# EDGAR Filing Document

**Accession Number:** 0000887340
**File Stem:** 0002071691-26-004671
**Filing Date:** 2026-2
**Character Count:** 264196
**Document Hash:** 556765e71945dd4a99d459b298f27723
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-004671.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0002071691-26-004671

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03833-01
- **FILM NUMBER:** 26682331

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

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

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

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

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

## Series and Classes Contracts Data

### NYLI VP Income Builder Portfolio (Series ID: S000009444)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000025818 | Initial Class |  |
| C000025819 | Service Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

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

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

- **a. Name of Series:** NYLI VP Income Builder Portfolio

- **b. EDGAR series identifier (if any):** S000009444

- **c. LEI of Series:** WZQNS9UOCVW6JX8S5652

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $560024677.30

**Total Liabilities:** $4294237.73

**Net Assets:** $555730439.57

**Cash Not Reported:** $49829.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -155.60000000 | **1-Year:** -1214.50000000 | **5-Year:** -8497.04000000 | **10-Year:** -19040.92000000 | **30-Year:** -24587.65000000

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

- **3-Month:** -972.84000000 | **1-Year:** -3171.57000000 | **5-Year:** -9228.91000000 | **10-Year:** -11957.52000000 | **30-Year:** -16224.07000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025818 | 1.08%                | 1.20%                | 0.41%                |
| Class ID C000025819 | 1.06%                | 1.18%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6812011.34              | $-5378487.75                               |
| Month 2  | $1018153.55              | $4480182.06                                |
| Month 3  | $2498996.99              | $-1218545.31                               |

