.21   | 0.18%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           |                  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        |     835700 | PA      | $796968.98    | 0.05%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                    | American Airlines Pass-Through Trust, Series 2016-1, Class A                              | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     698807 | PA      | $687226.64    | 0.04%             | 2028-01-15      | Fixed         | 4.10%                 | 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        |     458884 | PA      | $448793.50    | 0.03%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                     | American Axle & Manufacturing, Inc.                                                       | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3194281.60   | 0.18%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                        | AmeriTex HoldCo Intermediate LLC                                                          | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2458391.49   | 0.14%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| AmeriGas Partners LP                                    | AmeriGas Partners LP                                                                      | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2455000 | PA      | $2518709.71   | 0.14%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                      | Angola Government Bond                                                                    | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    3075000 | PA      | $3205733.87   | 0.18%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                      | Angola Government Bond                                                                    | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1910000 | PA      | $2020135.78   | 0.12%             | 2033-03-31      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Antares CLO Ltd.                                        | Antares CLO Ltd., Series 2026-1A, Class B                                                 | CUSIP: 03690FAC9<br>LEI: 25490076YIYK8A2W5U10 | Long             | ABS-CBDO         | CORP              | KY        |    2400000 | PA      | $2401274.40   | 0.14%             | 2039-04-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO Ltd.                                    | Apex Credit CLO Ltd., Series 2022-1A, Class ER                                            | CUSIP: 03753WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     500000 | PA      | $431697.50    | 0.02%             | 2038-10-22      | Floating      | 11.48%                | 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        |    1900000 | PA      | $1842226.70   | 0.11%             | 2038-10-22      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| Arcos Dorados BV                                        | Arcos Dorados BV                                                                          | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    2290000 | PA      | $2395340.00   | 0.14%             | 2032-01-29      | Fixed         | 6.38%                 | 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        |     850000 | PA      | $849586.90    | 0.05%             | 2037-01-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                                | Argentina Government Bond                                                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    2750030 | PA      | $2048772.35   | 0.12%             | 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        |    2268000 | PA      | $1562652.00   | 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        |    2331000 | PA      | $2075755.50   | 0.12%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                   | Ashtead Capital, Inc.                                                                     | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1608016.46   | 0.09%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Aspire Mortgage Trust                                   | Aspire Mortgage Trust, Series 2026-1, Class A1                                            | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2805711 | PA      | $2788815.01   | 0.16%             | 2066-01-25      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                   | Athene Global Funding                                                                     | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1366086.64   | 0.08%             | 2031-07-11      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                        | AutoNation, Inc.                                                                          | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1116000 | PA      | $1111112.65   | 0.06%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                     | Avianca Midco 2 plc                                                                       | CUSIP: 05369YAD1<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |     827000 | PA      | $769110.00    | 0.04%             | 2031-01-28      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC, Series 2023-1A, Class D                         | CUSIP: 05377RJQ8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1740000 | PA      | $1774697.69   | 0.10%             | 2029-04-20      | Fixed         | 7.59%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC, Series 2023-8A, Class D                         | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3024090.00   | 0.17%             | 2030-02-20      | Fixed         | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                            | Avolon Holdings Funding Ltd.                                                              | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2125000 | PA      | $2100506.06   | 0.12%             | 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        |    1575000 | PA      | $1613617.24   | 0.09%             | 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        |    1975000 | PA      | $1940042.64   | 0.11%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                            | Avolon Holdings Funding Ltd.                                                              | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    5000000 | PA      | $4822551.75   | 0.28%             | 2033-04-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Aydem Yenilenebilir Enerji A/S                          | Aydem Yenilenebilir Enerji A/S                                                            | CUSIP: 054644AB5<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |    2161000 | PA      | $2184591.12   | 0.12%             | 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        |    1860000 | PA      | $1873587.82   | 0.11%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                | Azul Secured Finance LLP                                                                  | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2922000 | PA      | $2600580.00   | 0.15%             | 2031-02-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Azule Energy Finance plc                                | Azule Energy Finance plc                                                                  | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     647000 | PA      | $665823.17    | 0.04%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Azule Energy Finance plc                                | Azule Energy Finance plc                                                                  | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    1073000 | PA      | $1110488.47   | 0.06%             | 2033-01-22      | Fixed         | 8.62%                 | 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        |    4090000 | PA      | $3394781.80   | 0.19%             | 2034-08-14      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust              | BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class A                     | CUSIP: 05525MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4220000 | PA      | $3842156.81   | 0.22%             | 2046-08-15      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust, Series 2023-IND, Class F                                   | CUSIP: 055531AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4960880 | PA      | $4976382.74   | 0.28%             | 2040-03-15      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| BCC Middle Market CLO LLC                               | BCC Middle Market CLO LLC, Series 2025-1A, Class A1                                       | CUSIP: 05555YAA1<br>LEI: 254900QLKY6UDXZ5DZ03 | Long             | ABS-CBDO         | CORP              | US        |    1640000 | PA      | $1636032.84   | 0.09%             | 2037-07-17      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BNP Paribas SA                                                                            | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1315000 | PA      | $1306779.54   | 0.07%             | 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        |    1610000 | PA      | $1482918.51   | 0.08%             | 2031-02-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                   | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     665000 | PA      | $695845.79    | 0.04%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                   | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2160000 | PA      | $2136116.49   | 0.12%             | 2032-01-13      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2019-IMC, Class F                                    | CUSIP: 05608BAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $3762543.78   | 0.22%             | 2034-04-15      | Floating      | 6.60%                 | 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        |    1840000 | PA      | $1832087.82   | 0.10%             | 2041-10-15      | Floating      | 9.63%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2024-VLT5, Class E                                   | CUSIP: 05614JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4480000 | PA      | $4680638.14   | 0.27%             | 2046-11-13      | Variable      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2025-LIFE, Class A                                                       | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3125000 | PA      | $3120192.19   | 0.18%             | 2047-06-13      | Variable      | 6.08%                 | 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        |    1782450 | PA      | $1782423.06   | 0.10%             | 2035-07-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BXDL Static CLO LLC                                     | BXDL Static CLO LLC, Series 2025-1A, Class C                                              | CUSIP: 05617FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1999958.00   | 0.11%             | 2035-07-20      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2026-VLT9, Class D                                   | CUSIP: 05618UAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3991250.00   | 0.23%             | 2045-03-15      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2025-VOLT, Class B                                                       | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3335000 | PA      | $3330831.25   | 0.19%             | 2044-12-15      | Floating      | 5.75%                 | 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        |    3920000 | PA      | $3931971.29   | 0.22%             | 2042-12-13      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BOFAS Re-REMIC Trust                                    | BOFAS Re-REMIC Trust, Series 2026-FRR8, Class B746                                        | CUSIP: 05620FBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2286000 | PA      | $2094166.88   | 0.12%             | 2054-04-27      | Variable      | 2.49%                 | Yes           |                  2 | On Loan: No      |
| BOFAS Re-REMIC Trust                                    | BOFAS Re-REMIC Trust, Series 2026-FRR8, Class C746                                        | CUSIP: 05620FBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1665000 | PA      | $1517132.02   | 0.09%             | 2054-04-27      | Variable      | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                             | Bahamas Government Bond                                                                   | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    1250000 | PA      | $1390550.00   | 0.08%             | 2036-06-24      | Fixed         | 8.25%                 | 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        |     800000 | PA      | $774272.00    | 0.04%             | 2034-10-21      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                                                         | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |     450000 | PA      | $467100.00    | 0.03%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                      | Banco Santander SA                                                                        | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2400000 | PA      | $2392174.97   | 0.14%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                      | Banco Santander SA                                                                        | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $904556.68    | 0.05%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  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        |    1365000 | PA      | $1397077.50   | 0.08%             | 2035-07-30      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Banco Actinver SA Institucion de Banca Multiple         | Banco Actinver SA Institucion de Banca Multiple                                           | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     396203 | PA      | $409891.76    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2017-BNK6, Class D                                                           | CUSIP: 060352AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2695000 | PA      | $2269334.72   | 0.13%             | 2060-07-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2020-BN25, Class D                                                           | CUSIP: 06539WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2920000 | PA      | $2193451.44   | 0.13%             | 2063-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2017-BNK8, Class B                                                           | CUSIP: 06650AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1391279.55   | 0.08%             | 2050-11-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2017-BNK8, Class D                                                           | CUSIP: 06650AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $621646.19    | 0.04%             | 2050-11-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                            | Barclays plc                                                                              | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4815000 | PA      | $4653692.69   | 0.27%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                            | Barclays plc                                                                              | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $944592.30    | 0.05%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                            | Barclays plc                                                                              | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1075000 | PA      | $1052264.76   | 0.06%             | 2032-02-24      | Variable      | 4.52%                 | 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        |    3370000 | PA      | $2565289.83   | 0.15%             | 2051-10-10      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                | Benchmark Mortgage Trust, Series 2020-B17, Class C                                        | CUSIP: 08162MBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1910000 | PA      | $1446684.42   | 0.08%             | 2053-03-15      | Variable      | 3.37%                 | No            |                  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        |    2880000 | PA      | $2041022.30   | 0.12%             | 2062-12-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXII Ltd.                  | Benefit Street Partners CLO XXXII Ltd., Series 2023-32A, Class AR                         | CUSIP: 08181FAL4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1000833.00   | 0.06%             | 2038-10-25      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                          | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class D                                  | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3043094.40   | 0.17%             | 2042-10-10      | Variable      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Blackrock Rainier CLO VI Ltd.                           | Blackrock Rainier CLO VI Ltd., Series 2021-6A, Class A1R                                  | CUSIP: 09261MAQ9<br>LEI: 549300HF4E86WXQDUX86 | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1199514.00   | 0.07%             | 2037-04-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BNP Paribas SA                                                                            | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1605000 | PA      | $1507272.21   | 0.09%             | 2031-01-13      | Variable      | 3.05%                 | 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        |    1124047 | PA      | $1106920.61   | 0.06%             | 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        |    4410000 | PA      | $4410077.18   | 0.25%             | 2032-05-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust           | Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class D                     | CUSIP: 107927AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2825000 | PA      | $2806603.60   | 0.16%             | 2031-11-17      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust           | Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class E                     | CUSIP: 107927AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3205000 | PA      | $3173772.08   | 0.18%             | 2033-02-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust           | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class D                     | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2910000 | PA      | $2945573.88   | 0.17%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust           | Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class D                     | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2016662.60   | 0.12%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2025-VLT7, Class A                                                       | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2735000 | PA      | $2731581.25   | 0.16%             | 2044-07-15      | Floating      | 5.35%                 | 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        |    1600000 | PA      | $1596000.00   | 0.09%             | 2044-07-15      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                          | CAMB Commercial Mortgage Trust, Series 2021-CX2, Class D                                  | CUSIP: 12477BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1559778.60   | 0.09%             | 2046-11-10      | Variable      | 2.86%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                        | CCO Holdings LLC                                                                          | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4630000 | PA      | $4318702.51   | 0.25%             | 2030-08-15      | Fixed         | 4.50%                 | 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        |    2765000 | PA      | $2239952.21   | 0.13%             | 2050-05-10      | Fixed         | 3.30%                 | 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        |    1484509 | PA      | $1212429.60   | 0.07%             | 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        |    2122707 | PA      | $1303247.35   | 0.07%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC, Series 2020-1, Class B2                                          | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2428520 | PA      | $1545098.72   | 0.09%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC, Series 2021-1A, Class A1                                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2305413 | PA      | $1877428.98   | 0.11%             | 2061-03-15      | Fixed         | 1.53%                 | 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        |    1149786 | PA      | $688476.06    | 0.04%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                         | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class D                                  | CUSIP: 12531YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1940000 | PA      | $1882595.40   | 0.11%             | 2058-05-10      | Variable      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust, Series 2019-INV1, Class B4                                                     | CUSIP: 12555DAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2525175 | PA      | $2374320.96   | 0.14%             | 2049-02-25      | Variable      | 5.02%                 | 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        |   41205096 | PA      | $506130.43    | 0.03%             | 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        |    1559595 | PA      | $990358.68    | 0.06%             | 2047-11-10      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                               | Commercial Mortgage Trust, Series 2015-CR22, Class C                                      | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     523000 | PA      | $478497.93    | 0.03%             | 2048-03-10      | Variable      | 3.81%                 | No            |                  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        |    4160000 | PA      | $3797996.80   | 0.22%             | 2049-02-10      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                               | Commercial Mortgage Trust, Series 2013-CR6, Class D                                       | CUSIP: 12624XAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2110000 | PA      | $1959126.77   | 0.11%             | 2046-03-10      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CSMC OA LLC                                             | CSMC OA LLC, Series 2014-USA, Class A2                                                    | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    2740000 | PA      | $2551233.18   | 0.15%             | 2037-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp.                                     | CNX Resources Corp.                                                                       | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1998850.58   | 0.11%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CNX Midstream Partners LP                               | CNX Midstream Partners LP                                                                 | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2487012.64   | 0.14%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                               | COMM Mortgage Trust, Series 2020-CX, Class D                                              | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2805000 | PA      | $2169907.61   | 0.12%             | 2046-11-10      | Variable      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                              | California Resources Corp.                                                                | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    3059000 | PA      | $3189741.94   | 0.18%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                             | Capital One Financial Corp.                                                               | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2391282.34   | 0.14%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  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        |    1325000 | PA      | $1345429.78   | 0.08%             | 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        |    1760000 | PA      | $1788914.16   | 0.10%             | 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        |    2835000 | PA      | $2844629.36   | 0.16%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                          | Carnival Corp.                                                                            | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    3140000 | PA      | $3155787.92   | 0.18%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cascades, Inc.                                          | Cascades, Inc.                                                                            | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3029700.00   | 0.17%             | 2030-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                | Celanese US Holdings LLC                                                                  | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3367900.62   | 0.19%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Axia Energia                                            | Axia Energia                                                                              | CUSIP: 15234VAA5<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | NUSS              | BR        |     600000 | PA      | $608100.00    | 0.03%             | 2035-01-11      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                    | Charter Communications Operating LLC                                                      | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1518276.78   | 0.09%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                    | Cheniere Corpus Christi Holdings LLC                                                      | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1447619.60   | 0.08%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Provincia del Chubut Argentina                          | Provincia del Chubut Argentina                                                            | CUSIP: 17127LAB1<br>LEI: 529900V5CYYSD8ADKQ03 | Long             | DBT              | NUSS              | AR        |    1525000 | PA      | $1570750.00   | 0.09%             | 2036-04-29      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust, Series 2025-NR1, Class A1                                                      | CUSIP: 17181YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1273868 | PA      | $1264827.62   | 0.07%             | 2064-06-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cimko Cimento ve Beton Sanayi Ticaret A/S               | Cimko Cimento ve Beton Sanayi Ticaret A/S                                                 | CUSIP: 17186DAA9<br>LEI: 789000HIMZD5SFD7Y487 | Long             | DBT              | CORP              | TR        |    1450000 | PA      | $1536255.99   | 0.09%             | 2030-05-21      | Fixed         | 10.75%                | Yes           |                  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        |    3125000 | PA      | $2647782.50   | 0.15%             | 2054-02-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust, Series 2015-GC35, Class AS                           | CUSIP: 17324KAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1103853.81   | 0.06%             | 2048-11-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust, Series 2018-B2, Class D                              | CUSIP: 17327FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2735000 | PA      | $2067320.86   | 0.12%             | 2051-03-10      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                           | Citigroup Mortgage Loan Trust, Series 2025-4, Class A2                                    | CUSIP: 17332NAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1393503 | PA      | $1387025.59   | 0.08%             | 2055-10-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                          | Citizens Financial Group, Inc.                                                            | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3588886.14   | 0.21%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                           | Clearway Energy Operating LLC                                                             | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    3010000 | PA      | $3010758.52   | 0.17%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                              | Cloud Software Group, Inc.                                                                | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2028330.66   | 0.12%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                   | Clydesdale Acquisition Holdings, Inc.                                                     | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    4360000 | PA      | $4101962.69   | 0.23%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cogent Communications Group LLC                         | Cogent Communications Group LLC                                                           | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3183894.94   | 0.18%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Cogent Communications Group LLC                         | Cogent Communications Group LLC                                                           | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     805000 | PA      | $746516.75    | 0.04%             | 2032-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Republic of Colombia                                    | Colombia Government Bond                                                                  | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2725000 | PA      | $2870787.50   | 0.16%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Commercial Mortgage Trust                               | Commercial Mortgage Trust, Series 2018-HCLV, Class A                                      | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3860000 | PA      | $3632196.70   | 0.21%             | 2033-09-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                    | Compass Minerals International, Inc.                                                      | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1283963.79   | 0.07%             | 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        |    3845000 | PA      | $3843641.83   | 0.22%             | 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        |    6161732 | PA      | $6440658.82   | 0.37%             | 2043-04-25      | Floating      | 7.55%                 | 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        |    2780000 | PA      | $2856326.85   | 0.16%             | 2043-09-25      | Floating      | 6.90%                 | 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        |    5260000 | PA      | $5462674.64   | 0.31%             | 2040-02-25      | Floating      | 10.51%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                           | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5016707 | PA      | $5035746.80   | 0.29%             | 2041-12-25      | Floating      | 5.30%                 | 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        |     870000 | PA      | $878160.60    | 0.05%             | 2041-12-25      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1B2                           | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1946191.47   | 0.11%             | 2041-12-25      | Floating      | 9.15%                 | 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        |    3210000 | PA      | $3348928.80   | 0.19%             | 2042-01-25      | Floating      | 11.30%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1B2                           | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3848000 | PA      | $3955320.72   | 0.23%             | 2041-12-25      | Floating      | 9.65%                 | 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        |    4247833 | PA      | $4418547.70   | 0.25%             | 2039-11-25      | Floating      | 13.01%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2                           | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1691214 | PA      | $1725962.36   | 0.10%             | 2041-10-25      | Floating      | 9.65%                 | 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        |    1460000 | PA      | $1459855.31   | 0.08%             | 2045-02-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M2                           | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2394827 | PA      | $2403065.52   | 0.14%             | 2044-07-25      | Floating      | 5.35%                 | 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        |    2100000 | PA      | $2101323.00   | 0.12%             | 2044-07-25      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities                           | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M2                           | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4502830.95   | 0.26%             | 2045-01-25      | Floating      | 5.15%                 | 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        |    1120000 | PA      | $1115105.60   | 0.06%             | 2045-01-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M2                           | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1865000 | PA      | $1881896.90   | 0.11%             | 2044-03-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M2                           | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3025000 | PA      | $3125092.71   | 0.18%             | 2043-06-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                                         | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1875000 | PA      | $1999616.25   | 0.11%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                                         | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1600000 | PA      | $1695200.00   | 0.10%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                               | Ivory Coast Government Bond                                                               | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    2650000 | PA      | $2439677.77   | 0.14%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Coty, Inc.                                              | Coty, Inc.                                                                                | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1956460.90   | 0.11%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                              | CPS Auto Receivables Trust, Series 2024-C, Class E                                        | CUSIP: 223920AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2360000 | PA      | $2439863.82   | 0.14%             | 2032-03-15      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                            | UBS Group AG                                                                              | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     885000 | PA      | $813336.92    | 0.05%             | 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        |    4165000 | PA      | $1707608.35   | 0.10%             | 2044-05-10      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| DCP Midstream Operating LP                              | DCP Midstream Operating LP                                                                | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $2825586.72   | 0.16%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Danaos Corp.                                            | Danaos Corp.                                                                              | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    1720000 | PA      | $1766617.16   | 0.10%             | 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        |    1255000 | PA      | $1235652.42   | 0.07%             | 2055-09-27      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer II LLC                                  | DataBank Issuer II LLC, Series 2025-1A, Class B                                           | CUSIP: 23802YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2650000 | PA      | $2585109.98   | 0.15%             | 2055-09-27      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners LP                             | Delek Logistics Partners LP                                                               | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2990000 | PA      | $2989657.65   | 0.17%             | 2028-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| DRC International Bond                                  | DRC International Bond                                                                    | CUSIP: 24811WAB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CD        |    1150000 | PA      | $1173475.95   | 0.07%             | 2037-04-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                                                          | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3390000 | PA      | $3376872.60   | 0.19%             | 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        |     460000 | PA      | $418308.10    | 0.02%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                               | Diamond Foreign Asset Co.                                                                 | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2250000 | PA      | $2372679.00   | 0.14%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  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        |    3705000 | PA      | $3133718.27   | 0.18%             | 2052-12-27      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                      | Dominican Republic Government Bond                                                        | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2160000 | PA      | $2035692.00   | 0.12%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                      | Dominican Republic Government Bond                                                        | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1650000 | PA      | $1608255.00   | 0.09%             | 2034-03-17      | Fixed         | 5.75%                 | 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        |    2795000 | PA      | $2888589.18   | 0.17%             | 2042-08-10      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                       | EMRLD Borrower LP                                                                         | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3266763.76   | 0.19%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                            | Ecopetrol SA                                                                              | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    3530000 | PA      | $2714484.08   | 0.16%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Ecopetrol SA                                            | Ecopetrol SA                                                                              | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     910000 | PA      | $942918.39    | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Edison International                                    | Edison International                                                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2944427.71   | 0.17%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                    | Edison International                                                                      | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     925000 | PA      | $954174.50    | 0.05%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  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        |     681000 | PA      | $710555.40    | 0.04%             | 2037-01-22      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                        | El Puerto de Liverpool SAB de CV                                                          | CUSIP: 283837AE2<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    1500000 | PA      | $1443000.00   | 0.08%             | 2038-02-10      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Eldorado International Finance GmbH                     | Eldorado International Finance GmbH                                                       | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | AT        |    2200000 | PA      | $2239718.76   | 0.13%             | 2032-12-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LLC                                    | Emera US Finance LLC, Series A                                                            | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3438770.51   | 0.20%             | 2056-10-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                           | Empresa Nacional del Petroleo                                                             | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |    1549000 | PA      | $1422997.83   | 0.08%             | 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        |    2940000 | PA      | $2828195.62   | 0.16%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                      | Energy Transfer LP, Series H                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2522971.08   | 0.14%             | 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        |    1292413 | PA      | $1202970.86   | 0.07%             | 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        |    2110000 | PA      | $2198374.94   | 0.13%             | 2029-07-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-18830.