# EDGAR Filing Document

**Accession Number:** 0000887340
**File Stem:** 0002071691-26-004664
**Filing Date:** 2026-2
**Character Count:** 127281
**Document Hash:** 70077df84c0d7e4792fb3c9bfdc2af44
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-004664.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0002071691-26-004664

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03833-01
- **FILM NUMBER:** 26682324

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

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

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

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

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

## Series and Classes Contracts Data

### NYLI VP Bond Portfolio (Series ID: S000009445)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000025820 | Initial Class |  |
| C000025821 | Service Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

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

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

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

- **b. EDGAR series identifier (if any):** S000009445

- **c. LEI of Series:** 549300KB0UVVQINXSS10

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $577564992.73

**Total Liabilities:** $13094229.59

**Net Assets:** $564470763.14

**Cash Not Reported:** $18914876.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -137.27000000 | **1-Year:** -7740.66000000 | **5-Year:** -43729.95000000 | **10-Year:** -73549.12000000 | **30-Year:** -101773.25000000

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

- **3-Month:** -125.78000000 | **1-Year:** -13158.53000000 | **5-Year:** -9650.78000000 | **10-Year:** -6779.13000000 | **30-Year:** -29291.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025820 | 0.59%                | 0.70%                | -0.29%               |
| Class ID C000025821 | 0.57%                | 0.68%                | -0.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $855548.28               | $-20053.79                                 |
| Month 2  | $438906.87               | $1440389.18                                |
| Month 3  | $323737.25               | $-3199067.77                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LEH__LHMN0001