**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        |    475000 | PA      | $476653.21    | 0.09%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AGL CLO 32 Ltd.                                         | AGL CLO 32 Ltd., Series 2024-32A, Class A1                                                | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400944.80    | 0.07%             | 2037-07-21      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                              | AT&T, Inc.                                                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    149126 | NS      | $3704289.84   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                              | AT&T, Inc.                                                                                | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    680000 | PA      | $455072.46    | 0.08%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                 | American Airlines, Inc.                                                                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100142.15    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                 | American Airlines, Inc.                                                                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $366602.04    | 0.07%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                            | AbbVie, Inc.                                                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     27558 | NS      | $6296727.42   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC                              | AerCap Ireland Capital DAC                                                                | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    665000 | PA      | $655961.33    | 0.12%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Aegea Finance SARL                                      | Aegea Finance SARL                                                                        | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $222251.54    | 0.04%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 35 Ltd.                                         | AGL CLO 35 Ltd., Series 2024-35A, Class A2                                                | CUSIP: 00852KAB0<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250510.25    | 0.05%             | 2038-01-21      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO                                               | AIMCO CLO, Series 2018-AA, Class B1R                                                      | CUSIP: 00900GAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401067.60    | 0.07%             | 2037-10-17      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial, Inc.                                    | Ally Financial, Inc., Series C                                                            | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    445000 | PA      | $423114.44    | 0.08%             | 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        |    265000 | PA      | $279861.79    | 0.05%             | 2029-06-13      | Variable      | 6.99%                 | 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        |    359721 | PA      | $374111.73    | 0.07%             | 2032-05-17      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Alphabet, Inc.                                          | Alphabet, Inc., Class C                                                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9510 | NS      | $2984238.00   | 0.54%             |  |  |  | No            |                  1 | 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        |    441298 | PA      | $428089.51    | 0.08%             | 2028-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                    | American Airlines Pass-Through Trust, Series 2019-1, Class B                              | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265425 | PA      | $259817.59    | 0.05%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                       | American Electric Power Co., Inc.                                                         | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     33853 | NS      | $3903589.43   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems plc                                         | BAE Systems plc                                                                           | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     94316 | NS      | $2179063.94   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                    | Analog Devices, Inc.                                                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     20320 | NS      | $5510784.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust, Series 2025-3, Class A1                                         | CUSIP: 03466RAA9<br>LEI: 254900U85BAJNPG0MG65 | Long             | ABS-MBS          | CORP              | US        |     12352 | PA      | $12433.96     | 0.00%             | 2070-03-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XVIII-R                                      | Apidos CLO, Series 2018-18A, Class BR2                                                    | CUSIP: 03767NBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502409.50    | 0.09%             | 2038-01-22      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO LI Ltd.                                      | Apidos CLO LI Ltd., Series 2024-51A, Class B                                              | CUSIP: 03771JAE9<br>LEI: 254900K0UHSUBZXUMR56 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250405.00    | 0.05%             | 2038-01-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                                             | Apple, Inc.                                                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     15533 | NS      | $4222801.38   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government Bond                                                                     | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    520000 | PA      | $552888.43    | 0.10%             | 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        |    570000 | PA      | $603561.60    | 0.11%             | 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        |    250000 | PA      | $250046.25    | 0.04%             | 2037-01-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                                | Argentina Government Bond                                                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    800000 | PA      | $595200.00    | 0.11%             | 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        |    750000 | PA      | $658352.06    | 0.12%             | 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        |    380000 | PA      | $375843.11    | 0.07%             | 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        |     64121 | NS      | $2695811.02   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                         | AstraZeneca plc                                                                           | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     36925 | NS      | $3394515.25   | 0.61%             |  |  |  | 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        |    585000 | PA      | $604336.39    | 0.11%             | 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        |    308000 | PA      | $310914.85    | 0.06%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                            | Avolon Holdings Funding Ltd.                                                              | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    645000 | PA      | $642894.94    | 0.12%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                            | Avolon Holdings Funding Ltd.                                                              | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    285000 | PA      | $283165.48    | 0.05%             | 2031-01-30      | Fixed         | 4.70%                 | 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        |    585000 | PA      | $484087.50    | 0.09%             | 2034-08-14      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BNP Paribas SA                                                                            | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    625000 | PA      | $619120.75    | 0.11%             | 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        |    655000 | PA      | $568788.97    | 0.10%             | 2037-02-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                                   | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    530000 | PA      | $521351.98    | 0.09%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO Mortgage Trust, Series 2024-C9, Class A5                                              | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $615111.92    | 0.11%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | BNP Paribas SA                                                                            | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    245000 | PA      | $246051.54    | 0.04%             | 2033-12-15      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                     | BWAY Mortgage Trust, Series 2013-1515, Class C                                            | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $450081.12    | 0.08%             | 2033-03-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                     | BWAY Mortgage Trust, Series 2013-1515, Class G                                            | CUSIP: 05604FAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515000 | PA      | $424315.56    | 0.08%             | 2033-03-10      | Variable      | 3.93%                 | 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        |    615000 | PA      | $575073.22    | 0.10%             | 2055-02-17      | Variable      | 3.27%                 | 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        |    400000 | PA      | $399999.72    | 0.07%             | 2041-10-15      | Floating      | 9.70%                 | 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        |    250000 | PA      | $249003.75    | 0.04%             | 2034-10-21      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                      | Banco Santander SA                                                                        | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $611005.88    | 0.11%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                      | Banco Santander SA                                                                        | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $646449.94    | 0.12%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Banco BTG Pactual SA                                    | Banco BTG Pactual SA                                                                      | CUSIP: 05971AAG6<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    505000 | PA      | $504113.05    | 0.09%             | 2026-01-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     75510 | NS      | $4153050.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                                     | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $605432.84    | 0.11%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                                     | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    465000 | PA      | $426709.18    | 0.08%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                                                     | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $459970.61    | 0.08%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2016-UB10, Class D        | CUSIP: 06054MAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $519790.38    | 0.09%             | 2049-07-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2019-BN19, Class C                                                           | CUSIP: 06540WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $419524.50    | 0.08%             | 2061-08-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK                                                    | BANK, Series 2017-BNK4, Class C                                                           | CUSIP: 06541FBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $460844.18    | 0.08%             | 2050-05-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                            | Barclays plc                                                                              | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    835000 | PA      | $807819.58    | 0.15%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                            | Barclays plc                                                                              | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $277412.46    | 0.05%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                | Belrose Funding Trust II                                                                  | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $394570.25    | 0.07%             | 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        |    425000 | PA      | $318396.87    | 0.06%             | 2051-10-10      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                | Benchmark Mortgage Trust, Series 2018-B1, Class C                                         | CUSIP: 08162PBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $462621.92    | 0.08%             | 2051-01-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                | Benchmark Mortgage Trust, Series 2019-B14, Class C                                        | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695000 | PA      | $494186.42    | 0.09%             | 2062-12-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                      | Berry Global, Inc.                                                                        | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40007.17     | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                      | Best Buy Co., Inc.                                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     25575 | NS      | $1711734.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                | Lloyds Banking Group plc                                                                  | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |   1479682 | NS      | $1959433.50   | 0.35%             |  |  |  | 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        |    550000 | PA      | $556086.58    | 0.10%             | 2042-10-10      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| BlackRock, Inc.                                         | BlackRock, Inc.                                                                           | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      1679 | NS      | $1797100.86   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | BNP Paribas SA                                                                            | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    565000 | PA      | $534892.46    | 0.10%             | 2031-01-13      | Variable      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                          | Braskem Netherlands Finance BV                                                            | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    745000 | PA      | $305585.80    | 0.05%             | 2028-01-10      | Fixed         | 4.50%                 | 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        |    257924 | PA      | $255090.65    | 0.05%             | 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        |    690000 | PA      | $685713.24    | 0.12%             | 2032-05-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                | Bristol-Myers Squibb Co.                                                                