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-33221.03    | -0.00%            |  |  |  | No            |                  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        |    3225000 | PA      | $3120180.08   | 0.18%             | 2029-10-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2025-5A, Class E                              | CUSIP: 30166VAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3527000 | PA      | $3543312.02   | 0.20%             | 2033-06-15      | Fixed         | 7.15%                 | 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        |    1820000 | PA      | $1836268.80   | 0.10%             | 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        |    2535000 | PA      | $2588292.04   | 0.15%             | 2032-12-15      | Fixed         | 7.52%                 | 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        |    4000000 | PA      | $4010943.60   | 0.23%             | 2033-04-15      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2025-1A, Class E                              | CUSIP: 30167MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3590542.20   | 0.21%             | 2032-09-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust, Series 2026-ESH2, Class D                                    | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3055908 | PA      | $3067367.36   | 0.18%             | 2043-02-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Strips, Series 311, Class S1                                                | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3539203 | PA      | $346445.25    | 0.02%             | 2043-08-15      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2016-19, Class SD                                                     | CUSIP: 3136ARD62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2993885 | PA      | $252745.86    | 0.01%             | 2046-04-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2016-57, Class SN                                                     | CUSIP: 3136ATEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1594145 | PA      | $164138.32    | 0.01%             | 2046-06-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2018-17, Class CS                                                     | CUSIP: 3136B06N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35675569 | PA      | $349980.90    | 0.02%             | 2048-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2019-32, Class SB                                                     | CUSIP: 3136B4XC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1173755 | PA      | $121533.42    | 0.01%             | 2049-06-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2020-23, Class PS                                                     | CUSIP: 3136B9ET0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2130978 | PA      | $245274.69    | 0.01%             | 2050-02-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-3, Class TI                                                      | CUSIP: 3136BDR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3528249 | PA      | $584159.10    | 0.03%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-8, Class ID                                                      | CUSIP: 3136BFES8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4315980 | PA      | $924587.80    | 0.05%             | 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        |    1595136 | PA      | $249589.08    | 0.01%             | 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        |     578056 | PA      | $66320.34     | 0.00%             | 2051-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-34, Class MI                                                     | CUSIP: 3136BHWC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4158601 | PA      | $543339.07    | 0.03%             | 2051-03-25      | 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        |    3662253 | PA      | $633753.19    | 0.04%             | 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        |    1944897 | PA      | $218784.74    | 0.01%             | 2052-02-25      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2023-45                                                               | CUSIP: 3136BQFY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1029284 | PA      | $842206.99    | 0.05%             | 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        |     888235 | PA      | $725212.33    | 0.04%             | 2053-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2024-48, Class SB                                                     | CUSIP: 3136BSLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9235385 | PA      | $498366.32    | 0.03%             | 2054-07-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2024-82, Class DS                                                            | CUSIP: 3136BTGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6735748 | PA      | $202285.96    | 0.01%             | 2054-11-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Strips, REMIC, Series 2024-81                                                       | CUSIP: 3136BTLR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2944353 | PA      | $540887.66    | 0.03%             | 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        |    2420744 | PA      | $210499.17    | 0.01%             | 2054-09-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2025-31, Class ZJ                                                            | CUSIP: 3136BVZT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    3153486 | PA      | $3059518.44   | 0.17%             | 2054-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2025-44, Class SD                                                            | CUSIP: 3136BWDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8825268 | PA      | $319548.84    | 0.02%             | 2055-06-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2025-103, Class SA                                                           | CUSIP: 3136BX6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6542848 | PA      | $395169.73    | 0.02%             | 2055-06-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5040                                                                 | CUSIP: 3137F6PH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1082998 | PA      | $194594.89    | 0.01%             | 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        |    2175355 | PA      | $463446.13    | 0.03%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 4839, Class WO                                                       | CUSIP: 3137FJK81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     874949 | PA      | $550594.42    | 0.03%             | 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        |    4023508 | PA      | $502514.37    | 0.03%             | 2050-07-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5021, Class SA                                                       | CUSIP: 3137FWMZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2728886 | PA      | $53313.71     | 0.00%             | 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        |    1012359 | PA      | $158699.28    | 0.01%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5031, Class IQ                                                       | CUSIP: 3137FXFB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1338690 | PA      | $209715.62    | 0.01%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5038, Class IB                                                       | CUSIP: 3137FXMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     847146 | PA      | $131487.80    | 0.01%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5094, Class IP                                                       | CUSIP: 3137FYQ58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1390707 | PA      | $221718.66    | 0.01%             | 2051-04-25      | Fixed         | 3.00%                 | 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        |    4190079 | PA      | $4944692.43   | 0.28%             | 2043-05-25      | Floating      | 15.51%                | 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        |    4734603 | PA      | $3775144.53   | 0.22%             | 2048-08-25      | Variable      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5155, Class KI                                                       | CUSIP: 3137H36E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3442881 | PA      | $524613.79    | 0.03%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5152, Class BI                                                       | CUSIP: 3137H3AM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2888473 | PA      | $499506.32    | 0.03%             | 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        |    3324183 | PA      | $548047.46    | 0.03%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5160                                                                 | CUSIP: 3137H3WL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1650054 | PA      | $179995.95    | 0.01%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5191                                                                 | CUSIP: 3137H5N86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1769446 | PA      | $339631.54    | 0.02%             | 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        |    1181280 | PA      | $116600.92    | 0.01%             | 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        |    2052296 | PA      | $32119.25     | 0.00%             | 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        |     589383 | PA      | $505098.78    | 0.03%             | 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        |    1809309 | PA      | $1477106.19   | 0.08%             | 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        |     696881 | PA      | $589404.98    | 0.03%             | 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        |    3827323 | PA      | $137547.10    | 0.01%             | 2054-08-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5472, Class SB                                                       | CUSIP: 3137HHEW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13307561 | PA      | $508338.17    | 0.03%             | 2054-11-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Series 5514, Class SA                                                              | CUSIP: 3137HKCT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5190173 | PA      | $154527.55    | 0.01%             | 2055-03-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Series 5531, Class SD                                                              | CUSIP: 3137HKSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7244756 | PA      | $459500.79    | 0.03%             | 2055-04-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Series 5547, Class ES                                                              | CUSIP: 3137HLKW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2857190 | PA      | $221407.90    | 0.01%             | 2055-06-25      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3134696 | PA      | $3153797.30   | 0.18%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418EV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8277603 | PA      | $8184980.50   | 0.47%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5587641 | PA      | $5509921.89   | 0.32%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4809708 | PA      | $4836305.32   | 0.28%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Strips, Series 426, Class C32                                                | CUSIP: 31422MZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5929883 | PA      | $558345.50    | 0.03%             | 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        |    5686507 | PA      | $1199141.07   | 0.07%             | 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        |    2878942 | PA      | $654226.19    | 0.04%             | 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        |    2365156 | PA      | $466805.61    | 0.03%             | 2053-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3142GWFN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2684904 | PA      | $2663780.56   | 0.15%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3142JCAK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6916491 | PA      | $6969698.19   | 0.40%             | 2040-07-01      | Fixed         | 5.00%                 | 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        |    2225000 | PA      | $2242622.00   | 0.13%             | 2055-12-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Communications LLC                         | Consolidated Communications LLC, Series 2026-1A, Class C                                  | CUSIP: 315961AL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3492811.70   | 0.20%             | 2056-03-20      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY INST GOVT LEX                                  | FIDELITY GOVERNMENT PORTFOLIO OPEN-END FUND USD                                           | CUSIP: 31607A703<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    7000000 | NS      | $7000000.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Bank                                      | First Horizon Bank                                                                        | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    1673000 | PA      | $1707129.28   | 0.10%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                    | FirstKey Homes Trust, Series 2022-SFR2, Class C                                           | CUSIP: 33767PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2566937 | PA      | $2542902.03   | 0.15%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  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        |     589194 | PA      | $588715.87    | 0.03%             | 2027-06-15      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2024-3, Class E                                        | CUSIP: 33843YAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4640000 | PA      | $4270431.42   | 0.24%             | 2032-01-15      | Fixed         | 8.83%                 | 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        |     573376 | PA      | $573515.14    | 0.03%             | 2027-12-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2021-2, Class D                                        | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     514676 | PA      | $511802.57    | 0.03%             | 2027-06-15      | Fixed         | 1.59%                 | 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        |    1900000 | PA      | $1843428.45   | 0.11%             | 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        |    4430000 | PA      | $3775059.50   | 0.22%             | 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        |      72748 | PA      | $72676.18     | 0.00%             | 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        |    2507000 | PA      | $2447228.86   | 0.14%             | 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        |    1010000 | PA      | $653740.98    | 0.04%             | 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        |    1000000 | PA      | $981104.30    | 0.06%             | 2028-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2021-3, Class D                                        | CUSIP: 33846QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1912250 | PA      | $1890840.66   | 0.11%             | 2027-09-15      | Fixed         | 1.65%                 | 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        |    2110000 | PA      | $1816420.09   | 0.10%             | 2028-12-15      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| Flexential Issuer LLC                                   | Flexential Issuer LLC, Series 2025-1A, Class C                                            | CUSIP: 33938MAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3245000 | PA      | $3283738.81   | 0.19%             | 2060-10-25      | Fixed         | 8.54%                 | Yes           |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                            | Flex Intermediate Holdco LLC                                                              | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2281922.10   | 0.13%             | 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        |    1295000 | PA      | $1279541.84   | 0.07%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                               | Ford Motor Credit Co. LLC                                                                 | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2169142.74   | 0.12%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                               | Ford Motor Credit Co. LLC                                                                 | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     625000 | PA      | $661202.56    | 0.04%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                               | Ford Motor Credit Co. LLC                                                                 | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     590000 | PA      | $598498.75    | 0.03%             | 2031-11-05      | Fixed         | 6.05%                 | 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        |    1600000 | PA      | $1599976.00   | 0.09%             | 2037-01-21      | Floating      | 5.24%                 | 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        |     433375 | PA      | $433668.46    | 0.02%             | 2051-11-25      | Floating      | 5.95%                 | 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        |    2375000 | PA      | $2469615.25   | 0.14%             | 2044-05-25      | Floating      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MSCR Trust                                        | FHLMC, REMIC, Series 2025-MN10, Class M2                                                  | CUSIP: 35563UAB4<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | CORP              | US        |    4360000 | PA      | $4372962.72   | 0.25%             | 2045-02-25      | Floating      | 6.50%                 | 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        |    4120000 | PA      | $4202137.14   | 0.24%             | 2045-02-25      | Floating      | 8.60%                 | 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        |    3430000 | PA      | $3407468.33   | 0.19%             | 2045-07-25      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class B2                                       | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |    3780000 | PA      | $4586774.47   | 0.26%             | 2034-01-25      | Floating      | 9.15%                 | 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        |    4611667 | PA      | $4692749.33   | 0.27%             | 2041-09-25      | Floating      | 9.90%                 | 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        |    5470000 | PA      | $5529465.46   | 0.32%             | 2041-10-25      | Floating      | 7.05%                 | 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        |    2225000 | PA      | $2296733.11   | 0.13%             | 2041-12-25      | Floating      | 10.65%                | 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        |    2010000 | PA      | $2087864.79   | 0.12%             | 2042-01-25      | Floating      | 10.75%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class B1                                       | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3086340.60   | 0.18%             | 2042-02-25      | Floating      | 8.40%                 | 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        |    1300000 | PA      | $1370120.05   | 0.08%             | 2042-02-25      | Floating      | 12.15%                | 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        |    1080000 | PA      | $1118022.70   | 0.06%             | 2042-03-25      | Floating      | 8.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class B1                                       | CUSIP: 35564KUE7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2623525.00   | 0.15%             | 2042-03-25      | Floating      | 10.65%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR Trust, Series 2019-HQA2, Class B2                                             | CUSIP: 35564MBE4<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | CORP              | US        |    6818500 | PA      | $8086510.53   | 0.46%             | 2049-04-25      | Floating      | 15.01%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class M2                                       | CUSIP: 35564NGA5<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    3230000 | PA      | $3225967.99   | 0.18%             | 2045-01-25      | Floating      | 5.00%                 | 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        |    2185000 | PA      | $2185000.00   | 0.12%             | 2045-02-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2025-DNA2, Class M1                                       | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |    1610578 | PA      | $1610859.31   | 0.09%             | 2045-05-25      | Floating      | 4.85%                 | 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        |    1790000 | PA      | $2107899.70   | 0.12%             | 2048-01-25      | Floating      | 12.11%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR Trust                                       | FHLMC STACR REMIC Trust, Series 2019-DNA3, Class B2                                       | CUSIP: 35564TBE9<br>LEI: 549300KB1O80CETXGJ21 | Long             | ABS-MBS          | CORP              | US        |    2475000 | PA      | $2730374.21   | 0.16%             | 2049-07-25      | Floating      | 11.91%                | 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        |    3913000 | PA      | $4270687.33   | 0.24%             | 2047-09-25      | Floating      | 8.56%                 | 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        |    2940000 | PA      | $3239337.86   | 0.19%             | 2050-01-25      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| FHLMC, Multifamily Structured Pass-Through Certificates | FHLMC, Multifamily Structured Pass-Through Certificates, REMIC, Series 2024-MN9, Class M2 | CUSIP: 355917AB1<br>LEI: 529900KWKEUIIIV9P337 | Long             | ABS-MBS          | CORP              | US        |    4435000 | PA      | $4499901.35   | 0.26%             | 2044-10-25      | Floating      | 6.90%                 | 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        |    3525000 | PA      | $3644425.24   | 0.21%             | 2044-10-25      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MSCR Trust                                        | FHLMC MSCR Trust, Series 2026-MN13, Class M2                                              | CUSIP: 355921AB3<br>LEI: 529900U9LKQ0M8OUKJ53 | Long             | ABS-MBS          | CORP              | US        |    1735000 | PA      | $1739322.23   | 0.10%             | 2046-03-25      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MSCR Trust                                        | FHLMC MSCR Trust, Series 2026-MN13, Class B1                                              | CUSIP: 355921AC1<br>LEI: 529900U9LKQ0M8OUKJ53 | Long             | ABS-MBS          | CORP              | US        |    1490000 | PA      | $1497780.48   | 0.09%             | 2046-03-25      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital LP                                          | GLP Capital LP                                                                            | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3783659.11   | 0.22%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                      | GS Mortgage Securities Corp. Trust, Series 2012-BWTR, Class A                             | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2796678 | PA      | $2452896.79   | 0.14%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust, Series 2015-GC30, Class B                                   | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |    1035460 | PA      | $1001299.87   | 0.06%             | 2050-05-10      | Variable      | 4.09%                 | No            |                  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        |    6924500 | PA      | $4289797.00   | 0.25%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust, Series 2014-GC22, Class B                                   | CUSIP: 36253BAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1562426.20   | 0.09%             | 2047-06-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                      | GS Mortgage Securities Corp. Trust, Series 2017-GPTX, Class A                             | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3491745 | PA      | $3112782.37   | 0.18%             | 2034-05-10      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                       | GLS Auto Receivables Issuer Trust, Series 2022-2A, Class E                                | CUSIP: 36265NAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3740000 | PA      | $3764176.86   | 0.22%             | 2029-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GSMS Trust                                              | GSMS Trust, Series 2024-FAIR, Class D                                                     | CUSIP: 36270JAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2895000 | PA      | $2923480.43   | 0.17%             | 2029-07-15      | Variable      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Garrett Motion Holdings, Inc.                           | Garrett Motion Holdings, Inc.                                                             | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2855515.04   | 0.16%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc.                                                        | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1178000 | PA      | $1055047.33   | 0.06%             | 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        |    1525000 | PA      | $1374303.94   | 0.08%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc.                                                        | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1079401.40   | 0.06%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                           | Global Medical Response, Inc.                                                             | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2606100.00   | 0.15%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  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        |     670000 | PA      | $693828.95    | 0.04%             | 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        |    1800000 | PA      | $1792953.00   | 0.10%             | 2036-05-09      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital CLO 86B Ltd.                              | Golub Capital CLO 86B Ltd., Series 2026-86A, Class C                                      | CUSIP: 38182NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1995438.00   | 0.11%             | 2039-01-25      | Floating      | 5.36%                 | 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        |    1550000 | PA      | $1537987.50   | 0.09%             | 2039-04-21      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                        | Goodyear Tire & Rubber Co. (The)                                                          | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1861304.90   | 0.11%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| GNMA                                                    | GNMA, Series 2016-93, Class AI                                                            | CUSIP: 38379XY20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2857756 | PA      | $648847.79    | 0.04%             | 2044-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2018-173, Class ZA                                                           | CUSIP: 38380MYW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3251368 | PA      | $2437787.89   | 0.14%             | 2060-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-47                                                                      | CUSIP: 38380RA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10089132 | PA      | $653715.24    | 0.04%             | 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        |    4508015 | PA      | $314304.68    | 0.02%             | 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        |    5072512 | PA      | $286280.90    | 0.02%             | 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        |    4684967 | PA      | $311713.36    | 0.02%             | 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        |    6105781 | PA      | $541992.47    | 0.03%             | 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        |    6525824 | PA      | $395846.01    | 0.02%             | 2065-10-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-159, Class CI                                                           | CUSIP: 38381JZC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9049739 | PA      | $614721.63    | 0.04%             | 2065-07-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2025-112                                                                     | CUSIP: 38381MUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14450920 | PA      | $718982.42    | 0.04%             | 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        |    5076777 | PA      | $398516.86    | 0.02%             | 2055-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-1, Class YS                                                             | CUSIP: 38382CDW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3074978 | PA      | $21362.18     | 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        |    1637442 | PA      | $197053.68    | 0.01%             | 2050-03-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-96, Class CS                                                            | CUSIP: 38382GK68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7170484 | PA      | $838664.11    | 0.05%             | 2049-08-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-56, Class FE                                                            | CUSIP: 38382J4U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3445749 | PA      | $494692.45    | 0.03%             | 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        |    3905671 | PA      | $32791.23     | 0.00%             | 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        |    2058760 | PA      | $265992.81    | 0.02%             | 2050-10-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-188                                                                     | CUSIP: 38382L2B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2573935 | PA      | $290231.46    | 0.02%             | 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        |    1128919 | PA      | $148535.85    | 0.01%             | 2050-11-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-166, Class IC                                                           | CUSIP: 38382LQD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1176673 | PA      | $141731.60    | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-189, Class NS                                                           | CUSIP: 38382MCH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3846809 | PA      | $523482.24    | 0.03%             | 2050-12-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-189, Class SU                                                           | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1171874 | PA      | $160278.39    | 0.01%             | 2050-12-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-1, Class PI                                                             | CUSIP: 38382ML56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     928544 | PA      | $139166.38    | 0.01%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-1, Class IT                                                             | CUSIP: 38382MV97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3349463 | PA      | $573530.16    | 0.03%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-16, Class AS                                                            | CUSIP: 38382NAB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6272199 | PA      | $35423.50     | 0.00%             | 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        |    5888894 | PA      | $35582.47     | 0.00%             | 2051-02-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-30, Class HI                                                            | CUSIP: 38382NZZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4937845 | PA      | $538999.86    | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-46, Class TS                                                            | CUSIP: 38382P5E8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1595190 | PA      | $200410.32    | 0.01%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-57, Class SA                                                            | CUSIP: 38382QAD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5342250 | PA      | $663850.92    | 0.04%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-57, Class SD                                                            | CUSIP: 38382QAM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10796172 | PA      | $1382715.45   | 0.08%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-74, Class HI                                                            | CUSIP: 38382RLF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     420098 | PA      | $61773.75     | 0.00%             | 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        |    2026720 | PA      | $338406.37    | 0.02%             | 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        |    1392098 | PA      | $248450.17    | 0.01%             | 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        |    4658731 | PA      | $578073.05    | 0.03%             | 2051-06-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-96, Class SN                                                            | CUSIP: 38382UVH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2854766 | PA      | $343629.56    | 0.02%             | 2051-06-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-96, Class JS                                                            | CUSIP: 38382UYG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2690821 | PA      | $370105.75    | 0.02%             | 2051-06-20      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-122, Class HS                                                           | CUSIP: 38382WBD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3281350 | PA      | $436770.70    | 0.02%             | 2051-07-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-146, Class IN                                                           | CUSIP: 38382WH26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4232285 | PA      | $729325.58    | 0.04%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-137, Class HI                                                           | CUSIP: 38382WXC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2442346 | PA      | $340252.55    | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-135, Class GS                                                           | CUSIP: 38382XAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5559164 | PA      | $725817.78    | 0.04%             | 2051-08-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-158, Class SB                                                           | CUSIP: 38382XY58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3932427 | PA      | $102830.22    | 0.01%             | 2051-09-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-205, Class GA                                                           | CUSIP: 38383C3B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     364022 | PA      | $297933.17    | 0.02%             | 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        |    7350857 | PA      | $81887.08     | 0.00%             | 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        |    2488670 | PA      | $419304.79    | 0.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-188                                                                     | CUSIP: 38383CTL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4334353 | PA      | $702967.43    | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-179, Class SA                                                           | CUSIP: 38383CYH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3289847 | PA      | $442870.95    | 0.03%             | 2050-11-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-101, Class SB                                                           | CUSIP: 38383F6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3145789 | PA      | $31288.34     | 0.00%             | 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        |    5079752 | PA      | $13018.39     | 0.00%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-207                                                                     | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2453397 | PA      | $420294.34    | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-78, Class S                                                             | CUSIP: 38383P8S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3331880 | PA      | $56001.23     | 0.00%             | 2052-04-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-87, Class SA                                                            | CUSIP: 38383RYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6281226 | PA      | $60236.96     | 0.00%             | 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        |   15819376 | PA      | $144511.58    | 0.01%             | 2052-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-121, Class SG                                                           | CUSIP: 38383UCJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6418362 | PA      | $81640.92     | 0.00%             | 2052-07-20      | Floating      | 0.33%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-60, Class ES                                                            | CUSIP: 38383XSW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1029581 | PA      | $941657.65    | 0.05%             | 2053-04-20      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-53                                                                      | CUSIP: 38383XYN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     495787 | PA      | $403217.21    | 0.02%             | 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        |    2076777 | PA      | $311373.88    | 0.02%             | 2050-09-20      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-66, Class OQ                                                            | CUSIP: 38384AQK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1686959 | PA      | $1360195.02   | 0.08%             | 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        |    1482355 | PA      | $1388346.63   | 0.08%             | 2053-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-80, Class SA                                                            | CUSIP: 38384BPQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5409215 | PA      | $228663.76    | 0.01%             | 2053-06-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-101, Class EO                                                           | CUSIP: 38384CAZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     629144 | PA      | $526818.78    | 0.03%             | 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        |    3988432 | PA      | $694455.72    | 0.04%             | 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        |   13983479 | PA      | $546038.06    | 0.03%             | 2054-03-20      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                              | Grupo Aeromexico SAB de CV                                                                | CUSIP: 40054JAD1<br>LEI: 529900BECKHBL62WD126 | Long             | DBT              | CORP              | MX        |     450000 | PA      | $437062.50    | 0.02%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                        | Grupo Nutresa SA                                                                          | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     460000 | PA      | $485189.76    | 0.03%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| Grupo Nutresa SA                                        | Grupo Nutresa SA                                                                          | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    1150000 | PA      | $1279812.00   | 0.07%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LP                          | Hertz Vehicle Financing III LP, Series 2021-2A, Class C                                   | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1577000 | PA      | $1559630.13   | 0.09%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LP                          | Hertz Vehicle Financing III LP, Series 2021-2A, Class D                                   | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2969451.60   | 0.17%             | 2027-12-27      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                         | Hertz Vehicle Financing III LLC, Series 2025-1A, Class D                                  | CUSIP: 42806MCW7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2002842.00   | 0.11%             | 2029-09-25      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                         | Hertz Vehicle Financing III LLC, Series 2025-3A, Class D                                  | CUSIP: 42806MDE6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    3790000 | PA      | $3851448.03   | 0.22%             | 2029-12-26      | Fixed         | 8.55%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                         | Hertz Vehicle Financing III LLC, Series 2025-6A, Class A                                  | CUSIP: 42806MDQ9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2990738.10   | 0.17%             | 2032-05-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                         | Hertz Vehicle Financing III LLC, Series 2025-6A, Class B                                  | CUSIP: 42806MDR7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    3450000 | PA      | $3402312.72   | 0.19%             | 2032-05-25      | Fixed         | 5.14%                 | 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        |    2200000 | PA      | $2198115.04   | 0.13%             | 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        |    4800000 | PA      | $4797014.40   | 0.27%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton USA Trust                                        | Hilton USA Trust, Series 2016-SFP, Class A                                                | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1725000 | PA      | $1449017.25   | 0.08%             | 2035-11-05      | Fixed         | 2.83%                 | 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        |     757882 | PA      | $745697.66    | 0.04%             | 2026-12-17      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                             | Huntington Bancshares, Inc.                                                               | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1983687.17   | 0.11%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  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        |     445133 | PA      | $443880.27    | 0.03%             | 2032-05-20      | Floating      | 11.89%                | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class E                          | CUSIP: 44644NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2049772 | PA      | $2016708.09   | 0.12%             | 2032-10-20      | Floating      | 11.14%                | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class E                          | CUSIP: 44644NAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1341618 | PA      | $1305858.92   | 0.07%             | 2033-09-20      | Floating      | 10.24%                | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                | Huntington Bank Auto Credit-Linked Notes, Series 2026-1, Class E                          | CUSIP: 44644NAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2246328 | PA      | $2246275.71   | 0.13%             | 2034-02-20      | Floating      | 12.29%                | Yes           |                  2 | On Loan: No      |
