# EDGAR Filing Document

**Accession Number:** 0000787441
**File Stem:** 0002071691-26-014944
**Filing Date:** 2026-6
**Character Count:** 273134
**Document Hash:** de4f260a6510c7855382b6c448d1c329
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014944.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002071691-26-014944

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04550
- **FILM NUMBER:** 261119779

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

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

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

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

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

## Series and Classes Contracts Data

### NYLI Income Builder Fund (Series ID: S000006900)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000018706 | Class A        | MTRAX           |
| C000018708 | Class C        | MCTRX           |
| C000018709 | Class I        | MTOIX           |
| C000060796 | INVESTOR CLASS | MTINX           |
| C000185564 | Class R6       | MTODX           |
| C000221696 | SIMPLE CLASS   | MTISX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

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

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

- **a. Name of Series:** NYLI Income Builder Fund

- **b. EDGAR series identifier (if any):** S000006900

- **c. LEI of Series:** KRQ4HNYE4YC2FPWTOC56

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1149029820.69

**Total Liabilities:** $16352353.82

**Net Assets:** $1132677466.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -93.09000000 | **1-Year:** -2020.11000000 | **5-Year:** -18555.49000000 | **10-Year:** -31239.46000000 | **30-Year:** -40563.01000000

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

- **3-Month:** -1794.55000000 | **1-Year:** -4622.31000000 | **5-Year:** -22552.22000000 | **10-Year:** -22669.81000000 | **30-Year:** -26725.39000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018706 | 4.50%                | -5.00%               | 6.14%                |
| Class ID C000018708 | 4.43%                | -5.09%               | 6.05%                |
| Class ID C000018709 | 4.55%                | -4.99%               | 6.17%                |
| Class ID C000060796 | 4.52%                | -5.06%               | 6.16%                |
| Class ID C000185564 | 4.51%                | -4.95%               | 6.17%                |
| Class ID C000221696 | 4.53%                | -5.05%               | 6.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9269163.41              | $30874666.03                               |
| Month 2  | $7463176.29              | $-55624052.51                              |
| Month 3  | $9782898.37              | $40401895.05                               |