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     44510 | NS      | $2400869.40   | 0.43%             |  |  |  | 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        |    670872 | PA      | $613146.21    | 0.11%             | 2035-03-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                          | Broadcom, Inc.                                                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     20633 | NS      | $7141081.30   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                            | Brooklyn Union Gas Co. (The)                                                              | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    425000 | PA      | $457712.81    | 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        |    270000 | PA      | $269326.86    | 0.05%             | 2044-07-15      | Floating      | 7.50%                 | 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        |    670000 | PA      | $499410.97    | 0.09%             | 2039-03-15      | Variable      | 3.46%                 | 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        |    755513 | PA      | $635678.00    | 0.11%             | 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        |    311995 | PA      | $251847.89    | 0.05%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                         | CFCRE Commercial Mortgage Trust, Series 2016-C3, Class D                                  | CUSIP: 12531WAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $444150.00    | 0.08%             | 2048-01-10      | Variable      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust, Series 2021-J2, Class AS                                                       | CUSIP: 12564ECM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16203042 | PA      | $202275.53    | 0.04%             | 2051-04-25      | Variable      | 0.21%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                               | Commercial Mortgage Trust, Series 2014-CR20, Class D                                      | CUSIP: 12592LAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $263350.80    | 0.05%             | 2047-11-10      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                        | CVS Health Corp.                                                                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     63462 | NS      | $5036344.32   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Pass-Through Trust                                  | CVS Pass-Through Trust                                                                    | CUSIP: 126650AQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       453 | PA      | $453.24       | 0.00%             | 2026-01-10      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                             | Capital One Financial Corp.                                                               | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    515000 | PA      | $540467.06    | 0.10%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                             | Capital One Financial Corp.                                                               | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85159.19     | 0.02%             | 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        |    245000 | PA      | $243764.20    | 0.04%             | 2036-09-11      | Variable      | 5.20%                 | 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        |    560000 | PA      | $565592.83    | 0.10%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                | Celanese US Holdings LLC                                                                  | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    450000 | PA      | $475387.23    | 0.09%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                    | Cheniere Corpus Christi Holdings LLC                                                      | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    670000 | PA      | $571280.76    | 0.10%             | 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        |     20009 | NS      | $3049571.69   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                     | Cisco Systems, Inc.                                                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    101538 | NS      | $7821472.14   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-66391.12    | -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      | $116563.12    | 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      | $119566.03    | 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      | $12643.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                           | Citigroup Mortgage Loan Trust, Series 2014-C, Class B3                                    | CUSIP: 17323GAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853000 | PA      | $733754.95    | 0.13%             | 2054-02-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                         | Citigroup, Inc.                                                                           | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    425000 | PA      | $427682.71    | 0.08%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust, Series 2018-B2, Class D                              | CUSIP: 17327FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905000 | PA      | $689697.69    | 0.12%             | 2051-03-10      | Variable      | 3.14%                 | 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        |    605000 | PA      | $605839.20    | 0.11%             | 2055-12-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                          | Citizens Financial Group, Inc.                                                            | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    540000 | PA      | $466409.30    | 0.08%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                     | Coca-Cola Co. (The)                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     39463 | NS      | $2758858.33   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Group LLC                         | Cogent Communications Group LLC                                                           | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $476955.82    | 0.09%             | 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        |    725000 | PA      | $610812.50    | 0.11%             | 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        |    495000 | PA      | $515864.25    | 0.09%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Columbia Banking System, Inc.                           | Columbia Banking System, Inc.                                                             | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     89728 | NS      | $2507897.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                    | Columbia Pipelines Operating Co. LLC                                                      | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $191666.59    | 0.03%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                               | Commercial Mortgage Trust, Series 2018-HCLV, Class A                                      | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $461598.75    | 0.08%             | 2033-09-15      | Floating      | 5.05%                 | 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        |    710000 | PA      | $746568.48    | 0.13%             | 2043-04-25      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M2                           | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $914508.11    | 0.16%             | 2043-09-25      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1B1                          | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $852647.88    | 0.15%             | 2040-02-25      | Floating      | 10.74%                | 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        |    255000 | PA      | $263632.85    | 0.05%             | 2041-12-25      | Floating      | 9.37%                 | 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        |    570000 | PA      | $601707.56    | 0.11%             | 2042-01-25      | Floating      | 11.52%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1B2                           | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $715012.50    | 0.13%             | 2041-12-25      | Floating      | 9.87%                 | 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        |    944148 | PA      | $998893.40    | 0.18%             | 2039-11-25      | Floating      | 13.24%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1B1                           | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $190779.48    | 0.03%             | 2045-02-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1B1                           | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $233690.53    | 0.04%             | 2045-01-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications, Inc.                             | Rogers Communications, Inc., Class B                                                      | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |     51848 | NS      | $1957119.87   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                            | UBS Group AG                                                                              | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $463886.11    | 0.08%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Cummins, Inc.                                           | Cummins, Inc.                                                                             | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      5887 | NS      | $3005019.15   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                      | DT Midstream, Inc.                                                                        | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $482976.09    | 0.09%             | 2032-04-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                                  | Dell International LLC                                                                    | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $174901.24    | 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        |     49775 | NS      | $6265677.00   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp.                                | Manulife Financial Corp.                                                                  | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |    131199 | NS      | $4764094.69   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                                                          | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    255000 | PA      | $234102.71    | 0.04%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                                                          | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    820000 | PA      | $823487.15    | 0.15%             | 2027-11-16      | Floating      | 5.00%                 | 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        |    670000 | PA      | $565489.05    | 0.10%             | 2052-12-27      | Variable      | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                      | Dominican Republic Government Bond                                                        | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    620000 | PA      | $595944.00    | 0.11%             | 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        |     16204 | NS      | $1899270.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Ohio, Inc.                                  | Duke Energy Ohio, Inc.                                                                    | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    565000 | PA      | $461783.83    | 0.08%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                           | Duquesne Light Holdings, Inc.                                                             | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    865000 | PA      | $852983.45    | 0.15%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | Royal Bank of Canada                                                                      | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     14520 | NS      | $2475345.01   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                    | Edison International                                                                      | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236194.22    | 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        |    320000 | PA      | $294952.74    | 0.05%             | 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        |    425000 | PA      | $395388.95    | 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        |     37774 | NS      | $3491450.82   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                               | Essential Utilities, Inc.                                                                 | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     47461 | NS      | $1820603.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Missouri West, Inc.                              | Evergy Missouri West, Inc.                                                                | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180731.00    | 0.03%             | 2035-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2021-3A, Class E                              | CUSIP: 30166AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    855000 | PA      | $850156.60    | 0.15%             | 2028-12-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2022-2A, Class E                              | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $509131.35    | 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        |    120000 | PA      | $122672.69    | 0.02%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2022-5A, Class E                              | CUSIP: 30167FAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $220271.86    | 0.04%             | 2030-04-15      | Fixed         | 10.45%                | 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        |    880000 | PA      | $909419.19    | 0.16%             | 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        |    500000 | PA      | $503585.30    | 0.09%             | 2032-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                    | Meta Platforms, Inc., Class A                                                             | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4429 | NS      | $2923538.61   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                    | Meta Platforms, Inc.                                                                      | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206350.76    | 0.04%             | 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        |    436039 | PA      | $340018.97    | 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        |   1267102 | PA      | $133403.00    | 0.02%             | 2043-08-15      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3132DSS52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    547456 | PA      | $558891.66    | 0.10%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3132DSXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1049913 | PA      | $1001911.09   | 0.18%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3132DUFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    747405 | PA      | $732161.60    | 0.13%             | 2053-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1198226 | PA      | $1061776.39   | 0.19%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165977 | PA      | $162675.70    | 0.03%             | 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        |    241050 | PA      | $245130.44    | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    411229 | PA      | $411310.62    | 0.07%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3132DWKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    346069 | PA      | $345513.35    | 0.06%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC Gold Pools, 30 Year                                                                 | CUSIP: 3132FCJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494733 | PA      | $466647.21    | 0.08%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC Gold Pools, 30 Year                                                                 | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422559 | PA      | $397652.29    | 0.07%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                              | UMBS Pool, 30 Year                                                                        | CUSIP: 3133A7QG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    419573 | PA      | $391707.08    | 0.07%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Strips, Series 402                                                          | CUSIP: 3133Q3C33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373404 | PA      | $318761.77    | 0.06%             | 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        |    624745 | PA      | $69218.37     | 0.01%             | 2046-06-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2020-57, Class LJ                                                     | CUSIP: 3136BBCM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $643027.81    | 0.12%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2020-70, Class SD                                                     | CUSIP: 3136BBX23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    882326 | PA      | $111379.24    | 0.02%             | 2050-10-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-3, Class TI                                                      | CUSIP: 3136BDR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277344 | PA      | $216403.37    | 0.04%             | 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        |    857685 | PA      | $184044.01    | 0.03%             | 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        |    483770 | PA      | $76771.26     | 0.01%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-54, Class HI                                                     | CUSIP: 3136BGKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208507 | PA      | $24702.31     | 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        |   1968062 | PA      | $323815.13    | 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        |   1369396 | PA      | $182346.90    | 0.03%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2021-85, Class BI                                                     | CUSIP: 3136BKHZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1347772 | PA      | $240564.08    | 0.04%             | 2051-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2022-10, Class SA                                                     | CUSIP: 3136BL3H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    734629 | PA      | $85480.88     | 0.02%             | 2052-02-25      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, REMIC, Series 2023-24, Class OQ                                                     | CUSIP: 3136BP5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    467612 | PA      | $387898.19    | 0.07%             | 2054-07-25      | 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        |    319161 | PA      | $257271.99    | 0.05%             | 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        |   1639044 | PA      | $54428.54     | 0.01%             | 2054-11-25      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2025-18, Class SM                                                            | CUSIP: 3136BVKJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598232 | PA      | $44225.01     | 0.01%             | 2054-09-25      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2025-44, Class SD                                                            | CUSIP: 3136BWDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2140946 | PA      | $88205.89     | 0.02%             | 2055-06-25      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Series 2025-103, Class SA                                                           | CUSIP: 3136BX6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1176658 | PA      | $85553.51     | 0.02%             | 2055-06-25      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Other                                                                               | CUSIP: 31371NCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2777 | PA      | $2909.58      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5040                                                                 | CUSIP: 3137F6PH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392108 | PA      | $71951.97     | 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        |    726838 | PA      | $129823.84    | 0.02%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 4725, Class WZ                                                       | CUSIP: 3137FBKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    919156 | PA      | $859017.41    | 0.15%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 4831, Class SA                                                       | CUSIP: 3137FHQP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590598 | PA      | $75153.69     | 0.01%             | 2048-10-15      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 4993, Class KS                                                       | CUSIP: 3137FU6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1332711 | PA      | $181637.27    | 0.03%             | 2050-07-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 4994, Class TS                                                       | CUSIP: 3137FUFU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    656267 | PA      | $85592.83     | 0.02%             | 2050-07-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5011, Class MI                                                       | CUSIP: 3137FVSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    654539 | PA      | $105629.13    | 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        |   1081593 | PA      | $24458.82     | 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        |    459212 | PA      | $74025.93     | 0.01%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5092, Class XA                                                       | CUSIP: 3137FYEX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335709 | PA      | $294428.57    | 0.05%             | 2041-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5094, Class IP                                                       | CUSIP: 3137FYQ58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    530844 | PA      | $85664.11     | 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        |    972015 | PA      | $1150894.10   | 0.21%             | 2043-05-25      | Floating      | 15.74%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR Securitized Participation Interests Trust, Series 2018-SPI3, Class B          | CUSIP: 3137G1DF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    826964 | PA      | $645343.40    | 0.12%             | 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        |    531784 | PA      | $58871.14     | 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        |    150067 | PA      | $3663.70      | 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        |    303358 | PA      | $250481.72    | 0.05%             | 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        |    694709 | PA      | $471646.70    | 0.08%             | 2050-09-25      | 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        |    300926 | PA      | $246775.47    | 0.04%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, REMIC, Series 5351, Class EO                                                       | CUSIP: 3137HAZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642706 | PA      | $539961.58    | 0.10%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Series 5514, Class SA                                                              | CUSIP: 3137HKCT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1304860 | PA      | $41429.96     | 0.01%             | 2055-03-25      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Series 5531, Class SD                                                              | CUSIP: 3137HKSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1658135 | PA      | $106036.93    | 0.02%             | 2055-04-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC, Series 5547, Class ES                                                              | CUSIP: 3137HLKW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    712983 | PA      | $51377.82     | 0.01%             | 2055-06-25      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140HJJS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183587 | PA      | $177301.53    | 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        |     76034 | PA      | $72772.71     | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140QNQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    608192 | PA      | $492008.42    | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140W4BZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372359 | PA      | $315995.35    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140XHL54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479931 | PA      | $458098.45    | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140XKAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443836 | PA      | $454215.35    | 0.08%             | 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        |   2363434 | PA      | $2015465.67   | 0.36%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140XPND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561956 | PA      | $573638.97    | 0.10%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 3140XPP78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642560 | PA      | $628448.77    | 0.11%             | 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        |    287781 | PA      | $295763.30    | 0.05%             | 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        |   2113649 | PA      | $1720138.69   | 0.31%             | 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        |    462080 | PA      | $468903.21    | 0.08%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1027988 | PA      | $833413.72    | 0.15%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277470 | PA      | $264804.89    | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    989191 | PA      | $841000.46    | 0.15%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1860158 | PA      | $1862828.40   | 0.34%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | UMBS, 30 Year                                                                             | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147631 | PA      | $149823.61    | 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        |    440462 | PA      | $419726.87    | 0.08%             | 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        |    653987 | PA      | $672816.98    | 0.12%             | 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        |   2023507 | PA      | $192857.60    | 0.03%             | 2052-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                    | FNMA, Strips, REMIC, Series 429, Class C5                                                 | CUSIP: 31423YVM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1818119 | PA      | $330753.23    | 0.06%             | 2052-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA, Strips                                            | FNMA, Strips, REMIC, Series 440, Class C46                                                | CUSIP: 31424U8A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1680377 | PA      | $347349.55    | 0.06%             | 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        |    908035 | PA      | $203348.74    | 0.04%             | 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        |    887996 | PA      | $912237.37    | 0.16%             | 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        |    688860 | PA      | $144929.41    | 0.03%             | 2053-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC                         | Consolidated Communications LLC, Series 2025-4A, Class A2                                 | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $477296.53    | 0.09%             | 2055-12-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Intertek Group plc                                      | Intertek Group plc                                                                        | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |     31072 | NS      | $1937530.82   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                     | First Horizon Corp.                                                                       | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    335000 | PA      | $346054.37    | 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        |    815000 | PA      | $841960.62    | 0.15%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                    | FirstKey Homes Trust, Series 2022-SFR2, Class C                                           | CUSIP: 33767PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    522163 | PA      | $519638.55    | 0.09%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Five Corners Funding Trust III                          | Five Corners Funding Trust III                                                            | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $416419.85    | 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        |    211607 | PA      | $209892.51    | 0.04%             | 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        |    715000 | PA      | $639787.51    | 0.12%             | 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        |    250000 | PA      | $236080.38    | 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        |    580000 | PA      | $529452.65    | 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        |    354092 | PA      | $294057.08    | 0.05%             | 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        |    865000 | PA      | $795927.25    | 0.14%             | 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        |    485000 | PA      | $480969.99    | 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        |    595000 | PA      | $589228.48    | 0.11%             | 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        |    365000 | PA      | $380868.62    | 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        |    400000 | PA      | $400904.00    | 0.07%             | 2037-01-21      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FHLMC, Multifamily Structured Pass-Through Certificates | FHLMC, Multifamily Structured Pass-Through Certificates, REMIC, Series 2021-MN3, Class M1 | CUSIP: 35563GAA7<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | CORP              | US        |    177039 | PA      | $177240.32    | 0.03%             | 2051-11-25      | Floating      | 6.17%                 | 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        |   1100432 | PA      | $957210.09    | 0.17%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC MSCR Trust                                        | FHLMC, REMIC, Series 