### Schedule of Portfolio Investments

| Name                                               | Title                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                                 | A&D Mortgage Trust, Series 2023-NQM4, Class A1                     | CUSIP: 00002MAA7<br>LEI: 9845002EOD0CFAFA4F48 | Long             | ABS-MBS          | CORP              | US        |   1866663 | PA      | $1890929.44   | 0.33%             | 2068-09-25      | Variable      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| AEP Texas, Inc.                                    | AEP Texas, Inc.                                                    | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    790000 | PA      | $775274.75    | 0.14%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Corebridge Global Funding                          | Corebridge Global Funding                                          | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2287321.32   | 0.41%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1486525.80   | 0.26%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    585000 | PA      | $391496.16    | 0.07%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    797000 | PA      | $530516.84    | 0.09%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    555000 | PA      | $381752.20    | 0.07%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986993.94   | 0.35%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                 | A&D Mortgage Trust, Series 2025-NQM3, Class A3                     | CUSIP: 00250FAE3<br>LEI: 984500D4480E0AE81M71 | Long             | ABS-MBS          | CORP              | US        |   1932207 | PA      | $1937610.37   | 0.34%             | 2070-08-25      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120509.68    | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1603191.02   | 0.28%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                         | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1360000 | PA      | $1373534.41   | 0.24%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                      | UMBS, Single Family, 30 Year                                       | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4300000 | PA      | $4360125.14   | 0.77%             | 2056-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                               | Ally Financial, Inc.                                               | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1848143.92   | 0.33%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                   | Amazon.com, Inc.                                                   | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    950000 | PA      | $637788.45    | 0.11%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                   | Amazon.com, Inc.                                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    650000 | PA      | $507285.03    | 0.09%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Amazon.com, Inc.                                   | Amazon.com, Inc.                                                   | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1551878.45   | 0.27%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                       | American Water Capital Corp.                                       | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2678493.18   | 0.47%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                        | Amgen, Inc.                                                        | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    605000 | PA      | $532531.08    | 0.09%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                     | Amphenol Corp.                                                     | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763951.28    | 0.14%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                     | Amphenol Corp.                                                     | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    415000 | PA      | $403365.65    | 0.07%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                            | Anheuser-Busch Cos. LLC                                            | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $722586.89    | 0.13%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.               | Anheuser-Busch InBev Worldwide, Inc.                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1766125.38   | 0.31%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp.                              | Ares Management Corp.                                              | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1851900.49   | 0.33%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                         | Arizona Public Service Co.                                         | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    825000 | PA      | $861190.52    | 0.15%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                    | BAE Systems plc                                                    | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1380000 | PA      | $1418650.90   | 0.25%             | 2029-03-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems plc                                    | BAE Systems plc                                                    | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $430764.36    | 0.08%             | 2054-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                      | BHP Billiton Finance USA Ltd.                                      | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1019421.00   | 0.18%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                | BWAY Mortgage Trust, Series 2013-1515, Class A2                    | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1889220 | PA      | $1789173.02   | 0.32%             | 2033-03-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 23 Ltd.                              | Ballyrock CLO 23 Ltd., Series 2023-23A, Class A2R                  | CUSIP: 05874VAN3<br>LEI: 254900TBQBTBNIDKIF15 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2513162.50   | 0.45%             | 2038-04-25      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                     | Baltimore Gas and Electric Co.                                     | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    505000 | PA      | $485532.76    | 0.09%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                              | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3302328.20   | 0.59%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                              | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1516705.31   | 0.27%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                              | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2053564.53   | 0.36%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                              | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1230265.47   | 0.22%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                | Bank of New York Mellon Corp. (The)                                | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030552.00   | 0.36%             | 2030-12-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                       | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1630000 | PA      | $1656389.18   | 0.29%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                        | Truist Bank                                                        | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1008113.21   | 0.18%             | 2029-09-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVII Ltd.            | Benefit Street Partners CLO XXXVII Ltd., Series 2024-37A, Class A  | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2504032.50   | 0.44%             | 2038-01-25      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                | Blackstone Holdings Finance Co. LLC                                | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3095727.63   | 0.55%             | 2027-11-03      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                    | Blackstone Secured Lending Fund                                    | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1481324.01   | 0.26%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. LLC                     | Blackstone Reg Finance Co. LLC                                     | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1618086.72   | 0.29%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                     | BNP Paribas SA                                                     | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1925000 | PA      | $2020739.37   | 0.36%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Cloud Capital Holdco LP                            | Cloud Capital Holdco LP, Series 2024-1A, Class A2                  | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2014561.60   | 0.36%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    925000 | PA      | $796596.98    | 0.14%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1975750.94   | 0.35%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                     | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    490000 | PA      | $431502.17    | 0.08%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                     | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    835000 | PA      | $761388.98    | 0.13%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                   | Burlington Northern Santa Fe LLC                                   | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $352916.67    | 0.06%             | 2054-04-15      | Fixed         | 5.20%                 | 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        |   1866667 | PA      | $1869559.96   | 0.33%             | 2044-07-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                   | Paramount Global                                                   | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    780000 | PA      | $574994.06    | 0.10%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARS-DB7 LP                                        | CARS-DB7 LP, Series 2023-1A, Class A2                              | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1710625 | PA      | $1725327.38   | 0.31%             | 2053-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive REIT                            | Capital Automotive REIT, Series 2024-2A, Class A2                  | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1716458 | PA      | $1712866.92   | 0.30%             | 2054-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group (The)                                  | Cigna Group (The)                                                  | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    540000 | PA      | $481429.58    | 0.09%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                        | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    415000 | PA      | $433211.38    | 0.08%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Cars Net Lease Mortgage Notes                      | Cars Net Lease Mortgage Notes, Series 2020-1A, Class A2            | CUSIP: 14576AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1930000 | PA      | $1713174.99   | 0.30%             | 2050-12-15      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XIX CLO Ltd.                         | Cedar Funding XIX CLO Ltd., Series 2024-19A, Class B               | CUSIP: 15033CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006496.00   | 0.36%             | 2038-01-23      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC               | Charter Communications Operating LLC                               | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $899814.78    | 0.16%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC               | Charter Communications Operating LLC                               | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $961301.79    | 0.17%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                        | Cheniere Energy Partners LP                                        | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1246411.56   | 0.22%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                | Cisco Systems, Inc.                                                | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    870000 | PA      | $833909.44    | 0.15%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                    | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1741656.09   | 0.31%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans LLC                      | College Ave Student Loans LLC, Series 2023-A, Class C              | CUSIP: 193938AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750438 | PA      | $1792722.00   | 0.32%             | 2055-05-25      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| College Ave Student Loans LLC                      | College Ave Student Loans LLC, Series 2024-B, Class A1A            | CUSIP: 19423UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2078704 | PA      | $2137525.05   | 0.38%             | 2054-08-25      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                      | Comcast Corp.                                                      | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    740000 | PA      | $688946.97    | 0.12%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                         | Constellation Brands, Inc.                                         | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1602322.04   | 0.28%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                         | Corebridge Financial, Inc.                                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    190000 | PA      | $162454.95    | 0.03%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA II, Single Family, 30 Year                                    | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3500000 | PA      | $3533937.37   | 0.63%             | 2056-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA II, Single Family, 30 Year                                    | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1750000 | PA      | $1783291.02   | 0.32%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                 | CyrusOne Data Centers Issuer I LLC, Series 2023-1A, Class A2       | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2711230.50   | 0.48%             | 2048-04-20      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                 | CyrusOne Data Centers Issuer I LLC, Series 2025-1A, Class A2       | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2283266.93   | 0.40%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                            | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154417.56    | 0.03%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC            | Daimler Truck Finance North America LLC                            | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    780000 | PA      | $807480.91    | 0.14%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Dayton Power & Light Co. (The)                     | Dayton Power & Light Co. (The)                                     | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    500000 | PA      | $372408.16    | 0.07%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                   | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4145000 | PA      | $4130886.07   | 0.73%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                            | Duke Energy Indiana LLC                                            | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $663810.99    | 0.12%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                             | Duke Energy Ohio, Inc.                                             | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212356.15    | 0.04%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                             | Duke Energy Ohio, Inc.                                             | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4381201.75   | 0.78%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                            | Duke Energy Florida LLC                                            | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    825000 | PA      | $825289.48    | 0.15%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                | EOG Resources, Inc.                                                | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1341813.38   | 0.24%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                     | Element Fleet Management Corp.                                     | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1850000 | PA      | $1855158.54   | 0.33%             | 2030-11-24      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP                                                 | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $874296.83    | 0.15%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                              | Entergy Louisiana LLC                                              | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1533452.43   | 0.27%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                               | Entergy Arkansas LLC                                               | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1752430.06   | 0.31%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC                                  | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    390000 | PA      | $343434.54    | 0.06%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                   | Equitable America Global Funding                                   | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2444276.11   | 0.43%             | 2030-06-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    890000 | PA      | $724288.15    | 0.13%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $742075.78    | 0.13%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $4999873.99   | 0.89%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC Gold Pools, 30 Year                                          | CUSIP: 3128KUMZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11755 | PA      | $12380.07     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC Gold Pools, 30 Year                                          | CUSIP: 3128LXFL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1031 | PA      | $1077.64      | 0.00%             | 2035-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS Pool, 30 Year                                                 | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3821131 | PA      | $3458262.45   | 0.61%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS Pool, 30 Year                                                 | CUSIP: 3132DQZV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2341684 | PA      | $2242811.26   | 0.40%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS Pool, 30 Year                                                 | CUSIP: 3132DS7M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2799184 | PA      | $2289876.55   | 0.41%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS Pool, 30 Year                                                 | CUSIP: 3132DSQM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3884294 | PA      | $3189586.53   | 0.57%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS Pool, 30 Year                                                 | CUSIP: 3132DUBD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3843226 | PA      | $3951502.93   | 0.70%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS Pool, 30 Year                                                 | CUSIP: 3132DWCX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2501984 | PA      | $2330172.79   | 0.41%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS Pool, 30 Year                                                 | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1806298 | PA      | $1564648.29   | 0.28%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                         | UMBS Pool, 30 Year                                                 | CUSIP: 3133KQEV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4550525 | PA      | $4562453.81   | 0.81%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA, ACES, REMIC, Series 2019-M12, Class X3                       | CUSIP: 3136B5NY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  77000000 | PA      | $1487724.70   | 0.26%             | 2029-06-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA, REMIC, Series 2024-43, Class B                               | CUSIP: 3136BSQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2285417.93   | 0.40%             | 2054-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA, Series 2025-7, Class HB                                      | CUSIP: 3136BUXA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2289544 | PA      | $2338713.33   | 0.41%             | 2054-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA, REMIC, Series 2025-35, Class MT                              | CUSIP: 3136BVF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2279159 | PA      | $2344358.75   | 0.42%             | 2055-05-25      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA, REMIC, Series 2025-12, Class ET                              | CUSIP: 3136BVJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1877619 | PA      | $1898624.12   | 0.34%             | 2055-03-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 31371NLU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       211 | PA      | $224.35       | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 31374TAG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       942 | PA      | $949.64       | 0.00%             | 2028-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, Series 5302, Class DZ                                       | CUSIP: 3137H9WR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2357817 | PA      | $2444013.25   | 0.43%             | 2053-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, Series 5387, Class ZQ                                       | CUSIP: 3137HBTX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1935216 | PA      | $1956547.30   | 0.35%             | 2054-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, REMIC, Series 5427, Class Z                                 | CUSIP: 3137HDRT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2171588 | PA      | $2209382.10   | 0.39%             | 2054-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, REMIC, Series 5513, Class MQ                                | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2433117 | PA      | $2552699.11   | 0.45%             | 2054-06-25      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, REMIC, Series 5517, Class MA                                | CUSIP: 3137HKH64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2015883 | PA      | $2014350.58   | 0.36%             | 2055-03-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, REMIC, Series 5517, Class MT                                | CUSIP: 3137HKH80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2154785 | PA      | $2161402.87   | 0.38%             | 2055-03-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| FHLMC                                              | FHLMC, Series 5557, Class UM                                       | CUSIP: 3137HLZA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1991285 | PA      | $2101935.89   | 0.37%             | 2055-06-25      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3138WQAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192903 | PA      | $172496.36    | 0.03%             | 2043-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA, Other                                                        | CUSIP: 3140FX2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1729002 | PA      | $1687796.91   | 0.30%             | 2063-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA, Other                                                        | CUSIP: 3140FX3S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3164468 | PA      | $3014300.06   | 0.53%             | 2064-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA, Other                                                        | CUSIP: 3140FX4D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3033353 | PA      | $2542722.97   | 0.45%             | 2064-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA, Other                                                        | CUSIP: 3140FXWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1963378 | PA      | $1645890.23   | 0.29%             | 2062-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | FNMA, Other                                                        | CUSIP: 3140FXZY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4737191 | PA      | $3938693.14   | 0.70%             | 2063-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3140MRBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1534014 | PA      | $1511466.99   | 0.27%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3140QEYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4115630 | PA      | $3573154.51   | 0.63%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4863636 | PA      | $3957460.25   | 0.70%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3140QNB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1770089 | PA      | $1648539.97   | 0.29%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3140QQTF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2327231 | PA      | $2408826.87   | 0.43%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3140QQVA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3107267 | PA      | $3174276.73   | 0.56%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3140W0CR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4504733 | PA      | $4016584.92   | 0.71%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3140W1SQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2820161 | PA      | $2426012.86   | 0.43%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3140W2WF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2911432 | PA      | $2489510.98   | 0.44%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3140X8QX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3529271 | PA      | $2899548.13   | 0.51%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3140XADW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3579283 | PA      | $2930787.30   | 0.52%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3140XM4Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2360399 | PA      | $2377834.13   | 0.42%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 3140XNQX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3546387 | PA      | $3558502.81   | 0.63%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 31410PF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8110 | PA      | $8606.32      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 31413FHQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1660 | PA      | $1743.64      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 31413HNX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7807 | PA      | $8234.96      | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 31413Y7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2607 | PA      | $2761.76      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                               | UMBS, 30 Year                                                      | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3767090 | PA      | $2906649.39   | 0.51%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                       | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3686664.98   | 0.65%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                          | Florida Power & Light Co.                                          | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2614409.07   | 0.46%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC                                          | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    495000 | PA      | $508125.26    | 0.09%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC                                          | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030793.68   | 0.36%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC                                          | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1867454.16   | 0.33%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                            | GA Global Funding Trust                                            | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1601616.95   | 0.28%             | 2035-01-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                               | GNMA I, Single Family, 30 Year                                     | CUSIP: 36178GJ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16562 | PA      | $16029.57     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA I, Single Family, 30 Year                                     | CUSIP: 36178STM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47402 | PA      | $45527.10     | 0.01%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA II, Single Family, 30 Year                                    | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1790693 | PA      | $1706196.49   | 0.30%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA II, Single Family, 30 Year                                    | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2642658 | PA      | $2377595.90   | 0.42%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA II, 30 Year                                                   | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68429 | PA      | $59056.20     | 0.01%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA II, Single Family, 30 Year                                    | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1257709 | PA      | $1259761.70   | 0.22%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA II, 30 Year                                                   | CUSIP: 36179XFD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21367 | PA      | $18457.62     | 0.00%             | 2052-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA II, Single Family, 30 Year                                    | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1363627 | PA      | $1365848.54   | 0.24%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA II, Single Family, 30 Year                                    | CUSIP: 36179XQR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2122112 | PA      | $1833315.18   | 0.32%             | 2053-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA I, Single Family, 30 Year                                     | CUSIP: 36182LDS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105224 | PA      | $101125.88    | 0.02%             | 2044-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA II, 30 Year                                                   | CUSIP: 3622AB4V1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2357511 | PA      | $2308819.18   | 0.41%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA II, 30 Year                                                   | CUSIP: 3622ACC40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2681451 | PA      | $2464794.32   | 0.44%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA II, 30 Year                                                   | CUSIP: 3622ACLF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3237223 | PA      | $2639529.79   | 0.47%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                 | GS Mortgage Securities Corp. Trust, Series 2024-MARK, Class A      | CUSIP: 36270HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999991.40   | 0.35%             | 2034-06-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                               | GNMA I, Single Family, 30 Year                                     | CUSIP: 36295WJE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97140 | PA      | $97242.94     | 0.02%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA I, Single Family, 30 Year                                     | CUSIP: 36297KZU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    244106 | PA      | $242829.18    | 0.04%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                               | General Electric Co.                                               | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1675198.06   | 0.30%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                | Georgia-Pacific LLC                                                | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2353090.87   | 0.42%             | 2032-06-30      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co.                                  | Georgia Power Co.                                                  | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    141000 | PA      | $123380.13    | 0.02%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                  | Georgia Power Co.                                                  | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1768936.13   | 0.31%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $778407.19    | 0.14%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379010.13    | 0.07%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2923016.73   | 0.52%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2021-106                                              | CUSIP: 38381DMB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  38655408 | PA      | $2534901.80   | 0.45%             | 2063-04-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2024-32                                               | CUSIP: 38381J2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  45020801 | PA      | $2307356.58   | 0.41%             | 2063-06-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2023-156, Class HI                                    | CUSIP: 38381JWH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  47630342 | PA      | $2557787.48   | 0.45%             | 2062-01-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2025-21                                               | CUSIP: 38381L5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  38549102 | PA      | $2688433.65   | 0.48%             | 2065-04-16      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2021-104, Class BI                                    | CUSIP: 38382UGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13042310 | PA      | $2663715.70   | 0.47%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2023-40, Class DL                                     | CUSIP: 38383WQE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2500000 | PA      | $2519940.50   | 0.45%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2023-111, Class ZL                                    | CUSIP: 38384CJJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2012277 | PA      | $2057869.71   | 0.36%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                               | GNMA, Series 2025-41, Class MB                                     | CUSIP: 38385EPY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1947097 | PA      | $1986119.14   | 0.35%             | 2054-11-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                        | HOMES Trust, Series 2025-NQM4, Class M1                            | CUSIP: 403958AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1258480.38   | 0.22%             | 2070-08-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                          | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    965000 | PA      | $911471.65    | 0.16%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69416.18     | 0.01%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2415000 | PA      | $2553044.95   | 0.45%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                  | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1760000 | PA      | $1811725.27   | 0.32%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                         | HPS Corporate Lending Fund                                         | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989634.94   | 0.35%             | 2028-09-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                             | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1028916.68   | 0.18%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                             | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    990000 | PA      | $722559.56    | 0.13%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                            | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $4032903.39   | 0.71%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp.                                        | Intel Corp.                                                        | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    900000 | PA      | $911318.90    | 0.16%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust             | J.P. Morgan Mortgage Acquisition Trust, Series 2007-CH2, Class AF3 | CUSIP: 46630MAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366142 | PA      | $179451.01    | 0.03%             | 2030-10-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                               | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1448228.43   | 0.26%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                               | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $3195277.25   | 0.57%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                               | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2393043.22   | 0.42%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                         | J.P. Morgan Mortgage Trust, Series 2025-NQM5, Class M1A            | CUSIP: 46664DAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999090.20   | 0.35%             | 2065-05-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                             | Keurig Dr Pepper, Inc.                                             | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2201314.72   | 0.39%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                         | KeyBank NA                                                         | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249478.69    | 0.04%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                | Kinder Morgan, Inc.                                                | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    390000 | PA      | $362585.05    | 0.06%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                   | Lincoln Financial Global Funding                                   | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1856863.54   | 0.33%             | 2030-01-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    890000 | PA      | $564127.96    | 0.10%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                  | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    450000 | PA      | $464843.70    | 0.08%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                  | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227582.34    | 0.04%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                            | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1509882.80   | 0.27%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                 | Metropolitan Life Global Funding I                                 | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    940000 | PA      | $967209.56    | 0.17%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley, Series I                                           | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2279639.27   | 0.40%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                 | Morgan Stanley Mortgage Loan Trust, Series 2006-17XS, Class A3A    | CUSIP: 61751DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    719795 | PA      | $196853.60    | 0.03%             | 2046-10-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                     | Morgan Stanley Private Bank NA                                     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3041092.65   | 0.54%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                            | Mosaic Solar Loan Trust, Series 2025-1A, Class B                   | CUSIP: 61945HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680915 | PA      | $1679806.73   | 0.30%             | 2050-08-22      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NYMT Loan Trust                                    | NYMT Loan Trust, Series 2025-INV2, Class M1                        | CUSIP: 62957JAH4<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-MBS          | CORP              | US        |   2123000 | PA      | $2131657.17   | 0.38%             | 2060-10-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp.                 | CUSIP: 63743HGC0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1393176.65   | 0.25%             | 2030-12-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                 | National Securities Clearing Corp.                                 | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1525206.81   | 0.27%             | 2028-05-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust          | Navient Private Education Refi Loan Trust, Series 2021-DA, Class D | CUSIP: 63942CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2097835 | PA      | $2020190.02   | 0.36%             | 2060-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $632129.83    | 0.11%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                     | NiSource, Inc.                                                     | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    590000 | PA      | $585909.24    | 0.10%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                 | NSTAR Electric Co.                                                 | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $897193.15    | 0.16%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORL Trust                                          | ORL Trust, Series 2024-GLKS, Class B                               | CUSIP: 67120DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2505420.75   | 0.44%             | 2039-12-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                          | OBX Trust, Series 2025-NQM9, Class A1                              | CUSIP: 673916AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1973702 | PA      | $1994972.28   | 0.35%             | 2065-01-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                         | Occidental Petroleum Corp.                                         | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    720000 | PA      | $767322.34    | 0.14%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                         | Occidental Petroleum Corp.                                         | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $5073703.42   | 0.90%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                      | Oklahoma Gas and Electric Co.                                      | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    470000 | PA      | $460341.74    | 0.08%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                        | ONEOK, Inc.                                                        | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    980000 | PA      | $990552.24    | 0.18%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                        | ONEOK, Inc.                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    505000 | PA      | $470627.64    | 0.08%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                       | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1241662.08   | 0.22%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                       | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    360000 | PA      | $236865.43    | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                       | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $705397.59    | 0.12%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                       | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1450226.01   | 0.26%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                       | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $753112.09    | 0.13%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO XIV LLC                               | Owl Rock CLO XIV LLC, Series 2023-14A, Class A                     | CUSIP: 69121MAA8<br>LEI: 254900B8IYPWONWXYZ94 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2506235.00   | 0.44%             | 2035-10-20      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| PECO Energy Co.                                    | PECO Energy Co.                                                    | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1282102.83   | 0.23%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                       | Pacific Gas and Electric Co.                                       | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1484284.82   | 0.26%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                       | Pacific Gas and Electric Co.                                       | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425410.56    | 0.08%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                       | Pacific Gas and Electric Co.                                       | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    460000 | PA      | $488103.87    | 0.09%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                       | Pacific Gas and Electric Co.                                       | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    675000 | PA      | $705958.80    | 0.13%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                       | Pacific Gas and Electric Co.                                       | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $334302.82    | 0.06%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                       | Pacific Gas and Electric Co.                                       | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $667269.32    | 0.12%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                       | Pacific Gas and Electric Co.                                       | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544100.16    | 0.10%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                         | Pacific Life Insurance Co.                                         | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1763770.59   | 0.31%             | 2055-09-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo, Inc.                                      | PepsiCo, Inc.                                                      | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $892871.07    | 0.16%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust III                              | Pine Street Trust III                                              | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $851542.71    | 0.15%             | 2054-05-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP                    | Plains All American Pipeline LP                                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3177817.63   | 0.56%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                        | PRKCM Trust, Series 2025-AFC2, Class A1                            | CUSIP: 74277JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2304251 | PA      | $2304966.70   | 0.41%             | 2060-12-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| PRPM Trust                                         | PRPM Trust, Series 2025-NQM1, Class A3                             | CUSIP: 74391EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1895824 | PA      | $1915723.78   | 0.34%             | 2069-11-25      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                         | Prudential Financial, Inc.                                         | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $174220.17    | 0.03%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                     | Public Service Co. of Oklahoma                                     | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1414888.65   | 0.25%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                     | QUALCOMM, Inc.                                                     | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    260000 | PA      | $220247.87    | 0.04%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                          | RTX Corp.                                                          | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1348068.67   | 0.24%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                 | RGA Global Funding                                                 | CUSIP: 76209PAC7<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3848781.59   | 0.68%             | 2028-11-21      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SHR Trust                                          | SHR Trust, Series 2024-LXRY, Class A                               | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2755725.50   | 0.49%             | 2041-10-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                       | Sabey Data Center Issuer LLC, Series 2025-1, Class A2              | CUSIP: 78520EAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2042210.80   | 0.36%             | 2050-02-21      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                      | SG Residential Mortgage Trust, Series 2025-1, Class M1             | CUSIP: 81880NAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1713000 | PA      | $1716567.84   | 0.30%             | 2065-12-25      | Variable      | 5.88%                 | 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        |    593428 | NS      | $593427.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                            | Simon Property Group LP                                            | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1869139.70   | 0.33%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                            | Simon Property Group LP                                            | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    950000 | PA      | $964254.36    | 0.17%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                    | Solventum Corp.                                                    | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    478000 | PA      | $480094.89    | 0.09%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                     | Southern California Edison Co.                                     | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    420000 | PA      | $444308.76    | 0.08%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                     | Southern California Edison Co.                                     | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    760000 | PA      | $776004.70    | 0.14%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                 | Southern Co. (The)                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    370000 | PA      | $391601.88    | 0.07%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                | Southwest Gas Corp.                                                | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    445000 | PA      | $456218.51    | 0.08%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sunnova Helios XIV Issuer LLC                      | Sunnova Helios XIV Issuer LLC, Series 2024-B, Class A              | CUSIP: 866974AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2865462 | PA      | $2778950.75   | 0.49%             | 2051-05-22      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Sunnova Helios XIII Issuer LLC                     | Sunnova Helios XIII Issuer LLC, Series 2024-A, Class A             | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1356226 | PA      | $1191892.74   | 0.21%             | 2051-02-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                                 | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    370000 | PA      | $391984.01    | 0.07%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                        | Targa Resources Partners LP                                        | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3122369.88   | 0.55%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                              | Targa Resources Corp.                                              | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486567.03    | 0.09%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                        | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2027812.00   | 0.36%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Trestles CLO IV Ltd.                               | Trestles CLO IV Ltd., Series 2021-4A, Class BR                     | CUSIP: 89532WAS8<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002160.00   | 0.35%             | 2038-10-30      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| 200 Park Funding Trust                             | 200 Park Funding Trust                                             | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $646534.84    | 0.11%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| 225 Liberty Street Trust                           | 225 Liberty Street Trust, Series 2016-225L, Class A                | CUSIP: 902055AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1959726.40   | 0.35%             | 2036-02-10      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                       | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $827378.56    | 0.15%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                       | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    605000 | PA      | $629107.61    | 0.11%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                       | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    740000 | PA      | $751516.62    | 0.13%             | 2030-08-05      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service, Inc.                        | United Parcel Service, Inc.                                        | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    480000 | PA      | $395247.72    | 0.07%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                        | United Parcel Service, Inc.                                        | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    750000 | PA      | $728925.24    | 0.13%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                       | U.S. Bancorp                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1614535.72   | 0.29%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1795000 | PA      | $1252783.79   | 0.22%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2140000 | PA      | $1575240.63   | 0.28%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $416992.19    | 0.07%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1227246.10   | 0.22%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Bonds                                                | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3970000 | PA      | $3903006.25   | 0.69%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9750000 | PA      | $9609843.75   | 1.70%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| United States of America                           | U.S. Treasury Notes                                                | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $26970468.75  | 4.78%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57500000 | PA      | $57389941.55  | 10.17%            | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12355468.75  | 2.19%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                           | U.S. Treasury Notes                                                | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2725000 | PA      | $2697537.12   | 0.48%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                           | UnitedHealth Group, Inc.                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    825000 | PA      | $842610.79    | 0.15%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc.                                       | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1958471.53   | 0.35%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc.                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    755000 | PA      | $767372.89    | 0.14%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc.                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2797807.38   | 0.50%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                             | Verisk Analytics, Inc.                                             | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    805000 | PA      | $811090.45    | 0.14%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                    | Virginia Electric and Power Co.                                    | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1528872.67   | 0.27%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VLS Commercial Mortgage Trust                      | VLS Commercial Mortgage Trust, Series 2020-LAB, Class A            | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2145615.50   | 0.38%             | 2042-10-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1482023.89   | 0.26%             | 2030-09-11      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                      | Voya CLO Ltd., Series 2022-4A, Class BR                            | CUSIP: 92920LAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2003648.00   | 0.35%             | 2037-04-20      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                  | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    825000 | PA      | $840356.85    | 0.15%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                  | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1671738.27   | 0.30%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                  | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2461804.47   | 0.44%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                          | Williams Cos., Inc. (The)                                          | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    570000 | PA      | $499281.09    | 0.09%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                  | Xcel Energy, Inc.                                                  | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1216722.91   | 0.22%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury 5 Year Notes                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       134 | NC      | $-28464.01    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | U.S. Treasury 2 Year Notes                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -54 | NC      | $-2199.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | U.S. Treasury 10 Year Notes                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -28 | NC      | $10668.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | U.S. Treasury Long Bonds                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       286 | NC      | $-259728.04   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | U.S. Treasury 10 Year Ultra Bonds                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -138 | NC      | $57967.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | U.S. Treasury Ultra Bonds                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       137 | NC      | $-295394.39   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Jack Benintende

**Name of Signer:** Jack Benintende

**Title:** Treasurer