**Designated Index Information**

- **Index Name:** Custom Income Builder Index

- **Index Identifier:** BCIBI

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP Texas, Inc.                                         | AEP Texas, Inc.                                                                           | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1120409.79   | 0.10%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                              | AT&T, Inc.                                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     309681 | NS      | $8091964.53   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                              | AT&T, Inc.                                                                                | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1344000 | PA      | $870393.03    | 0.08%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                 | American Airlines, Inc.                                                                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $850577.24    | 0.08%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                     | Abbott Laboratories                                                                       | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     550000 | PA      | $534105.10    | 0.05%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                     | Abbott Laboratories                                                                       | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     565000 | PA      | $546271.24    | 0.05%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                            | AbbVie, Inc.                                                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      53035 | NS      | $11207356.20  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                   | Alexandria Real Estate Equities, Inc.                                                     | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     540000 | PA      | $525014.14    | 0.05%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                          | Bread Financial Holdings, Inc.                                                            | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     770000 | PA      | $786665.88    | 0.07%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial, Inc.                                    | Ally Financial, Inc., Series C                                                            | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     705000 | PA      | $678270.98    | 0.06%             | 2028-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                    | Ally Financial, Inc.                                                                      | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     550000 | PA      | $572002.66    | 0.05%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                    | Ally Financial, Inc., Series D                                                            | CUSIP: 02005NCB4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     740000 | PA      | $739417.47    | 0.07%             | 2031-08-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class G                                | CUSIP: 02007G2A0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     298250 | PA      | $307923.91    | 0.03%             | 2032-05-17      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class G                                | CUSIP: 02007G5K5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     653576 | PA      | $656349.20    | 0.06%             | 2033-06-15      | Fixed         | 10.22%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class F                                | CUSIP: 02007G6T5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     795893 | PA      | $794043.77    | 0.07%             | 2033-09-15      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Alphabet, Inc.                                          | Alphabet, Inc., Class C                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      20028 | NS      | $7649494.32   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                          | Alphabet, Inc.                                                                            | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     340000 | PA      | $330796.77    | 0.03%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                        | Amazon.com, Inc.                                                                          | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     510000 | PA      | $501962.78    | 0.04%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                    | American Airlines Pass-Through Trust, Series 2016-2, Class A                              | CUSIP: 023764AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     923510 | PA      | $895595.89    | 0.08%             | 2028-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                    | American Airlines Pass-Through Trust, Series 2016-2, Class AA                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     397460 | PA      | $387126.56    | 0.03%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                     | American Axle & Manufacturing, Inc.                                                       | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     775000 | PA      | $773615.08    | 0.07%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DCC plc                                                 | DCC plc                                                                                   | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      75579 | NS      | $5697564.48   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                       | American Electric Power Co., Inc.                                                         | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      74861 | NS      | $10264191.71  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems plc                                         | BAE Systems plc                                                                           | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     297639 | NS      | $8272375.61   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                        | AmeriTex HoldCo Intermediate LLC                                                          | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $592508.73    | 0.05%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Analog Devices, Inc.                                    | Analog Devices, Inc.                                                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      38753 | NS      | $15588781.78  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Antares CLO Ltd.                                        | Antares CLO Ltd., Series 2026-1A, Class B                                                 | CUSIP: 03690FAC9<br>LEI: 25490076YIYK8A2W5U10 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500265.50    | 0.04%             | 2039-04-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                                             | Apple, Inc.                                                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      27363 | NS      | $7424950.05   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government Bond                                                                     | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1010000 | PA      | $1002700.92   | 0.09%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Arcos Dorados BV                                        | Arcos Dorados BV                                                                          | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    1070000 | PA      | $1119220.00   | 0.10%             | 2032-01-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ares Direct Lending CLO 3 LLC                           | Ares Direct Lending CLO 3 LLC, Series 2024-3A, Class A2                                   | CUSIP: 039945AB6<br>LEI: 254900TU6Z546P794928 | Long             | ABS-CBDO         | CORP              | US        |     450000 | PA      | $449781.30    | 0.04%             | 2037-01-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                                | Argentina Government Bond                                                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1535000 | PA      | $1143575.00   | 0.10%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                              | Arizona Public Service Co.                                                                | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1685490.00   | 0.15%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                   | Ashtead Capital, Inc.                                                                     | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     935000 | PA      | $921792.26    | 0.08%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands plc                                     | Imperial Brands plc                                                                       | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     175991 | NS      | $6707827.89   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.              | Australia & New Zealand Banking Group Ltd.                                                | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1155000 | PA      | $1183979.60   | 0.10%             | 2034-09-18      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                        | AutoNation, Inc.                                                                          | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     594000 | PA      | $591398.67    | 0.05%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                            | Avolon Holdings Funding Ltd.                                                              | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     555000 | PA      | $545176.54    | 0.05%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                            | Avolon Holdings Funding Ltd.                                                              | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     810000 | PA      | $781253.38    | 0.07%             | 2033-04-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                    | BBCMS Mortgage Trust, Series 2018-C2, Class D                                             | CUSIP: 05491UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     470000 | PA      | $386390.24    | 0.03%             | 2051-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust              | BAMLL Commercial Mortgage Securities Trust, Series 2016-ISQ, Class A                      | CUSIP: 05523GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1270000 | PA      | $1054125.40   | 0.09%             | 2034-08-14      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust              | BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class A                     | CUSIP: 05525MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $728370.96    | 0.06%             | 2046-08-15      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust, Series 2023-IND, Class F                                   | CUSIP: 055531AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     575859 | PA      | $577658.13    | 0.05%             | 2040-03-15      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BNP Paribas SA                                                                            | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1450000 | PA      | $1440935.62   | 0.13%             | 2027-01-12      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BSST Mortgage Trust                                     | BSST Mortgage Trust, Series 2022-1700, Class A                                            | CUSIP: 055742AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1025000 | PA      | $906192.66    | 0.08%             | 2037-02-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                     | BWAY Mortgage Trust, Series 2013-1515, Class C                                            | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     955000 | PA      | $883376.34    | 0.08%             | 2033-03-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2019-IMC, Class F                                    | CUSIP: 05608BAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     820000 | PA      | $811917.34    | 0.07%             | 2034-04-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO Mortgage Trust, Series 2022-C1, Class 111A                                            | CUSIP: 05609MCJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1331320.90   | 0.12%             | 2055-02-17      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2024-BRBK, Class D                                   | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     780000 | PA      | $776645.92    | 0.07%             | 2041-10-15      | Floating      | 9.63%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2024-VLT5, Class E                                   | CUSIP: 05614JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     945000 | PA      | $987322.11    | 0.09%             | 2046-11-13      | Variable      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                            | Bain Capital Credit CLO Ltd., Series 2021-6A, Class DR                                    | CUSIP: 05684PAU0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |     350000 | PA      | $338744.00    | 0.03%             | 2034-10-21      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                      | Banco Santander SA                                                                        | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $904556.68    | 0.08%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     140072 | NS      | $7488249.12   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                                     | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     570000 | PA      | $566715.97    | 0.05%             | 2037-04-23      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                            | Barclays plc                                                                              | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1932998.00   | 0.17%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                            | Barclays plc                                                                              | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     290000 | PA      | $281832.91    | 0.02%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                | Belrose Funding Trust II                                                                  | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     705000 | PA      | $711608.09    | 0.06%             | 2055-05-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                | Benchmark Mortgage Trust, Series 2018-B6, Class D                                         | CUSIP: 08162CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     815000 | PA      | $620389.08    | 0.05%             | 2051-10-10      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                | Benchmark Mortgage Trust, Series 2019-B14, Class C                                        | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1260000 | PA      | $892947.26    | 0.08%             | 2062-12-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXII Ltd.                  | Benefit Street Partners CLO XXXII Ltd., Series 2023-32A, Class AR                         | CUSIP: 08181FAL4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1000833.00   | 0.09%             | 2038-10-25      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                      | Best Buy Co., Inc.                                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      56204 | NS      | $3399779.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                | Lloyds Banking Group plc                                                                  | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    3121316 | NS      | $4234164.02   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BFLD Commercial Mortgage Trust                          | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class C                                  | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1050000 | PA      | $1050755.16   | 0.09%             | 2042-10-10      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BlackRock, Inc.                                         | BlackRock, Inc.                                                                           | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       4001 | NS      | $4263465.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | BNP Paribas SA                                                                            | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1170000 | PA      | $1098759.18   | 0.10%             | 2031-01-13      | Variable      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust, Series 2024-NQM8, Class A1A                              | CUSIP: 10571DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     459057 | PA      | $452063.00    | 0.04%             | 2053-08-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust           | Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class E                     | CUSIP: 107920AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1315000 | PA      | $1315023.01   | 0.12%             | 2032-05-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust           | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class D                     | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     890000 | PA      | $900879.98    | 0.08%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                | Bristol-Myers Squibb Co.                                                                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      84886 | NS      | $5143242.74   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| British Airways Pass-Through Trust                      | British Airways Pass-Through Trust, Series 2021-1, Class A                                | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1556421 | PA      | $1434887.05   | 0.13%             | 2035-03-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                          | Broadcom, Inc.                                                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      43074 | NS      | $17980379.82  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                            | Brooklyn Union Gas Co. (The)                                                              | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     865000 | PA      | $919826.86    | 0.08%             | 2033-09-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2025-VLT7, Class E                                                       | CUSIP: 123913AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     525000 | PA      | $523687.50    | 0.05%             | 2044-07-15      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| CFK Trust                                               | CFK Trust, Series 2020-MF2, Class E                                                       | CUSIP: 12529AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1085755.02   | 0.10%             | 2039-03-15      | Variable      | 3.57%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                                          | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     721678 | PA      | $600696.94    | 0.05%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC, Series 2021-1A, Class A1                                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1590735 | PA      | $1295425.96   | 0.11%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust, Series 2021-J2, Class AS                                                       | CUSIP: 12564ECM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36478895 | PA      | $448077.56    | 0.04%             | 2051-04-25      | Variable      | 0.21%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                               | COMM Mortgage Trust, Series 2020-CX, Class D                                              | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1270000 | PA      | $982453.71    | 0.09%             | 2046-11-10      | Variable      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                        | CVS Health Corp.                                                                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     121031 | NS      | $10080671.99  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                              | California Resources Corp.                                                                | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     461000 | PA      | $480703.18    | 0.04%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                             | Capital One Financial Corp.                                                               | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     160000 | PA      | $165899.50    | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                             | Capital One Financial Corp.                                                               | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     475000 | PA      | $460622.40    | 0.04%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                             | Capital One Financial Corp.                                                               | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     630000 | PA      | $622523.92    | 0.05%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                         | CarMax Select Receivables Trust, Series 2025-B, Class D                                   | CUSIP: 14320BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1095000 | PA      | $1098719.28   | 0.10%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Cascades, Inc.                                          | Cascades, Inc.                                                                            | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $782672.50    | 0.07%             | 2030-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                | Celanese US Holdings LLC                                                                  | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     865000 | PA      | $935227.62    | 0.08%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                   | Cheniere Energy, Inc.                                                                     | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     550000 | PA      | $543731.30    | 0.05%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                    | Cheniere Corpus Christi Holdings LLC                                                      | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1337566.65   | 0.12%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                           | Chevron Corp.                                                                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      38160 | NS      | $7376709.60   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                     | Cisco Systems, Inc.                                                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     193648 | NS      | $17718792.00  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust                           | Citigroup Mortgage Loan Trust, Series 2014-C, Class B3                                    | CUSIP: 17323GAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1140000 | PA      | $965911.06    | 0.09%             | 2054-02-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust, Series 2018-B2, Class D                              | CUSIP: 17327FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1730000 | PA      | $1307665.48   | 0.12%             | 2051-03-10      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                           | Citigroup Mortgage Loan Trust, Series 2025-LTV1, Class A1                                 | CUSIP: 17332XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1115107 | PA      | $1113735.96   | 0.10%             | 2055-12-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                          | Citizens Financial Group, Inc.                                                            | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1474015.39   | 0.13%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                          | Citizens Financial Group, Inc.                                                            | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     950000 | PA      | $941834.76    | 0.08%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                              | Cloud Software Group, Inc.                                                                | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     585000 | PA      | $555772.10    | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                   | Clydesdale Acquisition Holdings, Inc.                                                     | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     780000 | PA      | $733837.36    | 0.06%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                     | Coca-Cola Co. (The)                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      87962 | NS      | $6927887.12   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Group LLC                         | Cogent Communications Group LLC                                                           | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $880982.50    | 0.08%             | 2032-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Republic of Colombia                                    | Colombia Government Bond                                                                  | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1780000 | PA      | $1513000.00   | 0.13%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                    | Colombia Government Bond                                                                  | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     965000 | PA      | $1016627.50   | 0.09%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Columbia Banking System, Inc.                           | Columbia Banking System, Inc.                                                             | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     154784 | NS      | $4581606.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Mortgage Trust                               | Commercial Mortgage Trust, Series 2018-HCLV, Class A                                      | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     850000 | PA      | $799836.06    | 0.07%             | 2033-09-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                | Comstock Resources, Inc.                                                                  | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     580000 | PA      | $579795.13    | 0.05%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M2                           | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1355000 | PA      | $1416337.60   | 0.13%             | 2043-04-25      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M2                           | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1730000 | PA      | $1777498.36   | 0.16%             | 2043-09-25      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1B1                          | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1580000 | PA      | $1640879.45   | 0.14%             | 2040-02-25      | Floating      | 10.51%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1B1                           | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $454221.00    | 0.04%             | 2041-12-25      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1B2                           | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     475000 | PA      | $486547.87    | 0.04%             | 2041-12-25      | Floating      | 9.15%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B2                           | CUSIP: 20754BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1055000 | PA      | $1100660.40   | 0.10%             | 2042-01-25      | Floating      | 11.30%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2021-R02, Class 2B2                           | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     880000 | PA      | $902071.90    | 0.08%             | 2041-11-25      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2019-HRP1, Class B1                           | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |    1718828 | PA      | $1787905.48   | 0.16%             | 2039-11-25      | Floating      | 13.01%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1B1                           | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     370000 | PA      | $369963.33    | 0.03%             | 2045-02-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                               | Bank of Nova Scotia (The)                                                                 | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      53160 | NS      | $4135862.48   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications, Inc.                             | Rogers Communications, Inc., Class B                                                      | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |     119926 | NS      | $4365841.43   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                            | UBS Group AG                                                                              | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1040000 | PA      | $955785.76    | 0.08%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                                    | DBUBS Mortgage Trust, Series 2011-LC3A, Class PM2                                         | CUSIP: 23305YAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $307492.50    | 0.03%             | 2044-05-10      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream, Inc.                                      | DT Midstream, Inc.                                                                        | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $956886.10    | 0.08%             | 2032-04-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer II LLC                                  | DataBank Issuer II LLC, Series 2025-1A, Class B                                           | CUSIP: 23802YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     605000 | PA      | $590185.49    | 0.05%             | 2055-09-27      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                                  | Dell International LLC                                                                    | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $301384.25    | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                 | Dell Technologies, Inc., Class C                                                          | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      81823 | NS      | $17096915.85  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp.                                | Manulife Financial Corp.                                                                  | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     260635 | NS      | $10248106.42  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                                                          | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     600000 | PA      | $545619.26    | 0.05%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                                                          | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     775000 | PA      | $762428.61    | 0.07%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                                                          | CUSIP: 25160PAS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1525000 | PA      | $1523298.57   | 0.13%             | 2032-04-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| DLIC Re-REMIC Trust                                     | DLIC Re-REMIC Trust, Series 2025-FRR1, Class C104                                         | CUSIP: 255928BA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1099550.27   | 0.10%             | 2052-12-27      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                      | Dominican Republic Government Bond                                                        | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1195000 | PA      | $1126227.75   | 0.10%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                       | Duke Energy Corp.                                                                         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      30882 | NS      | $4000763.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                       | EMRLD Borrower LP                                                                         | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     765000 | PA      | $790846.29    | 0.07%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | Royal Bank of Canada                                                                      | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      27692 | NS      | $4980625.41   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                                    | Eastman Chemical Co.                                                                      | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     555000 | PA      | $545091.62    | 0.05%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                    | Edison International                                                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     530000 | PA      | $543744.49    | 0.05%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                    | Edison International                                                                      | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     430000 | PA      | $443562.20    | 0.04%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                           | Empresa Nacional del Petroleo                                                             | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     554000 | PA      | $508935.31    | 0.04%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                 | EnfraGen Energia Sur SA                                                                   | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     812091 | PA      | $755889.74    | 0.07%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                           | Entergy Corp.                                                                             | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      65426 | NS      | $7714379.66   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                               | Essential Utilities, Inc.                                                                 | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      90512 | NS      | $3457558.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Missouri West, Inc.                              | Evergy Missouri West, Inc.                                                                | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     350000 | PA      | $345263.87    | 0.03%             | 2035-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2022-2A, Class E                              | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1060000 | PA      | $1025547.56   | 0.09%             | 2029-10-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2023-4A, Class D                              | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     175000 | PA      | $178440.15    | 0.02%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2025-3A, Class E                              | CUSIP: 30166XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1429431.50   | 0.13%             | 2032-12-15      | Fixed         | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2025-2A, Class E                              | CUSIP: 30168JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1665000 | PA      | $1717612.00   | 0.15%             | 2032-10-15      | Fixed         | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust              | Exeter Select Automobile Receivables Trust, Series 2025-2, Class D                        | CUSIP: 30185EAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     910000 | PA      | $911650.65    | 0.08%             | 2032-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust, Series 2026-ESH2, Class D                                    | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     503049 | PA      | $504935.86    | 0.04%             | 2043-02-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                    | Meta Platforms, Inc., Class A                                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       8447 | NS      | $5168803.77   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                    | Meta Platforms, Inc.                                                                      | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     420000 | PA      | $385649.93    | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Strips, Series 272                                                          | CUSIP: 3128HXY25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     868609 | PA      | $669829.85    | 0.06%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Strips, Series 311, Class S1                                                | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2637581 | PA      | $258187.34    | 0.02%             | 2043-08-15      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3132DSXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1330922 | PA      | $1253887.21   | 0.11%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3132DUT49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     665148 | PA      | $674623.81    | 0.06%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1758835 | PA      | $1540963.49   | 0.14%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3401838 | PA      | $2734874.30   | 0.24%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1937176 | PA      | $1871683.33   | 0.17%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     847525 | PA      | $854913.17    | 0.08%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC Gold Pools, 30 Year                                                                 | CUSIP: 3132FCJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     961262 | PA      | $892033.96    | 0.08%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC Gold Pools, 30 Year                                                                 | CUSIP: 3132FCKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1839588 | PA      | $1706318.55   | 0.15%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Strips, Series 402                                                          | CUSIP: 3133Q3C33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     663555 | PA      | $555025.22    | 0.05%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2016-57, Class SN                                                     | CUSIP: 3136ATEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1376979 | PA      | $141778.16    | 0.01%             | 2046-06-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2020-57, Class LJ                                                     | CUSIP: 3136BBCM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1293005.38   | 0.11%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-3, Class TI                                                      | CUSIP: 3136BDR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1092522 | PA      | $180884.89    | 0.02%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-8, Class ID                                                      | CUSIP: 3136BFES8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1949603 | PA      | $417652.28    | 0.04%             | 2051-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-12, Class JI                                                     | CUSIP: 3136BFKM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1106626 | PA      | $173152.42    | 0.02%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-54, Class HI                                                     | CUSIP: 3136BGKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     471391 | PA      | $54082.66     | 0.00%             | 2051-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-53, Class GI                                                     | CUSIP: 3136BGMS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4444030 | PA      | $714968.81    | 0.06%             | 2048-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-34, Class MI                                                     | CUSIP: 3136BHWC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3054005 | PA      | $399018.85    | 0.04%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-85, Class BI                                                     | CUSIP: 3136BKHZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3108935 | PA      | $538001.52    | 0.05%             | 2051-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2022-10, Class SA                                                     | CUSIP: 3136BL3H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1571301 | PA      | $176758.29    | 0.02%             | 2052-02-25      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2023-24, Class OQ                                                     | CUSIP: 3136BP5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     869284 | PA      | $732838.36    | 0.06%             | 2054-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2023-45                                                               | CUSIP: 3136BQFY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     670424 | PA      | $548571.84    | 0.05%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2023-70, Class AO                                                     | CUSIP: 3136BQG37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     557927 | PA      | $455527.56    | 0.04%             | 2053-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2024-82, Class DS                                                            | CUSIP: 3136BTGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2528848 | PA      | $75945.60     | 0.01%             | 2054-11-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2025-18, Class SM                                                            | CUSIP: 3136BVKJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     907360 | PA      | $78900.80     | 0.01%             | 2054-09-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2025-44, Class SD                                                            | CUSIP: 3136BWDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3312423 | PA      | $119937.52    | 0.01%             | 2055-06-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2025-103, Class SA                                                           | CUSIP: 3136BX6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2148328 | PA      | $129753.02    | 0.01%             | 2055-06-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5040                                                                 | CUSIP: 3137F6PH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     887457 | PA      | $159459.69    | 0.01%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5070, Class PI                                                       | CUSIP: 3137F9Y54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1324198 | PA      | $235056.71    | 0.02%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 4994, Class TS                                                       | CUSIP: 3137FUFU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1672880 | PA      | $206605.55    | 0.02%             | 2050-07-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5011, Class MI                                                       | CUSIP: 3137FVSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1403986 | PA      | $222612.50    | 0.02%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5021, Class SA                                                       | CUSIP: 3137FWMZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2531141 | PA      | $49450.40     | 0.00%             | 2050-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5023, Class LI                                                       | CUSIP: 3137FWV72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1004345 | PA      | $157443.09    | 0.01%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5094, Class IP                                                       | CUSIP: 3137FYQ58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1132194 | PA      | $180504.17    | 0.02%             | 2051-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STACR Trust                                             | STACR REMIC Trust, Series 2018-HRP1, Class B2                                             | CUSIP: 3137G0VB2<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |    1815701 | PA      | $2142700.06   | 0.19%             | 2043-05-25      | Floating      | 15.51%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR Securitized Participation Interests Trust, Series 2018-SPI3, Class B          | CUSIP: 3137G1DF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1542736 | PA      | $1230103.29   | 0.11%             | 2048-08-25      | Variable      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5160                                                                 | CUSIP: 3137H3WL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1212834 | PA      | $132301.92    | 0.01%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5200, Class SA                                                       | CUSIP: 3137H6KD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     343768 | PA      | $5380.11      | 0.00%             | 2052-02-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5315, Class OQ                                                       | CUSIP: 3137HAA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     615789 | PA      | $506412.65    | 0.04%             | 2055-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5326, Class QO                                                       | CUSIP: 3137HAFC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1395936 | PA      | $935232.96    | 0.08%             | 2050-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5357, Class OE                                                       | CUSIP: 3137HAXR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     371168 | PA      | $318089.87    | 0.03%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5351, Class DO                                                       | CUSIP: 3137HAYG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     543821 | PA      | $454517.12    | 0.04%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5363                                                                 | CUSIP: 3137HB5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     434326 | PA      | $367342.28    | 0.03%             | 2053-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Series 5514, Class SA                                                              | CUSIP: 3137HKCT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1948321 | PA      | $58007.56     | 0.01%             | 2055-03-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Series 5531, Class SD                                                              | CUSIP: 3137HKSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2716288 | PA      | $172281.36    | 0.02%             | 2055-04-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Series 5547, Class ES                                                              | CUSIP: 3137HLKW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1073139 | PA      | $83159.13     | 0.01%             | 2055-06-25      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140HJJS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     348681 | PA      | $331839.26    | 0.03%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140JNRL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     196372 | PA      | $186894.26    | 0.02%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140XBG46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     316906 | PA      | $271165.75    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140XKAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     380341 | PA      | $387298.63    | 0.03%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140XLG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1419994 | PA      | $1200189.17   | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140XPP78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     866447 | PA      | $836079.24    | 0.07%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140XRGM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1406389 | PA      | $1439245.62   | 0.13%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140XTCZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3984839 | PA      | $3214225.89   | 0.28%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1879341 | PA      | $1890792.51   | 0.17%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1081382 | PA      | $869053.47    | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7168641 | PA      | $5758898.92   | 0.51%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     642758 | PA      | $541240.66    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     721076 | PA      | $679469.41    | 0.06%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2331343 | PA      | $2309581.58   | 0.20%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1211728 | PA      | $1198543.34   | 0.11%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     314761 | PA      | $317643.52    | 0.03%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418ESR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     841531 | PA      | $789920.38    | 0.07%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2917 | PA      | $2985.88      | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Strips, Series 426, Class C32                                                | CUSIP: 31422MZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3523611 | PA      | $331775.96    | 0.03%             | 2052-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA, Strips                                            | FNMA, Strips, REMIC, Series 440, Class C46                                                | CUSIP: 31424U8A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2196487 | PA      | $463183.73    | 0.04%             | 2053-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Strips, Series 438, Class C34                                                | CUSIP: 31424UWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1522236 | PA      | $345921.17    | 0.03%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 31427PH72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1393514 | PA      | $1422696.32   | 0.13%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Strips, Series 397, Class C61                                                      | CUSIP: 3142G4PC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1192891 | PA      | $235438.29    | 0.02%             | 2053-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3142GWFN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     787638 | PA      | $781441.17    | 0.07%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC                         | Consolidated Communications LLC, Series 2025-4A, Class A2                                 | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     920000 | PA      | $927286.40    | 0.08%             | 2055-12-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY INST GOVT LEX                                  | FIDELITY GOVERNMENT PORTFOLIO OPEN-END FUND USD                                           | CUSIP: 31607A703<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    6000000 | NS      | $6000000.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.            | Fidelity National Information Services, Inc.                                              | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     600000 | PA      | $597656.92    | 0.05%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Intertek Group plc                                      | Intertek Group plc                                                                        | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |      83302 | NS      | $5369540.92   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                     | First Horizon Corp.                                                                       | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     625000 | PA      | $634415.93    | 0.06%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                      | First Horizon Bank                                                                        | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1586722.08   | 0.14%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust III                          | Five Corners Funding Trust III                                                            | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     770000 | PA      | $799272.31    | 0.07%             | 2033-02-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2021-1, Class D                                        | CUSIP: 33843WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100371 | PA      | $100238.14    | 0.01%             | 2027-03-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2022-2, Class D                                        | CUSIP: 33844XAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1210000 | PA      | $1031111.06   | 0.09%             | 2028-04-17      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2022-1, Class D                                        | CUSIP: 33845VAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     491000 | PA      | $481722.21    | 0.04%             | 2028-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust, Series 2021-3, Class E                                        | CUSIP: 33846QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1316000 | PA      | $1132895.18   | 0.10%             | 2028-12-15      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust, Series 2021-6INV, Class A18                                      | CUSIP: 33851GAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      81183 | PA      | $66727.64     | 0.01%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                            | Flex Intermediate Holdco LLC                                                              | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1860362.20   | 0.16%             | 2031-06-30      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                               | Ford Motor Credit Co. LLC                                                                 | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1037466.36   | 0.09%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                               | Ford Motor Credit Co. LLC                                                                 | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     940000 | PA      | $935118.26    | 0.08%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                               | Ford Motor Credit Co. LLC                                                                 | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     730000 | PA      | $752244.28    | 0.07%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities XXI CLO LLC               | Fortress Credit Opportunities XXI CLO LLC, Series 2023-21A, Class A1TR                    | CUSIP: 34964UAN6<br>LEI: 254900WDNXJI5BDB6170 | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $749988.75    | 0.07%             | 2037-01-21      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FHLMC, Multifamily Structured Pass-Through Certificates | FHLMC, Multifamily Structured Pass-Through Certificates, REMIC, Series 2021-MN3, Class M1 | CUSIP: 35563GAA7<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | CORP              | US        |     219706 | PA      | $219854.20    | 0.02%             | 2051-11-25      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                     | Seasoned Credit Risk Transfer Trust, Series 2025-1, Class MTU                             | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2132700 | PA      | $1834542.52   | 0.16%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2021-HQA3, Class B2                                       | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    1865000 | PA      | $1897790.43   | 0.17%             | 2041-09-25      | Floating      | 9.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2022-DNA1, Class B2                                       | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    1360000 | PA      | $1412684.63   | 0.12%             | 2042-01-25      | Floating      | 10.75%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class B1                                       | CUSIP: 35564KUE7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |    1355000 | PA      | $1421950.55   | 0.13%             | 2042-03-25      | Floating      | 10.65%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR Trust, Series 2019-HQA2, Class B2                                             | CUSIP: 35564MBE4<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | CORP              | US        |    1650000 | PA      | $1956844.23   | 0.17%             | 2049-04-25      | Floating      | 15.01%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2019-FTR1, Class B2                                       | CUSIP: 35564PAC2<br>LEI: 549300MHCI0CUXMJQS62 | Long             | ABS-MBS          | CORP              | US        |    1090000 | PA      | $1283581.38   | 0.11%             | 2048-01-25      | Floating      | 12.11%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2019-FTR3, Class B2                                       | CUSIP: 35565EAE2<br>LEI: 5493009ZFZYH4FRCW638 | Long             | ABS-MBS          | CORP              | US        |    1345000 | PA      | $1467946.45   | 0.13%             | 2047-09-25      | Floating      | 8.56%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2020-HQA1, Class B2                                       | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | CORP              | US        |    1320000 | PA      | $1454396.59   | 0.13%             | 2050-01-25      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| FHLMC, Multifamily Structured Pass-Through Certificates | FHLMC, Multifamily Structured Pass-Through Certificates, REMIC, Series 2024-MN9, Class M2 | CUSIP: 355917AB1<br>LEI: 529900KWKEUIIIV9P337 | Long             | ABS-MBS          | CORP              | US        |    1175000 | PA      | $1192194.83   | 0.11%             | 2044-10-25      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MSCR Trust                                        | FHLMC MSCR Trust, Series 2026-MN13, Class M2                                              | CUSIP: 355921AB3<br>LEI: 529900U9LKQ0M8OUKJ53 | Long             | ABS-MBS          | CORP              | US        |     850000 | PA      | $852117.52    | 0.08%             | 2046-03-25      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                    | GNMA II, Single Family, 30 Year                                                           | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2258024 | PA      | $2012746.40   | 0.18%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA II, Single Family, 30 Year                                                           | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2081816 | PA      | $1855673.79   | 0.16%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                          | GLP Capital LP                                                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1480021.16   | 0.13%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                      | GS Mortgage Securities Corp. Trust, Series 2012-BWTR, Class A                             | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     765868 | PA      | $671724.12    | 0.06%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                    | GNMA I, Single Family, 30 Year                                                            | CUSIP: 36209FLA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          3 | PA      | $2.62         | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust, Series 2015-GC30, Class B                                   | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     356041 | PA      | $344295.54    | 0.03%             | 2050-05-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust, Series 2015-GC30, Class D                                   | CUSIP: 36250GAX3<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |    2150000 | PA      | $1331946.50   | 0.12%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust, Series 2021-PJ6, Class A2                            | CUSIP: 36262LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1785017 | PA      | $1475339.86   | 0.13%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust, Series 2022-HP1, Class B4                            | CUSIP: 36265LAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     710699 | PA      | $587940.78    | 0.05%             | 2052-09-25      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| GSMS Trust                                              | GSMS Trust, Series 2024-FAIR, Class D                                                     | CUSIP: 36270JAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     755000 | PA      | $762427.54    | 0.07%             | 2029-07-15      | Variable      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-160912.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $142000.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $371300.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $565890.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-97223.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                  | General Dynamics Corp.                                                                    | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      11806 | NS      | $4064805.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc.                                                        | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     810000 | PA      | $725457.00    | 0.06%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc.                                                        | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $973277.54    | 0.09%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc.                                                        | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     680000 | PA      | $673388.03    | 0.06%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                   | Global Payments, Inc.                                                                     | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1056541.27   | 0.09%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-45136.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $106746.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-107446.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $45103.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-61713.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $58374.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $225241.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-227152.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-108426.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-47646.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                         | Goldman Sachs Group, Inc. (The)                                                           | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     444000 | PA      | $482197.23    | 0.04%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                         | Goldman Sachs Group, Inc. (The)                                                           | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1025050.62   | 0.09%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 67M                          | Golub Capital Partners CLO 67M, Series 2023-67A, Class CR                                 | CUSIP: 38179PAS8<br>LEI: 2549002FTXMYDDCWWA09 | Long             | ABS-CBDO         | CORP              | US        |     525000 | PA      | $522944.63    | 0.05%             | 2036-05-09      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital CLO 86B Ltd.                              | Golub Capital CLO 86B Ltd., Series 2026-86A, Class C                                      | CUSIP: 38182NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $399087.60    | 0.04%             | 2039-01-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                        | Goodyear Tire & Rubber Co. (The)                                                          | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     585000 | PA      | $579182.64    | 0.05%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2016-93, Class AI                                                            | CUSIP: 38379XY20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1481637 | PA      | $336402.62    | 0.03%             | 2044-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-47                                                                      | CUSIP: 38380RA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6616928 | PA      | $428737.21    | 0.04%             | 2061-03-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-168, Class IA                                                           | CUSIP: 38380REA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2781360 | PA      | $193920.06    | 0.02%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-185, Class DI                                                           | CUSIP: 38381HVY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2426401 | PA      | $161440.08    | 0.01%             | 2065-10-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-172                                                                     | CUSIP: 38381JA72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3845445 | PA      | $341348.98    | 0.03%             | 2066-02-16      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-194, Class CI                                                           | CUSIP: 38381JN94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4071746 | PA      | $246985.61    | 0.02%             | 2065-10-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-159, Class CI                                                           | CUSIP: 38381JZC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5623280 | PA      | $381972.57    | 0.03%             | 2065-07-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2025-112                                                                     | CUSIP: 38381MUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5461958 | PA      | $271750.98    | 0.02%             | 2066-03-16      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2025-131, Class S                                                            | CUSIP: 38381QQF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1686324 | PA      | $132373.06    | 0.01%             | 2055-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-1, Class YS                                                             | CUSIP: 38382CDW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2736298 | PA      | $19009.33     | 0.00%             | 2050-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-34, Class SC                                                            | CUSIP: 38382DM30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1835368 | PA      | $220872.62    | 0.02%             | 2050-03-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-146, Class SA                                                           | CUSIP: 38382KWJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1811043 | PA      | $233987.64    | 0.02%             | 2050-10-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-188                                                                     | CUSIP: 38382L2B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2908321 | PA      | $327936.20    | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-167, Class SN                                                           | CUSIP: 38382LBS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1174730 | PA      | $154563.39    | 0.01%             | 2050-11-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-166, Class IC                                                           | CUSIP: 38382LQD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     651696 | PA      | $78497.50     | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-188, Class DI                                                           | CUSIP: 38382LX22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3850709 | PA      | $556394.76    | 0.05%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-189, Class NS                                                           | CUSIP: 38382MCH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2920337 | PA      | $397405.84    | 0.04%             | 2050-12-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-189, Class SU                                                           | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     597244 | PA      | $81685.67     | 0.01%             | 2050-12-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-1, Class PI                                                             | CUSIP: 38382ML56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     722202 | PA      | $108240.63    | 0.01%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-1, Class IT                                                             | CUSIP: 38382MV97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1743667 | PA      | $298568.96    | 0.03%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-16, Class AS                                                            | CUSIP: 38382NAB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3882790 | PA      | $21928.83     | 0.00%             | 2051-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-29, Class AS                                                            | CUSIP: 38382NP76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3643534 | PA      | $22015.33     | 0.00%             | 2051-02-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-46, Class TS                                                            | CUSIP: 38382P5E8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1402472 | PA      | $176198.32    | 0.02%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-46, Class QS                                                            | CUSIP: 38382P5H1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     643635 | PA      | $80376.47     | 0.01%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-44, Class IQ                                                            | CUSIP: 38382PMU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2927506 | PA      | $484446.84    | 0.04%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-57, Class SD                                                            | CUSIP: 38382QAM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6142864 | PA      | $786744.82    | 0.07%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-83, Class FM                                                            | CUSIP: 38382QWD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1553264 | PA      | $1311432.54   | 0.12%             | 2051-05-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-74, Class HI                                                            | CUSIP: 38382RLF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     309072 | PA      | $45447.83     | 0.00%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-67, Class PI                                                            | CUSIP: 38382RR75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1262547 | PA      | $210810.53    | 0.02%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-98, Class IN                                                            | CUSIP: 38382TM27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1234985 | PA      | $220409.87    | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-96, Class NS                                                            | CUSIP: 38382UVG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3672023 | PA      | $455638.62    | 0.04%             | 2051-06-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-96, Class SN                                                            | CUSIP: 38382UVH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2183950 | PA      | $262883.14    | 0.02%             | 2051-06-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-96, Class JS                                                            | CUSIP: 38382UYG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1728971 | PA      | $237809.18    | 0.02%             | 2051-06-20      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-97, Class SM                                                            | CUSIP: 38382VAW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     932816 | PA      | $122653.07    | 0.01%             | 2051-06-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-97, Class SA                                                            | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4970667 | PA      | $35525.85     | 0.00%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-122, Class HS                                                           | CUSIP: 38382WBD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2154706 | PA      | $286806.50    | 0.03%             | 2051-07-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-136, Class SB                                                           | CUSIP: 38382WR25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13414500 | PA      | $132230.75    | 0.01%             | 2051-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-139, Class IA                                                           | CUSIP: 38382XFY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4090924 | PA      | $727058.16    | 0.06%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-158, Class SB                                                           | CUSIP: 38382XY58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3118276 | PA      | $81540.74     | 0.01%             | 2051-09-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-205, Class DS                                                           | CUSIP: 38383C3X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5477390 | PA      | $61017.03     | 0.01%             | 2051-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-177, Class IM                                                           | CUSIP: 38383CFZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2831006 | PA      | $476983.51    | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-188                                                                     | CUSIP: 38383CTL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3416370 | PA      | $554084.37    | 0.05%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-179, Class SA                                                           | CUSIP: 38383CYH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2474768 | PA      | $333147.08    | 0.03%             | 2050-11-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-101, Class SB                                                           | CUSIP: 38383F6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1948244 | PA      | $19377.43     | 0.00%             | 2052-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-226, Class SA                                                           | CUSIP: 38383FAC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2978037 | PA      | $7632.11      | 0.00%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-10, Class IC                                                            | CUSIP: 38383GFG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1923018 | PA      | $230917.31    | 0.02%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-207                                                                     | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1933089 | PA      | $331159.76    | 0.03%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-78, Class S                                                             | CUSIP: 38383P8S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2062401 | PA      | $34664.22     | 0.00%             | 2052-04-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-87, Class SA                                                            | CUSIP: 38383RYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3887868 | PA      | $37284.66     | 0.00%             | 2052-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-107, Class SA                                                           | CUSIP: 38383TLA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9792776 | PA      | $89457.99     | 0.01%             | 2052-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-1, Class HD                                                             | CUSIP: 38383VFN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     651558 | PA      | $587063.31    | 0.05%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-38, Class WT                                                            | CUSIP: 38383WJT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     536542 | PA      | $558439.54    | 0.05%             | 2051-12-20      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-55, Class LB                                                            | CUSIP: 38383X4D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     773845 | PA      | $872055.69    | 0.08%             | 2051-11-20      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-55, Class CG                                                            | CUSIP: 38383X4E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     796362 | PA      | $898956.77    | 0.08%             | 2051-07-20      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-60, Class ES                                                            | CUSIP: 38383XSW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     740850 | PA      | $677584.08    | 0.06%             | 2053-04-20      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-59, Class YC                                                            | CUSIP: 38383XXB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1164428 | PA      | $1271659.02   | 0.11%             | 2051-09-20      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-53                                                                      | CUSIP: 38383XYN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     373829 | PA      | $304030.09    | 0.03%             | 2053-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-86, Class SE                                                            | CUSIP: 38384A3B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1455615 | PA      | $218242.24    | 0.02%             | 2050-09-20      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-66, Class OQ                                                            | CUSIP: 38384AQK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1235881 | PA      | $996490.71    | 0.09%             | 2052-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-66, Class MP                                                            | CUSIP: 38384AWS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1044612 | PA      | $978365.10    | 0.09%             | 2053-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-80, Class SA                                                            | CUSIP: 38384BPQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3516854 | PA      | $148667.97    | 0.01%             | 2053-06-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-101, Class KO                                                           | CUSIP: 38384CBE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1225861 | PA      | $807659.97    | 0.07%             | 2051-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2024-48, Class JI                                                            | CUSIP: 38384KHH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1858843 | PA      | $323657.17    | 0.03%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2024-164, Class PB                                                           | CUSIP: 38384XUD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     302036 | PA      | $297358.69    | 0.03%             | 2054-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2025-2, Class WZ                                                             | CUSIP: 38385B3C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1655849 | PA      | $1059809.49   | 0.09%             | 2052-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                        | Grupo Nutresa SA                                                                          | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     550000 | PA      | $612084.00    | 0.05%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                   | HPEFS Equipment Trust, Series 2024-1A, Class D                                            | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1265000 | PA      | $1274541.77   | 0.11%             | 2031-11-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Hasbro, Inc.                                            | Hasbro, Inc.                                                                              | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      99425 | NS      | $9528892.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing III LP                          | Hertz Vehicle Financing III LP, Series 2021-2A, Class D                                   | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1175000 | PA      | $1163035.21   | 0.10%             | 2027-12-27      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                          | Hewlett Packard Enterprise Co.                                                            | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     568269 | NS      | $16349099.13  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                     | Hilcorp Energy I LP                                                                       | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1209247.38   | 0.11%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                  | Home Depot, Inc. (The)                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      17180 | NS      | $5648784.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Partners of America Trust                          | Home Partners of America Trust, Series 2021-2, Class B                                    | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     484469 | PA      | $476680.16    | 0.04%             | 2026-12-17      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International, Inc.                           | Honeywell International, Inc.                                                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      18319 | NS      | $3926311.27   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp.                                      | Hormel Foods Corp.                                                                        | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     188349 | NS      | $4043853.03   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                             | Huntington Bancshares, Inc.                                                               | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     755000 | PA      | $746317.34    | 0.07%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                             | Huntington Bancshares, Inc.                                                               | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     535000 | PA      | $522794.40    | 0.05%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class E                          | CUSIP: 44644NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     512443 | PA      | $504177.00    | 0.04%             | 2032-10-20      | Floating      | 11.14%                | Yes           |                  2 | On Loan: No      |
| Huntsman International LLC                              | Huntsman International LLC                                                                | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    1862000 | PA      | $1783211.93   | 0.16%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                   | International Business Machines Corp.                                                     | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      47720 | NS      | $11022365.60  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                        | Deutsche Post AG                                                                          | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      93589 | NS      | $5533775.97   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Trust                                  | Invitation Homes Trust, Series 2024-SFR1, Class D                                         | CUSIP: 46188DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1053000 | PA      | $1011439.04   | 0.09%             | 2041-09-17      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                     | Iron Mountain, Inc.                                                                       | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      64141 | NS      | $8081124.59   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS NV                                                  | JBS NV                                                                                    | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1228000 | PA      | $1264283.72   | 0.11%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ivy Hill Middle Market Credit Fund VII Ltd.             | Ivy Hill Middle Market Credit Fund VII Ltd., Series 7A, Class AR3                         | CUSIP: 46602ABE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     450000 | PA      | $450160.65    | 0.04%             | 2036-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                    | JPMorgan Chase & Co.                                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      23192 | NS      | $7264430.16   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust              | JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class D                       | CUSIP: 46648KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1055000 | PA      | $823226.63    | 0.07%             | 2050-10-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                              | J.P. Morgan Mortgage Trust, Series 2021-4, Class B1                                       | CUSIP: 46652VBT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2299377 | PA      | $1923271.59   | 0.17%             | 2051-08-25      | Variable      | 2.89%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust  | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-1440, Class A         | CUSIP: 46653DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     585000 | PA      | $549243.86    | 0.05%             | 2036-03-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Telenor ASA                                             | Telenor ASA                                                                               | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |     215288 | NS      | $3543711.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Jersey Central Power & Light Co.                        | Jersey Central Power & Light Co.                                                          | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1487061.27   | 0.13%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                       | Johnson & Johnson                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      26666 | NS      | $6129180.10   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                 | KeyCorp                                                                                   | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     360000 | PA      | $382733.01    | 0.03%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                              | KeyBank NA                                                                                | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     870000 | PA      | $854761.34    | 0.08%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                            | Samsung Electronics Co. Ltd.                                                              | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       2597 | NS      | $9723168.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                    | Kimberly-Clark Corp.                                                                      | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      41170 | NS      | $4052363.10   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetic ABS Issuer LLC                                  | Kinetic ABS Issuer LLC, Series 2026-1A, Class B                                           | CUSIP: 49459AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1110000 | PA      | $1105956.60   | 0.10%             | 2056-02-25      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                   | Kioxia Holdings Corp.                                                                     | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     870000 | PA      | $896043.84    | 0.08%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kohlberg Credit CLO LLC                                 | Kohlberg Credit CLO LLC, Series 2026-1A, Class A                                          | CUSIP: 50024AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $600516.00    | 0.05%             | 2038-04-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                 | Bath & Body Works, Inc.                                                                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1170520.89   | 0.10%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Lamar Advertising Co.                                   | Lamar Advertising Co., Class A                                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      20698 | NS      | $2853012.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                               | Orange SA                                                                                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     435321 | NS      | $9078950.51   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                   | Las Vegas Sands Corp.                                                                     | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1040010.90   | 0.09%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lazard, Inc.                                            | Lazard, Inc.                                                                              | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |      90334 | NS      | $4381199.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                              | Allianz SE (Registered)                                                                   | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      12989 | NS      | $5930126.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG           | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                                | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       6086 | NS      | $3648559.55   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                         | Eli Lilly & Co.                                                                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       3559 | NS      | $3326241.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                | Lloyds Banking Group plc                                                                  | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $748338.65    | 0.07%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: —       |
| LOANDEPOT GMSR Master Trust                             | LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A                                     | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1247679.38   | 0.11%             | 2030-07-16      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                          | M&T Bank Corp.                                                                            | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     365000 | PA      | $363690.58    | 0.03%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                          | M&T Bank Corp.                                                                            | CUSIP: 55261FBA1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     890000 | PA      | $882700.49    | 0.08%             | 2036-04-18      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                                   | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             |  |  | US        |     128832 | NS      | $7249376.64   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                         | MSC Industrial Direct Co., Inc., Class A                                                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      80123 | NS      | $8194179.21   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Retail Holdings LLC                              | Macy's Retail Holdings LLC                                                                | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $580279.56    | 0.05%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| NYLI U.S. Government Liquidity Fund                     | NYLI U.S. Government Liquidity Fund                                                       | CUSIP: 56064L488<br>LEI: 549300Y3ZLEL13IJCK58 | Long             | STIV             | RF                | US        |   20664350 | NS      | $20664349.66  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                               | Sanofi SA                                                                                 | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      72545 | NS      | $6796069.50   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                              | Siemens AG (Registered)                                                                   | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      16522 | NS      | $4897208.49   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                   | Matador Resources Co.                                                                     | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     480000 | PA      | $481824.00    | 0.04%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                   | McCormick & Co., Inc. (Non-Voting)                                                        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      77539 | NS      | $3942082.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                        | McDonald's Corp.                                                                          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      20466 | NS      | $6008612.94   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                     | Deutsche Telekom AG (Registered)                                                          | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     133684 | NS      | $4325684.11   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                       | Merck & Co., Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      55746 | NS      | $6086348.28   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                           | MetLife, Inc.                                                                             | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      97088 | NS      | $7776748.80   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                         | Microsoft Corp.                                                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      33308 | NS      | $13582336.24  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                              | Microchip Technology, Inc.                                                                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     142698 | NS      | $13258071.18  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Loan Trust                           | Mill City Mortgage Loan Trust, Series 2018-3, Class B2                                    | CUSIP: 59980XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1806150 | PA      | $1388385.16   | 0.12%             | 2058-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                           | Mill City Mortgage Loan Trust, Series 2018-3, Class B4                                    | CUSIP: 59980XAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     668575 | PA      | $445613.99    | 0.04%             | 2058-08-25      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                           | Mill City Mortgage Loan Trust, Series 2018-4, Class B4                                    | CUSIP: 59980YAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1063757 | PA      | $659603.94    | 0.06%             | 2066-04-25      | Variable      | 3.06%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                  | Mineral Resources Ltd.                                                                    | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     630000 | PA      | $653919.75    | 0.06%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                   | Minerva Luxembourg SA                                                                     | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    1225000 | PA      | $1306441.68   | 0.12%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International, Inc.                            | Mondelez International, Inc., Class A                                                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      70987 | NS      | $4361441.28   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust      | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class D              | CUSIP: 61690FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $575809.50    | 0.05%             | 2048-04-15      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                            | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $1830879.72   | 0.16%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                            | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1356776.38   | 0.12%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust, Series 2015-420, Class A                                  | CUSIP: 61765BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     635728 | PA      | $643917.87    | 0.06%             | 2050-10-12      | Variable      | 7.98%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust, Series 2021-230P, Class A                                 | CUSIP: 61772WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     580000 | PA      | $561875.00    | 0.05%             | 2038-12-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust         | Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class B10                | CUSIP: 62547NAC3<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |    1040000 | PA      | $1058411.74   | 0.09%             | 2049-10-25      | Floating      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust         | Multifamily Connecticut Avenue Securities Trust, Series 2023-01, Class M10                | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |     735000 | PA      | $840887.26    | 0.07%             | 2053-11-25      | Floating      | 10.15%                | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust         | Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class CE                 | CUSIP: 62548QAF8<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1444725.94   | 0.13%             | 2050-03-25      | Floating      | 11.26%                | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust         | Multifamily Connecticut Avenue Securities Trust, Series 2025-01, Class M2                 | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     930000 | PA      | $930533.63    | 0.08%             | 2055-05-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC, First Lien Facility Advance Term Loan Q                         | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    1340000 | PA      | $1309104.96   | 0.12%             | 2029-01-31      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                          | NCL Corp. Ltd.                                                                            | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     785000 | PA      | $781148.56    | 0.07%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BF Mortgage Trust                                       | BF Mortgage Trust, Series 2019-NYT, Class F                                               | CUSIP: 62954PAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1280000 | PA      | $1094400.00   | 0.10%             | 2035-12-15      | Floating      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                 | Nabors Industries, Inc.                                                                   | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     760000 | PA      | $793005.28    | 0.07%             | 2032-11-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| TruGreen Ltd. Partnership                               | TruGreen Ltd. Partnership, First Lien Term Loan B                                         | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     727476 | PA      | $692315.02    | 0.06%             | 2027-11-02      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                   | National Fuel Gas Co.                                                                     | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1253484.91   | 0.11%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                          | NNN REIT, Inc.                                                                            | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      87859 | NS      | $3847345.61   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust            | Natixis Commercial Mortgage Securities Trust, Series 2020-2PAC, Class AMZ1                | CUSIP: 63875DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1275000 | PA      | $1083762.75   | 0.10%             | 2037-01-15      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NetApp, Inc.                                            | NetApp, Inc.                                                                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      56585 | NS      | $6267920.45   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevada Power Co.                                        | Nevada Power Co., Series GG                                                               | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     530000 | PA      | $524489.62    | 0.05%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                  | New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class B1                           | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     660000 | PA      | $392700.00    | 0.03%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                      | Arches Buyer, Inc., First Lien New Term Loan                                              | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     784648 | PA      | $782809.22    | 0.07%             | 2027-12-06      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Group, Inc.                               | Nexstar Media Group, Inc.                                                                 | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      20085 | NS      | $4180491.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                    | NextEra Energy, Inc.                                                                      | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      73607 | NS      | $7204653.16   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP               | XPLR Infrastructure Operating Partners LP                                                 | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     614000 | PA      | $609488.82    | 0.05%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP               | XPLR Infrastructure Operating Partners LP                                                 | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     785000 | PA      | $816347.41    | 0.07%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| NiSource, Inc.                                          | NiSource, Inc.                                                                            | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     124246 | NS      | $5998596.88   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                         | Nissan Motor Acceptance Co. LLC                                                           | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1879458.01   | 0.17%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd.                                            | Nutrien Ltd.                                                                              | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      91715 | NS      | $6970340.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd.                                            | OCP CLO Ltd., Series 2017-14A, Class A1R                                                  | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |     650000 | PA      | $650942.50    | 0.06%             | 2037-07-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                               | OBX Trust, Series 2025-R1, Class A1                                                       | CUSIP: 67123GAC9<br>LEI: 254900UIO03AL696QM79 | Long             | ABS-MBS          | CORP              | US        |     617865 | PA      | $613646.94    | 0.05%             | 2062-09-25      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 49 Ltd.                     | Octagon Investment Partners 49 Ltd., Series 2020-5A, Class ARR                            | CUSIP: 67578FBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $598269.00    | 0.05%             | 2037-04-15      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Ohio Power Co.                                          | Ohio Power Co., Series R                                                                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $599364.30    | 0.05%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                     | Omnicom Group, Inc.                                                                       | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      58071 | NS      | $4455207.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                   | OneMain Direct Auto Receivables Trust, Series 2019-1A, Class D                            | CUSIP: 68267EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     770000 | PA      | $770001.93    | 0.07%             | 2031-04-14      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                             | ONEOK, Inc.                                                                               | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      60375 | NS      | $5582272.50   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                             | ONEOK, Inc.                                                                               | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     725000 | PA      | $712448.28    | 0.06%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                   | OneMain Finance Corp.                                                                     | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     800000 | PA      | $820207.20    | 0.07%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                   | OneMain Finance Corp.                                                                     | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     885000 | PA      | $884744.68    | 0.08%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                      | Toyota Motor Corp.                                                                        | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     213000 | NS      | $4112925.17   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Owl Rock CLO XX LLC                                     | Owl Rock CLO XX LLC, Series 2024-20A, Class C                                             | CUSIP: 69122LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $492173.50    | 0.04%             | 2034-10-24      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp                                              | PacifiCorp                                                                                | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126733.87    | 0.01%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                              | PacifiCorp                                                                                | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     625000 | PA      | $622960.88    | 0.05%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                   | Astellas Pharma, Inc.                                                                     | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |     347700 | NS      | $4957148.61   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Paraguay                                    | Paraguay Government Bond                                                                  | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1325000 | PA      | $1332950.00   | 0.12%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                    | Paraguay Government Bond                                                                  | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 5750000000 | PA      | $937670.05    | 0.08%             | 2038-04-04      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Paychex, Inc.                                           | Paychex, Inc.                                                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      39722 | NS      | $3679448.86   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                                | Penn Entertainment, Inc.                                                                  | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     770000 | PA      | $763644.04    | 0.07%             | 2031-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                  | AXA SA                                                                                    | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     159859 | NS      | $7681102.01   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                             | Novartis AG (Registered)                                                                  | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      49988 | NS      | $7414870.67   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                               | Nestle SA (Registered)                                                                    | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      39668 | NS      | $4013253.22   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                             | Equinor ASA                                                                               | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     124944 | NS      | $5014105.07   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                           | PepsiCo, Inc.                                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      26573 | NS      | $4211554.77   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Perenti Finance Pty. Ltd.                               | Perenti Finance Pty. Ltd.                                                                 | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |     665000 | PA      | $685810.93    | 0.06%             | 2029-04-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PetSmart LLC                                            | PetSmart LLC                                                                              | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $572118.21    | 0.05%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Pfizer, Inc.                                            | Pfizer, Inc.                                                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     167803 | NS      | $4480340.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                       | Philip Morris International, Inc.                                                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      43419 | NS      | $7167174.33   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                             | Pinnacle West Capital Corp.                                                               | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      52192 | NS      | $5413354.24   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                | Snam SpA                                                                                  | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |    1009941 | NS      | $7972443.86   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                     | Post Holdings, Inc.                                                                       | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     490000 | PA      | $476051.76    | 0.04%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Post Holdings, Inc.                                     | Post Holdings, Inc.                                                                       | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     220000 | PA      | $206830.45    | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                         | Prime Healthcare Services, Inc.                                                           | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $648108.86    | 0.06%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Quad/Graphics, Inc.                                     | Quad/Graphics, Inc.                                                                       | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |         10 | NS      | $74.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT Mortgage Trust                                     | RCKT Mortgage Trust, Series 2021-5, Class A1                                              | CUSIP: 749384AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2062594 | PA      | $1704761.06   | 0.15%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RIN V LLC                                               | RIN V LLC, Series 2023-2A, Class A1R                                                      | CUSIP: 74970TAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $850371.45    | 0.08%             | 2036-10-14      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust                                              | ROCK Trust, Series 2024-CNTR, Class C                                                     | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     765000 | PA      | $790151.75    | 0.07%             | 2041-11-13      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| RIN XIII LLC                                            | RIN XIII LLC, Series 2026-1A, Class A1                                                    | CUSIP: 74990KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     600000 | PA      | $600600.60    | 0.05%             | 2039-04-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 25 Ltd.                                         | Rad CLO 25 Ltd., Series 2024-25A, Class A1                                                | CUSIP: 75009GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     450000 | PA      | $450675.00    | 0.04%             | 2037-07-20      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                     | Rakuten Group, Inc.                                                                       | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     870000 | PA      | $954399.90    | 0.08%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                                 | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                         | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |     650000 | PA      | $650598.00    | 0.06%             | 2037-07-17      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corp.                                 | Regions Financial Corp.                                                                   | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     161786 | NS      | $4618990.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International, Inc.                   | Restaurant Brands International, Inc.                                                     | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      92349 | NS      | $7450717.32   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                | Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class A2A                       | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     725000 | PA      | $721471.64    | 0.06%             | 2048-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                            | Royal Caribbean Cruises Ltd.                                                              | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     370000 | PA      | $358891.97    | 0.03%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                | SESI LLC                                                                                  | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     570000 | PA      | $588606.51    | 0.05%             | 2030-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                           | SM Energy Co.                                                                             | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     910000 | PA      | $922580.75    | 0.08%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                             | SV RNO Property Owner 1 LLC                                                               | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $784918.95    | 0.07%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                        | Salesforce, Inc.                                                                          | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     900000 | PA      | $897513.91    | 0.08%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sally Holdings LLC                                      | Sally Holdings LLC                                                                        | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $206140.60    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                            | Santander Holdings USA, Inc.                                                              | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     735000 | PA      | $757894.29    | 0.07%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class F                           | CUSIP: 80290CCF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     393511 | PA      | $411010.77    | 0.04%             | 2033-12-15      | Fixed         | 12.24%                | Yes           |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                 | Sasol Financing USA LLC                                                                   | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     529000 | PA      | $558907.54    | 0.05%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                            | Scotts Miracle-Gro Co. (The)                                                              | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      71529 | NS      | $4484868.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV Financing LLC                                   | DIRECTV Financing LLC, First Lien 2024 Refinancing Term Loan B                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     863228 | PA      | $864486.61    | 0.08%             | 2029-08-02      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                               | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD                                   | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |    1610374 | NS      | $1610373.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                 | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A1R                                       | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     530000 | PA      | $530462.16    | 0.05%             | 2037-07-18      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Silver Point SCF CLO IV Ltd.                            | Silver Point SCF CLO IV Ltd., Series 2021-1A, Class A2R                                   | CUSIP: 82809JAE9<br>LEI: 549300JT1NOSMVUW1B50 | Long             | ABS-CBDO         | CORP              | KY        |     450000 | PA      | $451407.60    | 0.04%             | 2036-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                   | Delta Air Lines, Inc.                                                                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1770833 | PA      | $1772232.12   | 0.16%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                  | Smithfield Foods, Inc.                                                                    | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1175424.51   | 0.10%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA                                                                       | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1247494.30   | 0.11%             | 2030-11-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA                                                                       | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     935000 | PA      | $934801.31    | 0.08%             | 2026-05-26      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Co.                                     | Sonoco Products Co.                                                                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      71256 | NS      | $3559949.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co.                          | Southern California Edison Co.                                                            | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     660000 | PA      | $487278.08    | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                          | Southern California Edison Co.                                                            | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     570000 | PA      | $522109.52    | 0.05%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                             | Southern California Gas Co., Series VV                                                    | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     845000 | PA      | $671522.45    | 0.06%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                  | Standard Chartered plc                                                                    | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     970000 | PA      | $866637.78    | 0.08%             | 2032-06-29      | Variable      | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                | Studio City Finance Ltd.                                                                  | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     965000 | PA      | $919675.03    | 0.08%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                      | Subway Funding LLC, Series 2024-1A, Class A2I                                             | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     384150 | PA      | $386943.08    | 0.03%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                      | Subway Funding LLC, Series 2024-3A, Class A23                                             | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     507275 | PA      | $489902.76    | 0.04%             | 2054-07-30      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                      | Energy Transfer LP                                                                        | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     205000 | PA      | $183953.23    | 0.02%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                               | Sunoco LP                                                                                 | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     505000 | PA      | $502634.28    | 0.04%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                               | Sunoco LP                                                                                 | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     505000 | PA      | $498208.51    | 0.04%             | 2034-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                     | Suzano Austria GmbH                                                                       | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    1200000 | PA      | $1128796.32   | 0.10%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                   | Switch ABS Issuer LLC, Series 2025-2A, Class B                                            | CUSIP: 871044AY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     685000 | PA      | $657802.42    | 0.06%             | 2055-10-25      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                     | Synchrony Financial                                                                       | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     880000 | PA      | $882392.37    | 0.08%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.             | Taiwan Semiconductor Manufacturing Co. Ltd.                                               | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      44085 | NS      | $17460305.10  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Raven Acquisition Holdings LLC                          | Raven Acquisition Holdings LLC, First Lien 2024 Delayed Draw Term Loan                    | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      27482 | PA      | $27293.24     | 0.00%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                          | Raven Acquisition Holdings LLC, First Lien Initial Term Loan                              | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     379531 | PA      | $376895.53    | 0.03%             | 2031-11-19      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                             | Terex Corp.                                                                               | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     810000 | PA      | $823257.27    | 0.07%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                 | Texas Instruments, Inc.                                                                   | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      51980 | NS      | $14610538.40  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Financial Corp.                                 | Textron Financial Corp.                                                                   | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $980783.33    | 0.09%             | 2042-02-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Toro Co. (The)                                          | Toro Co. (The)                                                                            | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      39119 | NS      | $3722955.23   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust, Series 2017-4, Class B5                                        | CUSIP: 89173UAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     857704 | PA      | $610745.61    | 0.05%             | 2057-06-25      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust, Series 2018-2, Class B5                                        | CUSIP: 89175VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1204022 | PA      | $562152.41    | 0.05%             | 2058-03-25      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                               | Toyota Motor Credit Corp., Series B                                                       | CUSIP: 89236TPS8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     560000 | PA      | $552211.62    | 0.05%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                  | Transcontinental Gas Pipe Line Co. LLC                                                    | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1035000 | PA      | $868849.70    | 0.08%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                 | Mavis Tire Express Services Topco Corp., First Lien 2025 Incremental Term Loan            | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |     768060 | PA      | $768540.49    | 0.07%             | 2028-05-04      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                  | Truist Financial Corp.                                                                    | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      88184 | NS      | $4541476.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Trust 2401                                              | Trust 2401                                                                                | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     780000 | PA      | $848780.40    | 0.07%             | 2032-01-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Trust 2401                                              | Trust 2401                                                                                | CUSIP: 89834MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     623000 | PA      | $676266.50    | 0.06%             | 2034-02-13      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust, Series 2018-C9, Class C                                    | CUSIP: 90291JBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1390000 | PA      | $947741.34    | 0.08%             | 2051-03-15      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                            | U.S. Bancorp                                                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     113702 | NS      | $6442355.32   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| USB Realty Corp.                                        | USB Realty Corp.                                                                          | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     680000 | PA      | $615657.72    | 0.05%             | 2027-01-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: —       |