2025-MN10, Class M2                                                  | CUSIP: 35563UAB4<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $653455.51    | 0.12%             | 2045-02-25      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M2                                       | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $937899.16    | 0.17%             | 2042-08-25      | Floating      | 9.22%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2021-HQA3, Class B2                                       | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $906401.76    | 0.16%             | 2041-09-25      | Floating      | 10.12%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2021-HQA4, Class B2                                       | CUSIP: 35564KPP8<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $722935.01    | 0.13%             | 2041-12-25      | Floating      | 10.87%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2022-DNA1, Class B2                                       | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $715843.96    | 0.13%             | 2042-01-25      | Floating      | 10.97%                | 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        |    670000 | PA      | $714354.40    | 0.13%             | 2042-03-25      | Floating      | 10.87%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR Trust, Series 2019-HQA2, Class B2                                             | CUSIP: 35564MBE4<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $818858.67    | 0.15%             | 2049-04-25      | Floating      | 15.24%                | 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        |    570000 | PA      | $675227.81    | 0.12%             | 2048-01-25      | Floating      | 12.34%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2019-FTR3, Class B2                                       | CUSIP: 35565EAE2<br>LEI: 5493009ZFZYH4FRCW638 | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $761601.12    | 0.14%             | 2047-09-25      | Floating      | 8.79%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR REMIC Trust, Series 2020-HQA1, Class B2                                       | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-MBS          | CORP              | US        |    695000 | PA      | $771700.83    | 0.14%             | 2050-01-25      | Floating      | 9.09%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Mscr Trust Mn12                                   | FHLMC Mscr Trust, Series 2025-MN12, Class B1                                              | CUSIP: 355913AC8<br>LEI: 529900KABSM46L5D1T20 | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $675109.89    | 0.12%             | 2045-11-25      | Floating      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                    | GNMA II, Single Family, 30 Year                                                           | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2199913 | PA      | $1979259.39   | 0.36%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                          | GLP Capital LP                                                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $787450.82    | 0.14%             | 2030-01-15      | Fixed         | 4.00%                 | 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        |    198167 | PA      | $189245.79    | 0.03%             | 2050-05-10      | Variable      | 3.96%                 | 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        |   1195000 | PA      | $657345.60    | 0.12%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust, Series 2018-GS10, Class D                                   | CUSIP: 36250SAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $467352.42    | 0.08%             | 2051-07-10      | Fixed         | 3.00%                 | Yes           |                  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        |    909400 | PA      | $759987.90    | 0.14%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| General Dynamics Corp.                                  | General Dynamics Corp.                                                                    | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      5740 | NS      | $1932428.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc.                                                        | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    344000 | PA      | $309080.26    | 0.06%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc.                                                        | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    485000 | PA      | $439171.99    | 0.08%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc.                                                        | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    470000 | PA      | $469046.29    | 0.08%             | 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        |    560000 | PA      | $560624.41    | 0.10%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                         | Goldman Sachs Group, Inc. (The)                                                           | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    159000 | PA      | $177503.89    | 0.03%             | 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        |    480000 | PA      | $426417.72    | 0.08%             | 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        |    275000 | PA      | $275043.18    | 0.05%             | 2036-05-09      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd.                    | Golub Capital Partners CLO 76 B Ltd., Series 2024-76A, Class A1                           | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    350000 | PA      | $350476.00    | 0.06%             | 2037-10-25      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 78M                          | Golub Capital Partners CLO 78M, Series 2025-78A, Class A1                                 | CUSIP: 381934AC2<br>LEI: 254900PSE4IZIZUH7U62 | Long             | ABS-CBDO         | CORP              | US        |    530000 | PA      | $530057.24    | 0.10%             | 2039-04-21      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2016-93, Class AI                                                            | CUSIP: 38379XY20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    804226 | PA      | $188478.22    | 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        |   3225106 | PA      | $214772.05    | 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        |   1379036 | PA      | $98723.26     | 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        |   1248239 | PA      | $85967.73     | 0.02%             | 2065-10-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-172                                                                     | CUSIP: 38381JA72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1995258 | PA      | $183020.46    | 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        |   2141913 | PA      | $133019.00    | 0.02%             | 2065-10-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-159, Class CI                                                           | CUSIP: 38381JZC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2922825 | PA      | $206293.29    | 0.04%             | 2065-07-16      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2025-112                                                                     | CUSIP: 38381MUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3018538 | PA      | $153472.44    | 0.03%             | 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        |    903678 | PA      | $75006.14     | 0.01%             | 2055-08-20      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2019-97, Class FG                                                            | CUSIP: 38381YHP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    576023 | PA      | $520220.75    | 0.09%             | 2049-08-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2019-115, Class SA                                                           | CUSIP: 38381YTX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    914620 | PA      | $114433.41    | 0.02%             | 2049-09-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2019-128, Class KF                                                           | CUSIP: 38382AEQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    233773 | PA      | $212437.94    | 0.04%             | 2049-10-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2019-128, Class YF                                                           | CUSIP: 38382AGG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239501 | PA      | $218612.10    | 0.04%             | 2049-10-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-1, Class YS                                                             | CUSIP: 38382CDW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1219630 | PA      | $6953.72      | 0.00%             | 2050-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-5, Class FA                                                             | CUSIP: 38382CGQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    640750 | PA      | $581424.38    | 0.10%             | 2050-01-20      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-34, Class SC                                                            | CUSIP: 38382DM30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    822795 | PA      | $104615.55    | 0.02%             | 2050-03-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-146, Class SA                                                           | CUSIP: 38382KWJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    805811 | PA      | $110565.23    | 0.02%             | 2050-10-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-188                                                                     | CUSIP: 38382L2B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1273669 | PA      | $146225.84    | 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        |    409091 | PA      | $57032.01     | 0.01%             | 2050-11-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-175, Class CS                                                           | CUSIP: 38382LLE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    837106 | PA      | $114084.72    | 0.02%             | 2050-11-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-166, Class IC                                                           | CUSIP: 38382LQD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    290510 | PA      | $36032.89     | 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        |   1778496 | PA      | $261602.01    | 0.05%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2020-189, Class SU                                                           | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    558620 | PA      | $80737.97     | 0.01%             | 2050-12-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-1, Class PI                                                             | CUSIP: 38382ML56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    474332 | PA      | $72657.82     | 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        |   1125979 | PA      | $195403.35    | 0.04%             | 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        |   2050380 | PA      | $8944.99      | 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        |   1954093 | PA      | $9601.82      | 0.00%             | 2051-02-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-30, Class HI                                                            | CUSIP: 38382NZZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1774963 | PA      | $201326.40    | 0.04%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-46, Class TS                                                            | CUSIP: 38382P5E8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    589470 | PA      | $78120.88     | 0.01%             | 2051-03-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-46, Class QS                                                            | CUSIP: 38382P5H1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    483159 | PA      | $63765.26     | 0.01%             | 2051-03-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-44, Class IQ                                                            | CUSIP: 38382PMU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1179893 | PA      | $197942.76    | 0.04%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-57, Class SA                                                            | CUSIP: 38382QAD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1835671 | PA      | $247251.81    | 0.04%             | 2051-03-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-57, Class SD                                                            | CUSIP: 38382QAM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3103528 | PA      | $419654.42    | 0.08%             | 2051-03-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-83, Class FM                                                            | CUSIP: 38382QWD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    835929 | PA      | $693168.15    | 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        |    147956 | PA      | $22254.12     | 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        |    674588 | PA      | $114651.80    | 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        |    549027 | PA      | $99639.45     | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-96, Class SN                                                            | CUSIP: 38382UVH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1035815 | PA      | $134359.03    | 0.02%             | 2051-06-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-96, Class JS                                                            | CUSIP: 38382UYG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    842929 | PA      | $119793.42    | 0.02%             | 2051-06-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-97, Class SA                                                            | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2193058 | PA      | $11499.74     | 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        |   1049407 | PA      | $144508.77    | 0.03%             | 2051-07-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-146, Class IN                                                           | CUSIP: 38382WH26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1475947 | PA      | $273259.92    | 0.05%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-136, Class SB                                                           | CUSIP: 38382WR25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6159236 | PA      | $69312.34     | 0.01%             | 2051-08-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-135, Class GS                                                           | CUSIP: 38382XAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1641709 | PA      | $221868.66    | 0.04%             | 2051-08-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-139, Class IA                                                           | CUSIP: 38382XFY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1757298 | PA      | $316405.81    | 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        |   1335185 | PA      | $39033.33     | 0.01%             | 2051-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-205, Class DS                                                           | CUSIP: 38383C3X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2690260 | PA      | $32752.30     | 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        |   1231792 | PA      | $209497.82    | 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        |   1491657 | PA      | $247152.74    | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2021-179, Class