| Huntsman International LLC                              | Huntsman International LLC                                                                | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    5975000 | PA      | $5722175.76   | 0.33%             | 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        |    2135000 | PA      | $2265035.78   | 0.13%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust                                               | IRV Trust, Series 2025-200P, Class A                                                      | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3533434.80   | 0.20%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Innophos Holdings, Inc.                                 | Innophos Holdings, Inc.                                                                   | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1863450.00   | 0.11%             | 2029-06-15      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| InRetail Shopping Malls                                 | InRetail Shopping Malls                                                                   | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |    3100000 | PA      | $3064195.00   | 0.18%             | 2032-10-16      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                                                       | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3430000 | PA      | $3243214.31   | 0.19%             | 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        |    1485000 | PA      | $1470412.76   | 0.08%             | 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        |    2313000 | PA      | $2172591.76   | 0.12%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust              | JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class B                       | CUSIP: 46590TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2870000 | PA      | $2410891.27   | 0.14%             | 2050-03-15      | Variable      | 4.01%                 | 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        |     520000 | PA      | $407387.34    | 0.02%             | 2052-06-13      | Fixed         | 3.00%                 | 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        |     800000 | PA      | $800285.60    | 0.05%             | 2036-10-15      | Floating      | 5.27%                 | 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        |    3982526 | PA      | $3947678.70   | 0.23%             | 2037-04-15      | Floating      | 4.50%                 | 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 G          | CUSIP: 466317AS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2817825 | PA      | $2728320.03   | 0.16%             | 2037-04-15      | Floating      | 8.18%                 | 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        |    1575000 | PA      | $1228987.62   | 0.07%             | 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        |    2180000 | PA      | $2046754.91   | 0.12%             | 2036-03-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                              | J.P. Morgan Mortgage Trust, Series 2021-11, Class AX1                                     | CUSIP: 46654KBU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   58674972 | PA      | $733982.82    | 0.04%             | 2052-01-25      | Variable      | 0.22%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                              | J.P. Morgan Mortgage Trust, Series 2022-1, Class B3                                       | CUSIP: 46654WCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2909923 | PA      | $2371270.07   | 0.14%             | 2052-07-25      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                              | J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A1F                                   | CUSIP: 46660HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     910614 | PA      | $909748.20    | 0.05%             | 2066-03-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| JBS NV                                                  | JBS NV                                                                                    | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    3435000 | PA      | $3399447.06   | 0.19%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kentucky Power Co.                                      | Kentucky Power Co.                                                                        | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1753896.48   | 0.10%             | 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        |     860000 | PA      | $818193.24    | 0.05%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                 | KeyCorp                                                                                   | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1355512.76   | 0.08%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                                  | Kinetic ABS Issuer LLC, Series 2026-1A, Class B                                           | CUSIP: 49459AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3238161.23   | 0.19%             | 2056-02-25      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                                  | Kinetic ABS Issuer LLC, Series 2026-1A, Class C                                           | CUSIP: 49459AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3568280.45   | 0.20%             | 2056-02-25      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                   | Kioxia Holdings Corp.                                                                     | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    2720000 | PA      | $2801424.42   | 0.16%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kohlberg Credit CLO LLC                                 | Kohlberg Credit CLO LLC, Series 2026-1A, Class A                                          | CUSIP: 50024AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2702322.00   | 0.15%             | 2038-04-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                 | Bath & Body Works, Inc.                                                                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $4367917.78   | 0.25%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                   | Las Vegas Sands Corp.                                                                     | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $5093182.07   | 0.29%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                   | Las Vegas Sands Corp.                                                                     | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2775053.47   | 0.16%             | 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        |    3537000 | PA      | $2909186.71   | 0.17%             | 2066-05-17      | Floating      | 6.27%                 | 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        |    3280000 | PA      | $3273910.68   | 0.19%             | 2030-07-16      | Floating      | 6.81%                 | 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        |    1790000 | PA      | $1492746.51   | 0.09%             | 2050-03-10      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                          | M&T Bank Corp.                                                                            | CUSIP: 55261FBA1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $3977111.18   | 0.23%             | 2036-04-18      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MFIC Bethesda CLO LLC                                   | MFIC Bethesda CLO LLC, Series 1A, Class A2R                                               | CUSIP: 55286CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1998810.00   | 0.11%             | 2037-10-23      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                      | MIWD Holdco II LLC                                                                        | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3049076.99   | 0.17%             | 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        |    1600000 | PA      | $1662238.40   | 0.10%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                      | Ma'aden Sukuk Ltd.                                                                        | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |     930000 | PA      | $940415.75    | 0.05%             | 2035-02-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                      | Macquarie Airfinance Holdings Ltd.                                                        | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    1610000 | PA      | $1664383.56   | 0.10%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                              | Macy's Retail Holdings LLC                                                                | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $245118.09    | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                              | Macy's Retail Holdings LLC                                                                | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3541501.20   | 0.20%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Madison Park Funding XXXVIII Ltd.                       | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A1R                             | CUSIP: 55821KAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001131.00   | 0.06%             | 2038-10-17      | Floating      | 4.92%                 | 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        |    2450000 | PA      | $2454223.80   | 0.14%             | 2038-07-25      | Floating      | 4.95%                 | 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        |   37106311 | NS      | $37106311.37  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon CLO Ltd.                                       | Marathon CLO Ltd., Series 2021-16A, Class A2R                                             | CUSIP: 56580KAW5<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |    2200000 | PA      | $2199947.20   | 0.13%             | 2034-04-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Masterbrand, Inc.                                       | Masterbrand, Inc.                                                                         | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2242745.88   | 0.13%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Matador Resources Co.                                   | Matador Resources Co.                                                                     | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1992543.00   | 0.11%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd.                              | Melco Resorts Finance Ltd.                                                                | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     800000 | PA      | $791395.78    | 0.05%             | 2033-09-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MHP Lux SA                                              | MHP Lux SA                                                                                | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     898000 | PA      | $919640.50    | 0.05%             | 2029-07-28      | Fixed         | 10.50%                | 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        |    6236704 | PA      | $4794147.66   | 0.27%             | 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        |    1112628 | PA      | $741581.49    | 0.04%             | 2058-08-25      | Variable      | 3.67%                 | 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        |    1732975 | PA      | $1074566.04   | 0.06%             | 2066-04-25      | Variable      | 3.06%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                  | Mineral Resources Ltd.                                                                    | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     739000 | PA      | $767001.10    | 0.04%             | 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        |    1105000 | PA      | $1146954.49   | 0.07%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                  | Mineral Resources Ltd.                                                                    | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    3205000 | PA      | $3180152.28   | 0.18%             | 2032-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                   | Miter Brands Acquisition Holdco, Inc.                                                     | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2471098.75   | 0.14%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                 | Molina Healthcare, Inc.                                                                   | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    3020000 | PA      | $3072698.37   | 0.18%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Monroe Capital Mml CLO XVIII Ltd.                       | Monroe Capital Mml CLO XVIII Ltd., Series 2026-1A, Class C                                | CUSIP: 61036QAE2<br>LEI: 2549006R5AYTZD2W6T48 | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2500260.00   | 0.14%             | 2038-04-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Moog, Inc.                                              | Moog, Inc.                                                                                | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    5395000 | PA      | $5399812.34   | 0.31%             | 2034-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| 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        |    3650000 | PA      | $1449451.50   | 0.08%             | 2048-04-15      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                            | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $1878491.25   | 0.11%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                            | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $2859871.79   | 0.16%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust, Series 2014-150E, Class A                                 | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1222466.44   | 0.07%             | 2032-09-09      | Fixed         | 3.91%                 | Yes           |                  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        |    1760000 | PA      | $1705000.00   | 0.10%             | 2038-12-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-SPL1, Class A1                | CUSIP: 617946AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3527325 | PA      | $3434376.67   | 0.20%             | 2065-02-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Moss Creek Resources Holdings, Inc.                     | Moss Creek Resources Holdings, Inc.                                                       | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4089922.28   | 0.23%             | 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        |    3400000 | PA      | $3460192.24   | 0.20%             | 2049-10-25      | Floating      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust         | Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class CE                 | CUSIP: 62547NAD1<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1525564.50   | 0.09%             | 2049-10-25      | Floating      | 12.51%                | 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        |    2090000 | PA      | $2156769.44   | 0.12%             | 2050-03-25      | Floating      | 11.26%                | 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        |     660000 | PA      | $681120.79    | 0.04%             | 2054-07-25      | Floating      | 7.50%                 | 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        |    1620000 | PA      | $1620929.56   | 0.09%             | 2055-05-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust         | Multifamily Connecticut Avenue Securities Trust, Series 2025-01, Class B1                 | CUSIP: 62549CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5305000 | PA      | $5549234.24   | 0.32%             | 2055-05-25      | Floating      | 8.85%                 | 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        |    2900000 | PA      | $2833137.60   | 0.16%             | 2029-01-31      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                          | NCL Corp. Ltd.                                                                            | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    3245000 | PA      | $3229079.09   | 0.18%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NCMF Trust                                              | NCMF Trust, Series 2025-MFS, Class E                                                      | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4165000 | PA      | $4178981.07   | 0.24%             | 2033-06-10      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| NCL Finance Ltd.                                        | NCL Finance Ltd.                                                                          | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2095000 | PA      | $2125471.78   | 0.12%             | 2028-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                        | NRG Energy, Inc.                                                                          | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1843344.48   | 0.11%             | 2034-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                        | NRG Energy, Inc.                                                                          | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1843009.83   | 0.11%             | 2036-05-15      | 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        |    3438000 | PA      | $2939490.00   | 0.17%             | 2035-12-15      | Floating      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                 | Nabors Industries, Inc.                                                                   | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3286798.20   | 0.19%             | 2032-11-15      | Fixed         | 7.62%                 | 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        |     740669 | PA      | $704870.40    | 0.04%             | 2027-11-02      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                   | National Fuel Gas Co.                                                                     | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1545205.04   | 0.09%             | 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        |    3094800 | PA      | $2630610.95   | 0.15%             | 2037-01-15      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                   | Navoi Mining & Metallurgical Combinat                                                     | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     500000 | PA      | $513878.83    | 0.03%             | 2028-10-17      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                   | Navoi Mining & Metallurgical Combinat                                                     | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     400000 | PA      | $416317.32    | 0.02%             | 2030-05-14      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                       | NatWest Group plc                                                                         | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2650000 | PA      | $2426582.74   | 0.14%             | 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        |    1820000 | PA      | $1578831.07   | 0.09%             | 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        |    1145000 | PA      | $964829.90    | 0.06%             | 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        |    4580000 | PA      | $4557159.54   | 0.26%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                  | New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class B1                           | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3945000 | PA      | $2347275.00   | 0.13%             | 2061-10-20      | Fixed         | 2.41%                 | 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        |    2472615 | PA      | $2466819.54   | 0.14%             | 2027-12-06      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust, Series 2019-RPL3, Class B5                           | CUSIP: 64830NAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3424281 | PA      | $2333619.76   | 0.13%             | 2059-07-25      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust, Series 2024-RPL1, Class B1                           | CUSIP: 64832AAB3<br>LEI: 213800YID3SS4UZHT817 | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2334770.48   | 0.13%             | 2064-01-25      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                     | Newell Brands, Inc.                                                                       | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3312539.05   | 0.19%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP               | XPLR Infrastructure Operating Partners LP                                                 | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $3109399.67   | 0.18%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Nissan Motor Acceptance Co. LLC                         | Nissan Motor Acceptance Co. LLC                                                           | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3561597.59   | 0.20%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                         | Nissan Motor Acceptance Co. LLC                                                           | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     975000 | PA      | $999882.18    | 0.06%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                  | OCP SA                                                                                    | CUSIP: 67091TAL9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    1970000 | PA      | $1957709.66   | 0.11%             | 2036-04-22      | Variable      | 7.37%                 | 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        |    1100000 | PA      | $1101595.00   | 0.06%             | 2037-07-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                               | OBX Trust, Series 2024-NQM16, Class A1                                                    | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |    1481755 | PA      | $1491634.18   | 0.09%             | 2064-10-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                           | NYC Commercial Mortgage Trust, Series 2025-1155, Class E                                  | CUSIP: 67122BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3685000 | PA      | $3654439.56   | 0.21%             | 2042-06-10      | Variable      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                               | OBX Trust, Series 2025-R1, Class A1                                                       | CUSIP: 67123GAC9<br>LEI: 254900UIO03AL696QM79 | Long             | ABS-MBS          | CORP              | US        |    2414862 | PA      | $2398375.82   | 0.14%             | 2062-09-25      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                               | OBX Trust, Series 2026-J1, Class AF                                                       | CUSIP: 67123TAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3898489 | PA      | $3901322.03   | 0.22%             | 2056-02-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                               | OAK-Eagle Acquireco, Inc.                                                                 | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2498758.90   | 0.14%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ohio Power Co.                                          | Ohio Power Co., Series R                                                                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     955000 | PA      | $572392.91    | 0.03%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                   | OneMain Direct Auto Receivables Trust, Series 2019-1A, Class D                            | CUSIP: 68267EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1270003.18   | 0.07%             | 2031-04-14      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                   | OneMain Finance Corp.                                                                     | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2929154.70   | 0.17%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eldik Bank OAO                                          | Eldik Bank OAO                                                                            | CUSIP: 68370XAA4<br>LEI: 529900MRXI5QEMS86V46 | Long             | DBT              | CORP              | KG        |    1809000 | PA      | $1809654.41   | 0.10%             | 2031-04-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                            | Oracle Corp.                                                                              | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2503852.65   | 0.14%             | 2033-05-04      | Fixed         | 5.35%                 | 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        |    1000000 | PA      | $984347.00    | 0.06%             | 2034-10-24      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                          | PMT Loan Trust, Series 2025-J4, Class A35                                                 | CUSIP: 69383LBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2826392 | PA      | $2840733.45   | 0.16%             | 2056-12-01      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PTCM Re-REMIC Trust                                     | PTCM Re-REMIC Trust, Series 2026-FRR1, Class B169                                         | CUSIP: 69384CAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4044300 | PA      | $3177410.36   | 0.18%             | 2062-03-25      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                            | Pacific Gas and Electric Co.                                                              | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1225358.02   | 0.07%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                              | PacifiCorp                                                                                | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     305000 | PA      | $309230.65    | 0.02%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                              | PacifiCorp                                                                                | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2392169.76   | 0.14%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                    | Paraguay Government Bond                                                                  | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1150000 | PA      | $1156900.00   | 0.07%             | 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        |    2565000 | PA      | $2558862.21   | 0.15%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                | Penn Entertainment, Inc.                                                                  | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3163668.18   | 0.18%             | 2031-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Perenti Finance Pty. Ltd.                               | Perenti Finance Pty. Ltd.                                                                 | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |    1075000 | PA      | $1108641.73   | 0.06%             | 2029-04-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                       | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1450000 | PA      | $1326112.30   | 0.08%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                       | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     675000 | PA      | $722624.63    | 0.04%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                       | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    2935000 | PA      | $3439306.38   | 0.20%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PetSmart LLC                                            | PetSmart LLC                                                                              | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3797244.79   | 0.22%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP                         | Plains All American Pipeline LP                                                           | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1001942.36   | 0.06%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                             | Point Broadband Funding LLC, Series 2025-1A, Class C                                      | CUSIP: 73052AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3068802.00   | 0.18%             | 2055-07-20      | Fixed         | 8.16%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                      | Poland Government Bond                                                                    | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    2240000 | PA      | $2252382.23   | 0.13%             | 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        |    1054000 | PA      | $1023997.05   | 0.06%             | 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        |     480000 | PA      | $451266.43    | 0.03%             | 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        |    2170000 | PA      | $2250233.95   | 0.13%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential Trust, Series 2025-SFR4, Class C                                     | CUSIP: 74290JAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2795000 | PA      | $2748816.82   | 0.16%             | 2042-08-17      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Provincia de Cordoba                                    | Provincia de Cordoba                                                                      | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    3080000 | PA      | $2976050.00   | 0.17%             | 2035-02-03      | Fixed         | 8.60%                 | Yes           |                  2 | On Loan: No      |
| Province of Santa Fe                                    | Province of Santa Fe                                                                      | CUSIP: 74409AAE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    2440000 | PA      | $2391200.00   | 0.14%             | 2034-12-11      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                              | Prudential Financial, Inc.                                                                | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2831430.97   | 0.16%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                   | QTS Issuer ABS II LLC, Series 2026-3A, Class A2                                           | CUSIP: 74690FAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3650000 | PA      | $3606789.11   | 0.21%             | 2056-01-05      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Quad/Graphics, Inc.                                     | Quad/Graphics, Inc.                                                                       | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |         14 | NS      | $104.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT Mortgage Trust                                     | RCKT Mortgage Trust, Series 2021-5, Class A1                                              | CUSIP: 749384AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6877649 | PA      | $5684466.16   | 0.33%             | 2051-11-25      | Variable      | 2.50%                 | 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        |    2103082 | PA      | $2113951.13   | 0.12%             | 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        |    3000000 | PA      | $3001311.00   | 0.17%             | 2036-10-14      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| RIN XIII LLC                                            | RIN XIII LLC, Series 2026-1A, Class A1                                                    | CUSIP: 74990KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2502502.50   | 0.14%             | 2039-04-15      | Floating      | 4.95%                 | 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        |     600000 | PA      | $600900.00    | 0.03%             | 2037-07-20      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                     | Rakuten Group, Inc.                                                                       | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    4160000 | PA      | $4563567.34   | 0.26%             | 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        |    2515000 | PA      | $1339016.03   | 0.08%             | 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      | $1101012.00   | 0.06%             | 2037-07-17      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXII Funding Ltd.                               | Regatta XXII Funding Ltd., Series 2022-2A, Class A1R2                                     | CUSIP: 758968AY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3508750.00   | 0.20%             | 2039-01-15      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| ReNew Treasury IFSC Pvt. Ltd.                           | ReNew Treasury IFSC Pvt. Ltd.                                                             | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |     814000 | PA      | $810783.82    | 0.05%             | 2031-02-02      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                | Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class A2A                       | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    3215000 | PA      | $3199353.56   | 0.18%             | 2048-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SCMS Mortgage Trust                                     | SCMS Mortgage Trust, Series 2025-BNC1, Class AS                                           | CUSIP: 78398LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2796000 | PA      | $2803387.87   | 0.16%             | 2057-12-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| SESI LLC                                                | SESI LLC                                                                                  | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2426711.05   | 0.14%             | 2030-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust              | SFAVE Commercial Mortgage Securities Trust, Series 2015-5AVE, Class B                     | CUSIP: 78413MAL2<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    3460000 | PA      | $2934217.36   | 0.17%             | 2043-01-05      | Variable      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                           | SM Energy Co.                                                                             | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2154171.60   | 0.12%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                             | SV RNO Property Owner 1 LLC                                                               | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3237790.68   | 0.19%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A                                 | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1930000 | PA      | $1913112.50   | 0.11%             | 2042-02-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                        | Salesforce, Inc.                                                                          | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3729668.92   | 0.21%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sally Holdings LLC                                      | Sally Holdings LLC                                                                        | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     765000 | PA      | $788487.80    | 0.05%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| 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        |    2712660 | PA      | $2475302.11   | 0.14%             | 2029-04-02      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                            | Santander Holdings USA, Inc.                                                              | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1355960.54   | 0.08%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust, Series 2026-1, Class D                            | CUSIP: 80288FAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3350000 | PA      | $3300403.92   | 0.19%             | 2032-04-15      | Fixed         | 4.75%                 | 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        |    1285868 | PA      | $1343050.31   | 0.08%             | 2033-12-15      | Fixed         | 12.24%                | Yes           |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                 | Sasol Financing USA LLC                                                                   | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1045529.10   | 0.06%             | 2033-04-10      | Fixed         | 8.75%                 | 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        |    3685792 | PA      | $3691166.23   | 0.21%             | 2029-08-02      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| Sempra                                                  | Sempra                                                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2118862.84   | 0.12%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SEPLAT Energy plc                                       | SEPLAT Energy plc                                                                         | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |    1550000 | PA      | $1654682.35   | 0.09%             | 2030-03-21      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust, Series 2024-4, Class B4                                           | CUSIP: 81743BCG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1459973 | PA      | $1445264.37   | 0.08%             | 2054-05-25      | Variable      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Shentel Issuer LLC                                      | Shentel Issuer LLC, Series 2025-1A, Class A2                                              | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4355000 | PA      | $4402277.01   | 0.25%             | 2055-12-20      | Fixed         | 5.64%                 | Yes           |                  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        |    9035771 | NS      | $9035771.30   | 0.52%             |  |  |  | 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        |     900000 | PA      | $900784.80    | 0.05%             | 2037-07-18      | Floating      | 5.08%                 | 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        |     800000 | PA      | $802502.40    | 0.05%             | 2036-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sisecam UK plc                                          | Sisecam UK plc                                                                            | CUSIP: 829688AC4<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |    2179000 | PA      | $2222604.99   | 0.13%             | 2033-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XIV Ltd.                               | Sixth Street CLO XIV Ltd., Series 2019-14A, Class A1R2                                    | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2400000 | PA      | $2398872.00   | 0.14%             | 2038-01-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                   | Delta Air Lines, Inc.                                                                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2220833 | PA      | $2222587.58   | 0.13%             | 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        |    1184365 | PA      | $1187311.73   | 0.07%             | 2042-04-15      | Floating      | 9.59%                 | 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        |    2410843 | PA      | $2412130.72   | 0.14%             | 2031-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                  | Smithfield Foods, Inc.                                                                    | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1392390.51   | 0.08%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA                                                                       | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4350000 | PA      | $4174307.85   | 0.24%             | 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        |    1240000 | PA      | $1239736.50   | 0.07%             | 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        |    2118867 | PA      | $1978711.96   | 0.11%             | 2029-09-04      | Variable      | 9.41%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                      | Southern Co. (The)                                                                        | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3786045.20   | 0.22%             | 2058-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                  | Standard Chartered plc                                                                    | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    4025000 | PA      | $3596100.07   | 0.21%             | 2032-06-29      | Variable      | 2.68%                 | Yes           |                  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        |    1536099 | PA      | $1523298.76   | 0.09%             | 2031-02-03      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                           | Staples, Inc.                                                                             | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1414657.41   | 0.08%             | 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        |    3172000 | PA      | $3158367.70   | 0.18%             | 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        |    1625000 | PA      | $1643991.38   | 0.09%             | 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        |    2170000 | PA      | $2165899.46   | 0.12%             | 2028-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                      | Subway Funding LLC, Series 2024-1A, Class A2I                                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2955000 | PA      | $2976485.21   | 0.17%             | 2054-07-30      | Fixed         | 6.03%                 | 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        |    1167225 | PA      | $1174978.41   | 0.07%             | 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        |    4425000 | PA      | $4079569.46   | 0.23%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                               | Sunoco LP                                                                                 | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2065279.46   | 0.12%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                               | Sunoco LP                                                                                 | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2047094.36   | 0.12%             | 2034-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                     | Suzano Austria GmbH                                                                       | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    3165000 | PA      | $2977200.29   | 0.17%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                     | Suzano Austria GmbH, Series DM3N                                                          | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     700000 | PA      | $622840.19    | 0.04%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                   | Switch ABS Issuer LLC, Series 2025-2A, Class B                                            | CUSIP: 871044AY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2430000 | PA      | $2333518.07   | 0.13%             | 2055-10-25      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Glatfelter Corp.                                        | Glatfelter Corp., First Lien Term Loan                                                    | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    3413445 | PA      | $3276907.57   | 0.19%             | 2031-11-04      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                     | Synchrony Financial                                                                       | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    4920000 | PA      | $5100409.86   | 0.29%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                          | Raven Acquisition Holdings LLC, First Lien 2024 Delayed Draw Term Loan                    | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     116781 | PA      | $115978.05    | 0.01%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                          | Raven Acquisition Holdings LLC, First Lien Initial Term Loan                              | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1618622 | PA      | $1607382.30   | 0.09%             | 2031-11-19      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp.                                 | Champ Acquisition Corp., First Lien Initial Term Loan                                     | CUSIP: 15807EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1923747 | PA      | $1928556.31   | 0.11%             | 2031-11-07      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                             | Terex Corp.                                                                               | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4446605.63   | 0.25%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Textron Financial Corp.                                 | Textron Financial Corp.                                                                   | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $1934448.23   | 0.11%             | 2042-02-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                              | Cloud Software Group, Inc.                                                                | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1674688.30   | 0.10%             | 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        |    1413798 | PA      | $1006723.54   | 0.06%             | 2057-06-25      | Variable      | 3.61%                 | 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        |    7275921 | PA      | $3397093.09   | 0.19%             | 2058-03-25      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust, Series 2026-1, Class A1A                                       | CUSIP: 891959AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3082193 | PA      | $3053362.31   | 0.17%             | 2066-01-25      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                      | Wand NewCo 3, Inc., First Lien Initial Term Loan                                          | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    1654344 | PA      | $1656324.45   | 0.09%             | 2031-01-30      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                           | Transocean International Ltd.                                                             | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    1494500 | PA      | $1565340.79   | 0.09%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                 | Mavis Tire Express Services Topco Corp., First Lien 2025 Incremental Term Loan            | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    3246801 | PA      | $3248830.26   | 0.19%             | 2028-05-04      | Variable      | 6.67%                 | No            |                  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        |    1500000 | PA      | $1490938.20   | 0.09%             | 2038-07-17      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes                                   | Tricon American Homes, Series 2020-SFR1, Class D                                          | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3560000 | PA      | $3539541.75   | 0.20%             | 2038-07-17      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                    | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class D                              | CUSIP: 897926CE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1761759 | PA      | $1756534.57   | 0.10%             | 2033-09-26      | Fixed         | 9.69%                 | Yes           |                  2 | On Loan: No      |
| Trust 2401                                              | Trust 2401                                                                                | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1731000 | PA      | $1883639.58   | 0.11%             | 2032-01-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                  | Turkiye Is Bankasi A/S                                                                    | CUSIP: 900151AN1<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |    1600000 | PA      | $1580634.67   | 0.09%             | 2036-04-02      | Variable      | 7.38%                 | Yes           |                  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        |    1621000 | PA      | $1344650.46   | 0.08%             | 2052-12-15      | Variable      | 4.05%                 | 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        |    3115000 | PA      | $2123895.15   | 0.12%             | 2051-03-15      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| USB Realty Corp.                                        | USB Realty Corp.                                                                          | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2344931.61   | 0.13%             | 2027-01-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                      | United Airlines Pass-Through Trust, Series 2020-1, Class A                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     474510 | PA      | $482971.47    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                   | Mexico Government Bond                                                                    | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3400000 | PA      | $3201100.00   | 0.18%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                       | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2855000 | PA      | $2748829.69   | 0.16%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                       | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20175000 | PA      | $19267125.00  | 1.10%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                       | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   98300000 | PA      | $96226484.38  | 5.50%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                       | CUSIP: 91282CQK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8850000 | PA      | $8790539.06   | 0.50%             | 2031-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                       | CUSIP: 91282CQN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   98815000 | PA      | $98305485.16  | 5.62%             | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                              | Uniti Fiber ABS Issuer LLC, Series 2025-2A, Class C                                       | CUSIP: 91326EAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2866041.64   | 0.16%             | 2056-01-20      | Fixed         | 7.83%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                          | Univision Communications, Inc.                                                            | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3291681.92   | 0.19%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Usiminas International SARL                             | Usiminas International SARL                                                               | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |     296000 | PA      | $305916.00    | 0.02%             | 2032-01-27      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VFH Parent LLC                                          | VFH Parent LLC                                                                            | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3286960.11   | 0.19%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                       | Uzbekneftegaz JSC                                                                         | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |    1500000 | PA      | $1611793.02   | 0.09%             | 2030-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd.                                            | Valaris Ltd.                                                                              | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    2490000 | PA      | $2596494.81   | 0.15%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Valley National Bancorp                                 | Valley National Bancorp                                                                   | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |    2832000 | PA      | $2739572.16   | 0.16%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Valvoline, Inc.                                         | Valvoline, Inc.                                                                           | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    3185000 | PA      | $2901358.07   | 0.17%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| American Auto Auction Group LLC                         | American Auto Auction Group LLC, First Lien Refinancing Term Loan                         | CUSIP: 02403MAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3226851 | PA      | $3218784.26   | 0.18%             | 2032-05-28      | Variable      | 8.20%                 | No            |                  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        |    3000000 | PA      | $2957777.40   | 0.17%             | 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        |    1600000 | PA      | $1700165.95   | 0.10%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                        | Vedanta Resources Finance II plc                                                          | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     535000 | PA      | $556378.03    | 0.03%             | 2032-10-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust, Series 2026-R1, Class A1                                      | CUSIP: 924932AC0<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |    2948251 | PA      | $2921396.76   | 0.17%             | 2067-10-25      | Variable      | 4.83%                 | 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      | $997484.80    | 0.06%             | 2068-08-25      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust, Series 2025-R2, Class A1                                      | CUSIP: 92541EAC6<br>LEI: 2138003KWTZZS4PBW772 | Long             | ABS-MBS          | CORP              | US        |    3066406 | PA      | $3053522.44   | 0.17%             | 2067-07-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                        | Paramount Global                                                                          | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2523350.16   | 0.14%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Gryphon Debt Merger Sub, Inc.                           | Gryphon Debt Merger Sub, Inc., First Lien Term Loan                                       | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3209000 | PA      | $3215684.35   | 0.18%             | 2032-09-13      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                 | Victoria's Secret & Co.                                                                   | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $2957573.22   | 0.17%             | 2029-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Victra Holdings LLC                                     | Victra Holdings LLC                                                                       | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2235515.80   | 0.13%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Beach Acquisition Bidco LLC                             | Beach Acquisition Bidco LLC, First Lien Tranche Term Loan B1                              | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    1097250 | PA      | $1101707.03   | 0.06%             | 2032-09-13      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                               | Vistra Operations Co. LLC                                                                 | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1618158.15   | 0.09%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VoltaGrid LLC                                           | VoltaGrid LLC                                                                             | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2413168.65   | 0.14%             | 2030-11-01      | Fixed         | 7.38%                 | 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        |    1836473 | PA      | $1827290.88   | 0.10%             | 2031-06-27      | Variable      | 6.66%                 | 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        |    1940000 | PA      | $1649038.80   | 0.09%             | 2035-06-05      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                            | WB Commercial Mortgage Trust, Series 2024-HQ, Class A                                     | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2302818.65   | 0.13%             | 2040-03-15      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                            | WB Commercial Mortgage Trust, Series 2024-HQ, Class B                                     | CUSIP: 92943PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2002451.40   | 0.11%             | 2040-03-15      | Variable      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| WE Soda Investments Holding plc                         | WE Soda Investments Holding plc                                                           | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    2210000 | PA      | $2196112.07   | 0.13%             | 2031-02-14      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Chariot Buyer LLC                                       | Chariot Buyer LLC, First Lien Amendment No. 5 Incremental Term Loan                       | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    3223739 | PA      | $3217916.98   | 0.18%             | 2032-09-08      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                             | Wayfair LLC                                                                               | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    4980000 | PA      | $5034814.86   | 0.29%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALLSPRING GOVT FUND LEX                                 | ALLSPRING GOVERNMENT MONEY MARKET FUND                                                    | CUSIP: 949921126<br>LEI: 549300GFSYYLVYEWA041 | Long             | STIV             | RF                | US        |   15000000 | NS      | $15000000.00  | 0.86%             |  |  |  | No            |                  1 | 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        |    4827000 | PA      | $2172150.00   | 0.12%             | 2059-01-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                       | Wells Fargo & Co.                                                                         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2145078.76   | 0.12%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  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        |     615000 | PA      | $547716.85    | 0.03%             | 2050-09-15      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2017-C40, Class D                           | CUSIP: 95000YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2525000 | PA      | $2215880.66   | 0.13%             | 2050-10-15      | Fixed         | 2.70%                 | 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        |    1655000 | PA      | $1404168.86   | 0.08%             | 2039-12-15      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Opal U.S. LLC                                           | OPAL U.S. LLC, First Lien Facility Term Loan B4                                           | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2487500 | PA      | $2496828.13   | 0.14%             | 2032-04-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Metropolis Technologies, Inc.                           | Metropolis Technologies, Inc., First Lien Initial Term Loan                               | CUSIP: 59173YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3333612 | PA      | $3316944.44   | 0.19%             | 2032-11-03      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                          | Western Midstream Operating LP                                                            | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1525045.95   | 0.09%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LSF12 Helix Parent LLC                                  | LSF12 Helix Parent LLC, First Lien Term Loan B                                            | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |    3215000 | PA      | $3215405.09   | 0.18%             | 2033-02-10      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                 | Windstream Services LLC                                                                   | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2861073.09   | 0.16%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Uniti Services LLC                                      | Uniti Services LLC                                                                        | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $4158781.20   | 0.24%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                 | Columbus McKinnon Corp., First Lien Initial Term Loan                                     | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3255000 | PA      | $3257034.38   | 0.19%             | 2033-02-03      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                        | Ensemble RCM LLC, First Lien Closing Date Term Loan                                       | CUSIP: 29359BAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3235000 | PA      | $3206693.75   | 0.18%             | 2033-02-09      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                               | First Student Bidco, Inc., First Lien Initial Term Loan B                                 | CUSIP: 33718FAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1301063 | PA      | $1302146.56   | 0.07%             | 2030-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                               | First Student Bidco, Inc., First Lien Initial Term Loan C                                 | CUSIP: 33718FAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     398937 | PA      | $399269.54    | 0.02%             | 2030-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                           | White Cap Supply Holdings LLC, First Lien Tranche Term Loan D                             | CUSIP: 96350TAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3210000 | PA      | $3184923.48   | 0.18%             | 2033-02-10      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                        | WULF Compute LLC                                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3730000 | PA      | $3920211.98   | 0.22%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP               | XPLR Infrastructure Operating Partners LP                                                 | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1218165.24   | 0.07%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| YPF SA                                                  | YPF SA                                                                                    | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | NUSS              | AR        |    2500000 | PA      | $2612798.80   | 0.15%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                           | Yinson Bergenia Production BV                                                             | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    1924065 | PA      | $2057319.97   | 0.12%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC, Series 2025-2A, Class B                                                  | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2680000 | PA      | $2736488.77   | 0.16%             | 2055-06-20      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC, Series 2025-3A, Class C                                                  | CUSIP: 98919WAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1330000 | PA      | $1381763.73   | 0.08%             | 2055-10-20      | Fixed         | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC, Series 2026-1A, Class C                                                  | CUSIP: 98919WAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5098620.00   | 0.29%             | 2056-04-20      | Fixed         | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                 | El Salvador Government Bond                                                               | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    1500000 | PA      | $1580700.00   | 0.09%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Saudi Electricity Global Sukuk Co. 2                    | Saudi Electricity Global Sukuk Co. 2                                                      | CUSIP: N/A<br>LEI: 549300NU3VI6NLNU1575       | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1395564.96   | 0.08%             | 2043-04-08      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                            | KazMunayGas National Co. JSC                                                              | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |    1339000 | PA      | $1360930.64   | 0.08%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DP World Ltd.                                           | DP World Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |    3000000 | PA      | $2736258.63   | 0.16%             | 2048-09-25      | Fixed         | 5.62%                 | 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        |    3350000 | PA      | $3164113.86   | 0.18%             | 2029-09-21      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| African Development Bank                                | African Development Bank                                                                  | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | NUSS              | ZA        |  163500000 | PA      | $1728710.26   | 0.10%             | 2046-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                            | Energean Israel Finance Ltd.                                                              | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    1655000 | PA      | $1627812.49   | 0.09%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Dar Al-Arkan Sukuk Co. Ltd.                             | Dar Al-Arkan Sukuk Co. Ltd.                                                               | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | KY        |    1450000 | PA      | $1458541.95   | 0.08%             | 2027-02-26      | Fixed         | 6.88%                 | 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        |    2650000 | PA      | $2437571.63   | 0.14%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                 | Ukraine Government Bond                                                                   | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    2798325 | PA      | $2172848.46   | 0.12%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                 | Ukraine Government Bond                                                                   | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    2683000 | PA      | $1365110.08   | 0.08%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MAF Global Securities Ltd.                              | MAF Global Securities Ltd.                                                                | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |    3200000 | PA      | $3235929.76   | 0.19%             | 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        |    3365000 | PA      | $3407442.75   | 0.19%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sobha Sukuk Ltd.                                        | Sobha Sukuk Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493000HMN2AOHV8GU08       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $397786.80    | 0.02%             | 2028-07-17      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                     | Ecuador Government Bond                                                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    2442000 | PA      | $2252745.00   | 0.13%             | 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        |    3256000 | PA      | $2930132.98   | 0.17%             | 2054-01-29      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GACI First Investment Co.                               | GACI First Investment Co.                                                                 | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    2645000 | PA      | $2650801.01   | 0.15%             | 2034-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cimko Cimento ve Beton Sanayi ve Ticaret A/S            | Cimko Cimento ve Beton Sanayi ve Ticaret A/S                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | TR        |    1250000 | PA      | $1324358.61   | 0.08%             | 2030-05-21      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Romania                                                 | Romanian Government Bond                                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    3520000 | PA      | $3148601.74   | 0.18%             | 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        |    2985000 | PA      | $3031118.25   | 0.17%             | 2034-06-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Zorlu Enerji Elektrik Uretim A/S                        | Zorlu Enerji Elektrik Uretim A/S                                                          | CUSIP: N/A<br>LEI: 7890005B5CSNL39OYO75       | Long             | DBT              | CORP              | TR        |    3725000 | PA      | $3293281.40   | 0.19%             | 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        |    2140000 | PA      | $2291947.68   | 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        |    4300000 | PA      | $4208861.41   | 0.24%             | 2028-05-06      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Veon Midco BV                                           | Veon Midco BV                                                                             | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |    2560000 | PA      | $2496931.76   | 0.14%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Azule Energy Finance plc                                | Azule Energy Finance plc                                                                  | CUSIP: N/A<br>LEI: 2138006X6O82RJSQDB63       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $514546.50    | 0.03%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| ADNOC Murban RSC Ltd.                                   | ADNOC Murban RSC Ltd.                                                                     | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | CORP              | AE        |    3215000 | PA      | $2858823.30   | 0.16%             | 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        |    3850000 | PA      | $3857488.25   | 0.22%             | 2031-09-11      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Georgia JSC                                     | Bank of Georgia JSC                                                                       | CUSIP: N/A<br>LEI: 549300RPLD8RXL49Z691       | Long             | DBT              | CORP              | GE        |    1150000 | PA      | $1200325.38   | 0.07%             | 2029-07-16      | Variable      | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                   | Saudi Arabian Oil Co.                                                                     | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    2800000 | PA      | $2642325.67   | 0.15%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond               | Uzbekistan Government Bond                                                                | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    2165000 | PA      | $2293961.21   | 0.13%             | 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        |     340000 | PA      | $338162.66    | 0.02%             | 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        |    1100000 | PA      | $1129889.54   | 0.06%             | 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        |    2550000 | PA      | $2582448.34   | 0.15%             | 2030-03-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco SARL                          | Greensaif Pipelines Bidco SARL                                                            | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |    1500000 | PA      | $1526347.38   | 0.09%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Arabian Centres Sukuk III Ltd.                          | Arabian Centres Sukuk III Ltd.                                                            | CUSIP: N/A<br>LEI: 254900BZVZFBSA5NA163       | Long             | DBT              | CORP              | KY        |    1850000 | PA      | $1916028.37   | 0.11%             | 2029-03-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Abu Dhabi Government Bond                               | Abu Dhabi Government Bond                                                                 | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |    2515000 | PA      | $2573078.77   | 0.15%             | 2034-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development          | European Bank for Reconstruction & Development                                            | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | TR        | 1350000000 | PA      | $1842360.29   | 0.11%             | 2036-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                    | Africa Finance Corp.                                                                      | CUSIP: N/A<br>LEI: 213800LXFHRRXIJRXW97       | Long             | DBT              | NUSS              | US        |    1600000 | PA      | $1618640.26   | 0.09%             | 2029-10-08      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: —       |
| Alpha Star Holding VIII Ltd.                            | Alpha Star Holding VIII Ltd.                                                              | CUSIP: N/A<br>LEI: 254900TMRVHA9YMIFC14       | Long             | DBT              | CORP              | AE        |    2500000 | PA      | $2524892.20   | 0.14%             | 2027-04-12      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| European Bank for Reconstruction & Development          | European Bank for Reconstruction & Development                                            | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | NUSS              | BR        |    6250000 | PA      | $653192.42    | 0.04%             | 2032-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd.                              | MAF Global Securities Ltd.                                                                | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |     780000 | PA      | $749034.03    | 0.04%             | 2030-11-20      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Africa Finance Corp.                                    | Africa Finance Corp.                                                                      | CUSIP: N/A<br>LEI: 213800LXFHRRXIJRXW97       | Long             | DBT              | NUSS              | US        |    1550000 | PA      | $1572943.18   | 0.09%             | 2030-01-21      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                   | Fortune Star BVI Ltd.                                                                     | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |    2600000 | PA      | $2660763.38   | 0.15%             | 2028-05-19      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                              | Alpha Star Holding IX Ltd.                                                                | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |    1250000 | PA      | $1242332.13   | 0.07%             | 2028-08-26      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sobha Sukuk Ltd.                                        | Sobha Sukuk Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493000HMN2AOHV8GU08       | Long             | DBT              | CORP              | KY        |    1090000 | PA      | $1069523.05   | 0.06%             | 2029-02-19      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                 | Romanian Government Bond                                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1500000 | PA      | $1513913.79   | 0.09%             | 2036-05-16      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Silk Road Group Holding LLC                             | Silk Road Group Holding LLC                                                               | CUSIP: N/A<br>LEI: 254900J9KTY8FE4C8227       | Long             | DBT              | CORP              | GE        |    1100000 | PA      | $1108809.90   | 0.06%             | 2030-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Hikma Finance USA LLC                                   | Hikma Finance USA LLC                                                                     | CUSIP: N/A<br>LEI: 213800BU7YH2WTM1QL87       | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1433938.19   | 0.08%             | 2030-07-08      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                     | Ecuador Government Bond                                                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     500000 | PA      | $510000.00    | 0.03%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| APICORP Sukuk Ltd.                                      | APICORP Sukuk Ltd.                                                                        | CUSIP: N/A<br>LEI: 549300ULCH8IWYBS5X93       | Long             | DBT              | NUSS              | KY        |     750000 | PA      | $737960.12    | 0.04%             | 2036-02-03      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                 | EnfraGen Energia Sur SA                                                                   | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |     970547 | PA      | $903380.41    | 0.05%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| EURO                                                    | EURO                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |        478 | OU      | $560.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 5 Year Notes                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         97 | NC      | $-80054.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Digicel International Finance Ltd.                      | Digicel International Finance Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2600752.50   | 0.15%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                     | Avianca Midco 2 plc                                                                       | CUSIP: N/A<br>LEI: 213800AMPX5VKH9AMX10       | Long             | DBT              | CORP              | GB        |    3400000 | PA      | $3204500.00   | 0.18%             | 2030-02-14      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| Melco Resorts Finance Ltd.                              | Melco Resorts Finance Ltd.                                                                | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |    1300000 | PA      | $1296804.56   | 0.07%             | 2027-07-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                | Studio City Finance Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |     960000 | PA      | $958185.94    | 0.05%             | 2028-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tullow Holdco 2 Ltd.                                    | Tullow Holdco 2 Ltd.                                                                      | CUSIP: N/A<br>LEI: 213800HJ1NZUNL683T86       | Long             | DBT              | CORP              | JE        |    3716441 | PA      | $3827469.67   | 0.22%             | 2028-11-15      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| WE Soda Investments Holding plc                         | WE Soda Investments Holding plc                                                           | CUSIP: N/A<br>LEI: 984500SE38C07DB47A90       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $504917.44    | 0.03%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| WE Soda Investments Holding plc                         | WE Soda Investments Holding plc                                                           | CUSIP: N/A<br>LEI: 984500SE38C07DB47A90       | Long             | DBT              | CORP              | GB        |    1245000 | PA      | $1237176.26   | 0.07%             | 2031-02-14      | Fixed         | 9.38%                 | 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        |    1390000 | PA      | $1477019.17   | 0.08%             | 2029-09-17      | Fixed         | 10.88%                | 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        |     565000 | PA      | $587576.80    | 0.03%             | 2032-10-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Pound Sterling                                          | Pound Sterling                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |         43 | OU      | $58.87        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | Euro-BTP                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -1343 | NC      | $1872137.59   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                 | Raizen Fuels Finance SA                                                                   | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |     635000 | PA      | $346075.00    | 0.02%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                 | Raizen Fuels Finance SA                                                                   | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |     750000 | PA      | $399308.96    | 0.02%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                 | Raizen Fuels Finance SA                                                                   | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |     239000 | PA      | $130852.50    | 0.01%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                 | Raizen Fuels Finance SA                                                                   | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $108750.00    | 0.01%             | 2037-02-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                               | Prosus NV                                                                                 | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    2350000 | PA      | $1622781.46   | 0.09%             | 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        |    4295000 | PA      | $3356817.59   | 0.19%             | 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        |    1889490 | PA      | $2083806.17   | 0.12%             | 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        |     950000 | PA      | $998777.84    | 0.06%             | 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        |    1825000 | PA      | $2030203.00   | 0.12%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                            | Banco Mercantil del Norte SA                                                              | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | MX        |    1950000 | PA      | $2107920.75   | 0.12%             | 2035-05-20      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                                         | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |     520000 | PA      | $554560.24    | 0.03%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                      | Dominican Republic Government Bond                                                        | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     610000 | PA      | $574894.50    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| El Puerto de Liverpool SAB de CV                        | El Puerto de Liverpool SAB de CV                                                          | CUSIP: N/A<br>LEI: 4469000001BO4JEXZL32       | Long             | DBT              | CORP              | MX        |     300000 | PA      | $313020.00    | 0.02%             | 2037-01-22      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                  | Costa Rica Government Bond                                                                | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    1950000 | PA      | $2128620.00   | 0.12%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                              | Grupo Aeromexico SAB de CV                                                                | CUSIP: N/A<br>LEI: 529900BECKHBL62WD126       | Long             | DBT              | CORP              | MX        |    1114000 | PA      | $1081331.39   | 0.06%             | 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: 529900BECKHBL62WD126       | Long             | DBT              | CORP              | MX        |     286000 | PA      | $277777.50    | 0.02%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                    | Paraguay Government Bond                                                                  | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     450000 | PA      | $452700.00    | 0.03%             | 2044-08-11      | Fixed         | 6.10%                 | 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        |    1092500 | PA      | $1079127.80   | 0.06%             | 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        |    2200000 | PA      | $2056755.10   | 0.12%             | 2032-12-31      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| N/A                                                     | Euro-Bund                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       1178 | NC      | $-762717.12   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 10 Year Notes                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        100 | NC      | $-42919.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                                      | Kosmos Energy Ltd.                                                                        | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1521872.31   | 0.09%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Kosmos Energy Ltd.                                      | Kosmos Energy Ltd.                                                                        | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |    3080000 | PA      | $2845981.60   | 0.16%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | U.S. Treasury 10 Year Ultra Bonds                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        130 | NC      | $-189207.85   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                 | Ukraine Government Bond                                                                   | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     735525 | PA      | $571121.78    | 0.03%             | 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        |    3084646 | PA      | $3086830.16   | 0.18%             | 2048-04-11      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Freeport Indonesia PT                                   | Freeport Indonesia PT                                                                     | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |    2950000 | PA      | $2952796.60   | 0.17%             | 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        |    2845000 | PA      | $2790680.42   | 0.16%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                     | Ecuador Government Bond                                                                   | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1210000 | PA      | $1234200.00   | 0.07%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| International Finance Corp.                             | International Finance Corp.                                                               | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | NUSS              | BR        |    3600000 | PA      | $712345.71    | 0.04%             | 2030-07-18      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Jack Benintende

**Name of Signer:** Jack Benintende

**Title:** Treasurer