| United Airlines Pass-Through Trust                      | United Airlines Pass-Through Trust, Series 2020-1, Class A                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     612974 | PA      | $623904.10    | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                             | United Parcel Service, Inc., Class B                                                      | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      38136 | NS      | $4149196.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                       | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2360000 | PA      | $2272237.50   | 0.20%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                       | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5815000 | PA      | $5553325.00   | 0.49%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                       | CUSIP: 91282CQN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9605000 | PA      | $9555474.22   | 0.84%             | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                          | Univision Communications, Inc.                                                            | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     835000 | PA      | $796682.43    | 0.07%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VFH Parent LLC                                          | VFH Parent LLC                                                                            | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     755000 | PA      | $792860.99    | 0.07%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                      | Vail Resorts, Inc.                                                                        | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      28926 | NS      | $3678808.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Valaris Ltd.                                            | Valaris Ltd.                                                                              | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |     160000 | PA      | $166843.04    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| American Auto Auction Group LLC                         | American Auto Auction Group LLC, First Lien Refinancing Term Loan                         | CUSIP: 02403MAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     768060 | PA      | $766140.30    | 0.07%             | 2032-05-28      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                         | Vantage Data Centers Issuer LLC, Series 2021-1A, Class A2                                 | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     835000 | PA      | $823248.04    | 0.07%             | 2046-10-15      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                        | Vedanta Resources Finance II plc                                                          | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     960000 | PA      | $1023424.47   | 0.09%             | 2033-04-24      | Fixed         | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                            | Verizon Communications, Inc.                                                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     136793 | NS      | $6570167.79   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                   | VICI Properties, Inc.                                                                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     155534 | NS      | $4541592.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Gryphon Debt Merger Sub, Inc.                           | Gryphon Debt Merger Sub, Inc., First Lien Term Loan                                       | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     760000 | PA      | $761583.08    | 0.07%             | 2032-09-13      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                     | Victra Holdings LLC                                                                       | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $575894.00    | 0.05%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Beach Acquisition Bidco LLC                             | Beach Acquisition Bidco LLC, First Lien Tranche Term Loan B1                              | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     364088 | PA      | $365566.42    | 0.03%             | 2032-09-13      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                         | Virginia Electric and Power Co.                                                           | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $640100.80    | 0.06%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                               | Vistra Operations Co. LLC                                                                 | CUSIP: 92840VBB7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     820000 | PA      | $817090.50    | 0.07%             | 2033-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VoltaGrid LLC                                           | VoltaGrid LLC                                                                             | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     560000 | PA      | $581236.32    | 0.05%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WP Glimcher Mall Trust                                  | WP Glimcher Mall Trust, Series 2015-WPG, Class C                                          | CUSIP: 92939VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1140000 | PA      | $969022.80    | 0.09%             | 2035-06-05      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                            | WB Commercial Mortgage Trust, Series 2024-HQ, Class A                                     | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     615000 | PA      | $615753.68    | 0.05%             | 2040-03-15      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Chariot Buyer LLC                                       | Chariot Buyer LLC, First Lien Amendment No. 5 Incremental Term Loan                       | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     761161 | PA      | $759785.95    | 0.07%             | 2032-09-08      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Watsco, Inc.                                            | Watsco, Inc.                                                                              | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      11129 | NS      | $4872721.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair LLC                                             | Wayfair LLC                                                                               | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     770000 | PA      | $778475.39    | 0.07%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALLSPRING GOVT FUND LEX                                 | ALLSPRING GOVERNMENT MONEY MARKET FUND                                                    | CUSIP: 949921126<br>LEI: 549300GFSYYLVYEWA041 | Long             | STIV             | RF                | US        |    2000000 | NS      | $2000000.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class D                          | CUSIP: 95000CBJ1<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |    1330000 | PA      | $598500.00    | 0.05%             | 2059-01-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                       | Wells Fargo & Co.                                                                         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     935000 | PA      | $860793.41    | 0.08%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2022-ONL, Class E                           | CUSIP: 95003WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1020000 | PA      | $865409.21    | 0.08%             | 2039-12-15      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Metropolis Technologies, Inc.                           | Metropolis Technologies, Inc., First Lien Initial Term Loan                               | CUSIP: 59173YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     783500 | PA      | $779582.50    | 0.07%             | 2032-11-03      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                   | Western Alliance Bank                                                                     | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |     600000 | PA      | $593112.00    | 0.05%             | 2035-11-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                          | Western Midstream Operating LP                                                            | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     620000 | PA      | $525293.61    | 0.05%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                   | Westpac Banking Corp.                                                                     | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1255000 | PA      | $1123457.11   | 0.10%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| LSF12 Helix Parent LLC                                  | LSF12 Helix Parent LLC, First Lien Term Loan B                                            | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |     765000 | PA      | $765096.39    | 0.07%             | 2033-02-10      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                      | Uniti Services LLC                                                                        | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     765000 | PA      | $805434.84    | 0.07%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Columbus McKinnon Corp.                                 | Columbus McKinnon Corp., First Lien Initial Term Loan                                     | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     775000 | PA      | $775484.38    | 0.07%             | 2033-02-03      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                        | Ensemble RCM LLC, First Lien Closing Date Term Loan                                       | CUSIP: 29359BAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     770000 | PA      | $763262.50    | 0.07%             | 2033-02-09      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                           | White Cap Supply Holdings LLC, First Lien Tranche Term Loan D                             | CUSIP: 96350TAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     765000 | PA      | $759023.82    | 0.07%             | 2033-02-10      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                        | WULF Compute LLC                                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $593812.27    | 0.05%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP               | XPLR Infrastructure Operating Partners LP                                                 | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     575000 | PA      | $614425.45    | 0.05%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Zayo Issuer LLC                                         | Zayo Issuer LLC, Series 2025-2A, Class B                                                  | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     810000 | PA      | $827073.10    | 0.07%             | 2055-06-20      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                        | Terna - Rete Elettrica Nazionale                                                          | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |     379700 | NS      | $4567757.77   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                        | TotalEnergies SE                                                                          | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      64510 | NS      | $6003217.28   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                | Vinci SA                                                                                  | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      28884 | NS      | $4356112.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd.                                          | AIA Group Ltd.                                                                            | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |     627400 | NS      | $6812686.88   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro plc                                               | Segro plc                                                                                 | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |     420037 | NS      | $3972379.17   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International plc                                 | Croda International plc                                                                   | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |      96992 | NS      | $3760163.31   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Energean Israel Finance Ltd.                            | Energean Israel Finance Ltd.                                                              | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     120000 | PA      | $118028.70    | 0.01%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Uruguay Government Bond                                 | Uruguay Government Bond                                                                   | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   29490000 | PA      | $815227.84    | 0.07%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Zorlu Enerji Elektrik Uretim A/S                        | Zorlu Enerji Elektrik Uretim A/S                                                          | CUSIP: N/A<br>LEI: 7890005B5CSNL39OYO75       | Long             | DBT              | CORP              | TR        |     525000 | PA      | $464153.75    | 0.04%             | 2030-04-23      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| GSK plc                                                 | GSK plc                                                                                   | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     238415 | NS      | $6256501.64   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders plc                                           | Schroders plc                                                                             | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |     582281 | NS      | $4595565.45   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA            | Cie Generale des Etablissements Michelin SCA                                              | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      98741 | NS      | $3573966.63   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group plc                             | Reckitt Benckiser Group plc                                                               | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      56601 | NS      | $3602986.75   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Star BVI Ltd.                                   | Fortune Star BVI Ltd.                                                                     | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |     220000 | PA      | $225141.52    | 0.02%             | 2028-05-19      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                              | Alpha Star Holding IX Ltd.                                                                | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |     400000 | PA      | $397546.28    | 0.04%             | 2028-08-26      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Roche Holding AG                                        | Roche Holding AG                                                                          | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      10737 | NS      | $4375325.78   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever plc                                            | Unilever plc                                                                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      69500 | NS      | $4063764.21   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Dollar                                         | Canadian Dollar                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CA        |         -0 | OU      | $-0.11        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                             | Swiss Franc                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CH        |         -2 | OU      | $-2.07        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | S&P 500 E-Mini Index                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        194 | NC      | $5007692.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                    | EURO                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     279933 | OU      | $328543.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | S&P MidCap 400 E-Mini Index                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         36 | NC      | $1003979.27   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 5 Year Notes                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -210 | NC      | $288637.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                           | Accenture plc, Class A                                                                    | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      22732 | NS      | $4062435.72   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners plc                      | Coca-Cola Europacific Partners plc                                                        | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |      65250 | NS      | $6170692.50   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                         | Eaton Corp. plc                                                                           | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      10396 | NS      | $4501571.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Avianca Midco 2 plc                                     | Avianca Midco 2 plc                                                                       | CUSIP: N/A<br>LEI: 213800AMPX5VKH9AMX10       | Long             | DBT              | CORP              | GB        |     775000 | PA      | $730437.50    | 0.06%             | 2030-02-14      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Linde plc                                               | Linde plc                                                                                 | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       8380 | NS      | $4199553.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                           | Medtronic plc                                                                             | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      53257 | NS      | $4312219.29   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vedanta Resources Finance II plc                        | Vedanta Resources Finance II plc                                                          | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |     510000 | PA      | $541927.90    | 0.05%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Pound Sterling                                          | Pound Sterling                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |        155 | OU      | $211.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | Euro-BTP                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -298 | NC      | $415411.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yen                                                     | Yen                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |     135900 | OU      | $868.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                     | Won                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |         48 | OU      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | MSCI EAFE Index                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         90 | NC      | $513252.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | Yen Denominated Nikkei 225 Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        146 | NC      | $2796430.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                         | Norwegian Krone                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | NO        |         -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of the Bahamas                             | Bahamas Government Bond                                                                   | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |     965000 | PA      | $1073504.60   | 0.09%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                        | Grupo Nutresa SA                                                                          | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |     200000 | PA      | $210952.07    | 0.02%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Trust Fibra Uno                                         | Trust Fibra Uno                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     252000 | PA      | $271530.00    | 0.02%             | 2034-02-13      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | Euro-Bund                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        262 | NC      | $-169636.57   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 10 Year Notes                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        159 | NC      | $-462947.01   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury Long Bonds                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        207 | NC      | $-807494.73   | -0.07%            |  |  |  | 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        |        -21 | NC      | $24479.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | Euro STOXX 50 Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         82 | NC      | $110371.71    | 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        |        151 | NC      | $-806998.04   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | SPI 200 Index                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | AU        |         50 | NC      | $-5681.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayfront Labs VII Pte. Ltd.                             | Bayfront Iabs VII Pte. Ltd., Series 7A, Class A                                           | CUSIP: N/A<br>LEI: 213800DAFLLBYWNXMG91       | Long             | ABS-CBDO         | CORP              | SG        |     845790 | PA      | $846388.92    | 0.07%             | 2048-04-11      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | FTSE 100 Index                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -188 | NC      | $-115116.62   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Jack Benintende

**Name of Signer:** Jack Benintende

**Title:** Treasurer