SA                                                           | CUSIP: 38383CYH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1192162 | PA      | $169618.72    | 0.03%             | 2050-11-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-101, Class SB                                                           | CUSIP: 38383F6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1038252 | PA      | $11695.29     | 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        |   1595404 | PA      | $1954.85      | 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        |    913121 | PA      | $110147.34    | 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        |    705968 | PA      | $118198.58    | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-78, Class S                                                             | CUSIP: 38383P8S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1080984 | PA      | $21663.78     | 0.00%             | 2052-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2022-87, Class SA                                                            | CUSIP: 38383RYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2071910 | PA      | $23339.45     | 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        |   5226400 | PA      | $60737.56     | 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        |    350840 | PA      | $320046.04    | 0.06%             | 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        |    258946 | PA      | $274201.13    | 0.05%             | 2051-12-20      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-47, Class KS                                                            | CUSIP: 38383WL38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2409266 | PA      | $288175.65    | 0.05%             | 2048-04-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-55, Class LB                                                            | CUSIP: 38383X4D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    417230 | PA      | $477198.20    | 0.09%             | 2051-11-20      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-55, Class CG                                                            | CUSIP: 38383X4E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    422533 | PA      | $483288.04    | 0.09%             | 2051-07-20      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-60, Class ES                                                            | CUSIP: 38383XSW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    402779 | PA      | $376472.39    | 0.07%             | 2053-04-20      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-59, Class YC                                                            | CUSIP: 38383XXB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    569587 | PA      | $630348.25    | 0.11%             | 2051-09-20      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-53                                                                      | CUSIP: 38383XYN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192602 | PA      | $158731.11    | 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        |    715487 | PA      | $108963.49    | 0.02%             | 2050-09-20      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-66, Class OQ                                                            | CUSIP: 38384AQK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    634780 | PA      | $500097.62    | 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        |    532995 | PA      | $510832.11    | 0.09%             | 2053-05-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-80, Class SA                                                            | CUSIP: 38384BPQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1944154 | PA      | $90538.84     | 0.02%             | 2053-06-20      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-101, Class KO                                                           | CUSIP: 38384CBE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    572178 | PA      | $379124.49    | 0.07%             | 2051-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2023-114, Class MO                                                           | CUSIP: 38384EBR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177356 | PA      | $150521.52    | 0.03%             | 2053-08-20      | 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        |   1040863 | PA      | $175139.06    | 0.03%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2024-51, Class SX                                                            | CUSIP: 38384KVY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4500424 | PA      | $186388.20    | 0.03%             | 2054-03-20      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA, Series 2025-2, Class WZ                                                             | CUSIP: 38385B3C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    886084 | PA      | $570440.65    | 0.10%             | 2052-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Great Lakes CLO Ltd.                                    | Great Lakes CLO Ltd., Series 2019-1A, Class ARR                                           | CUSIP: 390578AT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    455000 | PA      | $457152.61    | 0.08%             | 2037-04-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                         | Great Lakes Dredge & Dock Corp.                                                           | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    215000 | PA      | $209688.86    | 0.04%             | 2029-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                        | Grupo Nutresa SA                                                                          | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    205000 | PA      | $231384.93    | 0.04%             | 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        |    630000 | PA      | $638005.35    | 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        |     45786 | NS      | $3754452.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                     | Herc Holdings, Inc.                                                                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $305204.25    | 0.05%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LP                          | Hertz Vehicle Financing III LP, Series 2021-2A, Class D                                   | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $625782.09    | 0.11%             | 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        |    290587 | NS      | $6979899.74   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                     | Hilcorp Energy I LP                                                                       | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $638144.36    | 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        |      7246 | NS      | $2493348.60   | 0.45%             |  |  |  | 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        |    249469 | PA      | $244408.21    | 0.04%             | 2026-12-17      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                          | Home Partners of America Trust, Series 2021-2, Class A                                    | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206454 | PA      | $202119.70    | 0.04%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International, Inc.                           | Honeywell International, Inc.                                                             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      9606 | NS      | $1874034.54   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class D                          | CUSIP: 44644NAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361308 | PA      | $365640.72    | 0.07%             | 2032-10-20      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Huntsman International LLC                              | Huntsman International LLC                                                                | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    731000 | PA      | $700914.78    | 0.13%             | 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        |     23424 | NS      | $6938423.04   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                        | Deutsche Post AG                                                                          | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |     49637 | NS      | $2718728.91   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                     | Iron Mountain, Inc.                                                                       | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     33632 | NS      | $2789774.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding LUX SARL                                | JBS USA Holding LUX SARL                                                                  | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    589000 | PA      | $615335.96    | 0.11%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                         | JH North America Holdings, Inc.                                                           | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71450.75     | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                         | JH North America Holdings, Inc.                                                           | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128319.62    | 0.02%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ivy Hill Middle Market Credit Fund VII Ltd.             | Ivy Hill Middle Market Credit Fund VII Ltd., Series 7A, Class AR3                         | CUSIP: 46602ABE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250534.50    | 0.05%             | 2036-10-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                    | JPMorgan Chase & Co.                                                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     13846 | NS      | $4461458.12   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust  | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2012-WLDN, Class A         | CUSIP: 46637TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469232 | PA      | $452808.61    | 0.08%             | 2030-05-05      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust              | JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class D                       | CUSIP: 46648KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $406082.38    | 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        |   1251182 | PA      | $1050085.59   | 0.19%             | 2051-08-25      | Variable      | 2.88%                 | 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        |    510000 | PA      | $462044.04    | 0.08%             | 2036-03-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                         | Jefferies Financial Group, Inc.                                                           | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137201.51    | 0.02%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                        | Jersey Central Power & Light Co.                                                          | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    700000 | PA      | $628786.63    | 0.11%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                       | Johnson & Johnson                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     13982 | NS      | $2893574.90   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                 | KeyCorp                                                                                   | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $200946.12    | 0.04%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                              | KeyBank NA                                                                                | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444072.07    | 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        |      2917 | NS      | $6026522.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kioxia Holdings Corp.                                   | Kioxia Holdings Corp.                                                                     | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    475000 | PA      | $488696.94    | 0.09%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                 | Bath & Body Works, Inc.                                                                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    615000 | PA      | $628774.16    | 0.11%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                               | Orange SA                                                                                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |    180471 | NS      | $3011671.17   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                   | Las Vegas Sands Corp.                                                                     | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563912.33    | 0.10%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lazard, Inc.                                            | Lazard, Inc.                                                                              | CUSIP: 52110M109<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |     65976 | NS      | $3203794.56   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                              | Allianz SE (Registered)                                                                   | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      6888 | NS      | $3159306.87   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG           | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                                | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      2634 | NS      | $1739436.51   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                         | Eli Lilly & Co.                                                                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2417 | NS      | $2597501.56   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                | Lloyds Banking Group plc                                                                  | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $371085.85    | 0.07%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| LOANDEPOT GMSR Master Trust                             | LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A                                     | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $679163.33    | 0.12%             | 2030-07-16      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                   | Lockheed Martin Corp.                                                                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      5840 | NS      | $2824632.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                          | M&T Bank Corp.                                                                            | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193068.92    | 0.03%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                                   | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             |  |  | US        |     62943 | NS      | $3359267.91   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                                   | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    730000 | PA      | $676111.44    | 0.12%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                         | MSC Industrial Direct Co., Inc., Class A                                                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     38793 | NS      | $3262491.30   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NYLI U.S. Government Liquidity Fund                     | NYLI U.S. Government Liquidity Fund                                                       | CUSIP: 56064L488<br>LEI: 549300Y3ZLEL13IJCK58 | Long             | STIV             | RF                | US        |  10013149 | NS      | $10013148.88  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                               | Sanofi SA                                                                                 | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     37857 | NS      | $3680175.28   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                              | Siemens AG (Registered)                                                                   | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |      8763 | NS      | $2460966.26   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                   | McCormick & Co., Inc. (Non-Voting)                                                        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     37254 | NS      | $2537369.94   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                        | McDonald's Corp.                                                                          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     10059 | NS      | $3074332.17   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                     | Deutsche Telekom AG (Registered)                                                          | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |    109763 | NS      | $3560420.49   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                       | Merck & Co., Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     24511 | NS      | $2580027.86   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                           | MetLife, Inc.                                                                             | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     47873 | NS      | $3779094.62   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                         | Microsoft Corp.                                                                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     15905 | NS      | $7691976.10   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                              | Microchip Technology, Inc.                                                                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     74823 | NS      | $4767721.56   | 0.86%             |  |  |  | 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        |    967936 | PA      | $746901.90    | 0.13%             | 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        |    349255 | PA      | $221810.77    | 0.04%             | 2058-08-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                           | Mill City Mortgage Loan Trust, Series 2018-4, Class B4                                    | CUSIP: 59980YAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    559347 | PA      | $348955.26    | 0.06%             | 2066-04-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                  | Mineral Resources Ltd.                                                                    | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    325000 | PA      | $338911.36    | 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        |    630000 | PA      | $688052.61    | 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        |     43755 | NS      | $2355331.65   | 0.42%             |  |  |  | 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        |    780000 | PA      | $440785.80    | 0.08%             | 2048-04-15      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust      | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D              | CUSIP: 61690QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116367 | PA      | $113051.63    | 0.02%             | 2050-07-15      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                            | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    885000 | PA      | $778192.34    | 0.14%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                            | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    645000 | PA      | $578474.01    | 0.10%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust, Series 2018-H3, Class D                                   | CUSIP: 61767YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $473044.88    | 0.09%             | 2051-07-15      | Fixed         | 3.00%                 | 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        |    300000 | PA      | $288759.30    | 0.05%             | 2038-12-15      | Floating      | 5.03%                 | 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        |    545000 | PA      | $551730.31    | 0.10%             | 2049-10-25      | Floating      | 9.49%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust         | Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class CE                 | CUSIP: 62548QAF8<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $744960.67    | 0.13%             | 2050-03-25      | Floating      | 11.49%                | 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        |    480000 | PA      | $480639.26    | 0.09%             | 2055-05-25      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC, First Lien Facility Advance Term Loan Q                         | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    710000 | PA      | $710887.50    | 0.13%             | 2029-01-31      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                        | NRG Energy, Inc.                                                                          | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    525000 | PA      | $530339.25    | 0.10%             | 2034-01-15      | Fixed         | 5.75%                 | 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        |    685000 | PA      | $601978.41    | 0.11%             | 2035-12-15      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| TruGreen Ltd. Partnership                               | TruGreen Ltd. Partnership, First Lien Term Loan B                                         | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    305684 | PA      | $298933.14    | 0.05%             | 2027-11-02      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                   | National Fuel Gas Co.                                                                     | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    450000 | PA      | $410522.56    | 0.07%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust            | Natixis Commercial Mortgage Securities Trust, Series 2020-2PAC, Class AMZ1                | CUSIP: 63875DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735000 | PA      | $634662.36    | 0.11%             | 2037-01-15      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NetApp, Inc.                                            | NetApp, Inc.                                                                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     28600 | NS      | $3062774.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevada Power Co.                                        | Nevada Power Co., Series GG                                                               | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231219.47    | 0.04%             | 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 A1                           | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $296351.34    | 0.05%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                  | New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class B1                           | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $156453.34    | 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        |    395833 | PA      | $396451.62    | 0.07%             | 2027-12-06      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                     | Nexstar Media, Inc.                                                                       | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    555000 | PA      | $550973.36    | 0.10%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                    | NextEra Energy, Inc.                                                                      | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     41895 | NS      | $3363330.60   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP               | XPLR Infrastructure Operating Partners LP                                                 | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    316000 | PA      | $311840.62    | 0.06%             | 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        |    425000 | PA      | $435459.68    | 0.08%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                          | NiSource, Inc.                                                                            | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     61587 | NS      | $2571873.12   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                         | Nissan Motor Acceptance Co. LLC                                                           | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1317276.95   | 0.24%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| NHK Spring Co. Ltd.                                     | NHK Spring Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 35380033IJ3XRDV8VH57       | Long             | EC               | CORP              | JP        |     27800 | NS      | $447612.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                            | Nutrien Ltd.                                                                              | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     44954 | NS      | $2774560.88   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| OCP CLO Ltd.                                            | OCP CLO Ltd., Series 2017-14A, Class A1R                                                  | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350601.30    | 0.06%             | 2037-07-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                               | OBX Trust, Series 2025-R1, Class A1                                                       | CUSIP: 67123GAC9<br>LEI: 254900UIO03AL696QM79 | Long             | ABS-MBS          | CORP              | US        |    412655 | PA      | $412034.89    | 0.07%             | 2062-09-25      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                               | OBX Trust, Series 2025-J3, Class AF                                                       | CUSIP: 67449KAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643177 | PA      | $643064.10    | 0.12%             | 2055-10-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Ohio Power Co.                                          | Ohio Power Co., Series R                                                                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    420000 | PA      | $258848.91    | 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        |     28481 | NS      | $2299840.75   | 0.41%             |  |  |  | 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        |    400000 | PA      | $399400.68    | 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        |     26332 | NS      | $1935402.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                             | ONEOK, Inc.                                                                               | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265257.11    | 0.05%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                             | ONEOK, Inc.                                                                               | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395833.79    | 0.07%             | 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        |    415000 | PA      | $436642.02    | 0.08%             | 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        |    375000 | PA      | $385093.13    | 0.07%             | 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        |    102200 | NS      | $2186244.20   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Owl Rock CLO XX LLC                                     | Owl Rock CLO XX LLC, Series 2024-20A, Class C                                             | CUSIP: 69122LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248267.50    | 0.04%             | 2034-10-24      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp                                              | PacifiCorp                                                                                | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270100.46    | 0.05%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                   | Astellas Pharma, Inc.                                                                     | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |    182400 | NS      | $2437047.68   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                    | Paraguay Government Bond                                                                  | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    685000 | PA      | $708443.23    | 0.13%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Paychex, Inc.                                           | Paychex, Inc.                                                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     16397 | NS      | $1839415.46   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                  | AXA SA                                                                                    | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     54738 | NS      | $2634878.88   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                             | Novartis AG (Registered)                                                                  | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     29755 | NS      | $4110302.20   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                        | Roche Holding AG                                                                          | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      5694 | NS      | $2353148.35   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                               | Nestle SA (Registered)                                                                    | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     18589 | NS      | $1847624.28   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                             | Equinor ASA                                                                               | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     81477 | NS      | $1926242.52   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                           | PepsiCo, Inc.                                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     13933 | NS      | $1999664.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Perenti Finance Pty. Ltd.                               | Perenti Finance Pty. Ltd.                                                                 | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |    365000 | PA      | $379599.35    | 0.07%             | 2029-04-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Pfizer, Inc.                                            | Pfizer, Inc.                                                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     74076 | NS      | $1844492.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                       | Philip Morris International, Inc.                                                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     24260 | NS      | $3891304.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                             | Pinnacle West Capital Corp.                                                               | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     21328 | NS      | $1891793.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                | Snam SpA                                                                                  | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |    390908 | NS      | $2597029.01   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                     | Post Holdings, Inc.                                                                       | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    257000 | PA      | $250257.44    | 0.05%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                     | Post Holdings, Inc.                                                                       | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109025.39    | 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        |    330000 | PA      | $346500.20    | 0.06%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                          | Public Service Co. of Oklahoma                                                            | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205235.06    | 0.04%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quad/Graphics, Inc.                                     | Quad/Graphics, Inc.                                                                       | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |         6 | NS      | $37.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                                 | Qnity Electronics, Inc.                                                                   | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255611.50    | 0.05%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | 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        |   1103169 | PA      | $922583.89    | 0.17%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                     | RCKT Mortgage Trust, Series 2024-CES5, Class A1A                                          | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331148 | PA      | $334395.52    | 0.06%             | 2044-08-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| RIN V LLC                                               | RIN V LLC, Series 2023-2A, Class A1R                                                      | CUSIP: 74970TAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $449296.20    | 0.08%             | 2036-10-14      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust                                              | ROCK Trust, Series 2024-CNTR, Class E                                                     | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $638447.34    | 0.11%             | 2041-11-13      | Fixed         | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 25 Ltd.                                         | Rad CLO 25 Ltd., Series 2024-25A, Class A1                                                | CUSIP: 75009GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    250000 | PA      | $250721.00    | 0.05%             | 2037-07-20      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                     | Rakuten Group, Inc.                                                                       | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    470000 | PA      | $525676.39    | 0.09%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                               | RTX Corp.                                                                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     16644 | NS      | $3052509.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                     | Realty Income Corp.                                                                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     30859 | NS      | $1739521.83   | 0.31%             |  |  |  | No            |                  1 | 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        |    350000 | PA      | $350658.70    | 0.06%             | 2037-07-17      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                 | Regatta 30 Funding Ltd., Series 2024-4A, Class B                                          | CUSIP: 75903UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401199.20    | 0.07%             | 2038-01-25      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corp.                                 | Regions Financial Corp.                                                                   | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     84833 | NS      | $2298974.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International, Inc.                   | Restaurant Brands International, Inc.                                                     | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     48422 | NS      | $3303833.06   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Holdings LLC                                      | Sally Holdings LLC                                                                        | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $151426.18    | 0.03%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Santander Holdings USA, Inc.                            | Santander Holdings USA, Inc.                                                              | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    340000 | PA      | $354293.45    | 0.06%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                 | Sasol Financing USA LLC                                                                   | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659895.52    | 0.12%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                   | DIRECTV Financing LLC, First Lien 2024 Refinancing Term Loan B                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    481429 | PA      | $482707.25    | 0.09%             | 2029-08-02      | Variable      | 9.35%                 | 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        |   3675894 | NS      | $3675894.50   | 0.66%             |  |  |  | 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        |    270000 | PA      | $270709.29    | 0.05%             | 2037-07-18      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Silver Point SCF CLO IV Ltd.                            | Silver Point SCF CLO IV Ltd., Series 2021-1A, Class A2R                                   | CUSIP: 82809JAE9<br>LEI: 549300JT1NOSMVUW1B50 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251065.75    | 0.05%             | 2036-10-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                   | Delta Air Lines, Inc.                                                                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $905465.66    | 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        |    500000 | PA      | $498267.44    | 0.09%             | 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        |    810000 | PA      | $774228.29    | 0.14%             | 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        |    395000 | PA      | $392549.22    | 0.07%             | 2026-05-26      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                          | Southern California Edison Co.                                                            | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    520000 | PA      | $389946.16    | 0.07%             | 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        |    165000 | PA      | $153130.38    | 0.03%             | 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        |    325000 | PA      | $265429.53    | 0.05%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                           | Starwood Property Trust, Inc.                                                             | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    415000 | PA      | $412421.61    | 0.07%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                | Studio City Finance Ltd.                                                                  | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    505000 | PA      | $487606.76    | 0.09%             | 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        |    485100 | PA      | $491766.87    | 0.09%             | 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        |    495000 | PA      | $490782.50    | 0.09%             | 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        |    115000 | PA      | $104003.05    | 0.02%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                     | Suzano Austria GmbH                                                                       | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    625000 | PA      | $589743.73    | 0.11%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                     | Synchrony Financial                                                                       | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487017.64    | 0.09%             | 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        |     23115 | NS      | $7024417.35   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                             | Terex Corp.                                                                               | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    425000 | PA      | $436029.18    | 0.08%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV          | Teva Pharmaceutical Finance Netherlands III BV                                            | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $330843.15    | 0.06%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO Ltd.                             | Texas Debt Capital CLO Ltd., Series 2024-2A, Class B                                      | CUSIP: 88238EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250790.50    | 0.05%             | 2037-01-24      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                 | Texas Instruments, Inc.                                                                   | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     27547 | NS      | $4779129.03   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Financial Corp.                                 | Textron Financial Corp.                                                                   | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |    565000 | PA      | $509158.26    | 0.09%             | 2042-02-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Toro Co. (The)                                          | Toro Co. (The)                                                                            | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     36504 | NS      | $2873594.88   | 0.52%             |  |  |  | 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        |    452415 | PA      | $320244.87    | 0.06%             | 2057-06-25      | Variable      | 2.47%                 | Yes           |                  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        |    840000 | PA      | $729310.71    | 0.13%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                  | Truist Financial Corp.                                                                    | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     46239 | NS      | $2275421.19   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Trust 2401                                              | Trust 2401                                                                                | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    416000 | PA      | $460304.00    | 0.08%             | 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        |    475000 | PA      | $527107.50    | 0.09%             | 2034-02-13      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                            | UBS Group AG                                                                              | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    620000 | PA      | $568581.91    | 0.10%             | 2031-02-10      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                            | UBS Group AG                                                                              | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    160000 | PA      | $161294.00    | 0.03%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust, Series 2018-C10, Class D                                   | CUSIP: 90276FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $317388.88    | 0.06%             | 2051-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust, Series 2019-C16, Class AS                                  | CUSIP: 90276YAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $247940.99    | 0.04%             | 2052-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust, Series 2018-C9, Class C                                    | CUSIP: 90291JBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $500558.37    | 0.09%             | 2051-03-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                            | U.S. Bancorp                                                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     59619 | NS      | $3181269.84   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| USB Realty Corp.                                        | USB Realty Corp.                                                                          | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $278561.15    | 0.05%             | 2027-01-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                      | United Airlines Pass-Through Trust, Series 2020-1, Class A                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289050 | PA      | $296377.50    | 0.05%             | 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        |     19997 | NS      | $1983502.43   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                       | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1675000 | PA      | $1613757.81   | 0.29%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Bonds                                                                       | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5995000 | PA      | $5858239.06   | 1.05%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                       | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1005000 | PA      | $1003979.30   | 0.18%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                       | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3695000 | PA      | $3679411.72   | 0.66%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                       | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1085000 | PA      | $1085254.30   | 0.20%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                       | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2010000 | PA      | $1987701.56   | 0.36%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                                                       | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2217656.25   | 0.40%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                      | Vail Resorts, Inc.                                                                        | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     12903 | NS      | $1713518.40   | 0.31%             |  |  |  | No            |                  1 | 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        |    445000 | PA      | $435936.24    | 0.08%             | 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        |    510000 | PA      | $527466.99    | 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        |     58310 | NS      | $2374966.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                   | VICI Properties, Inc.                                                                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     68483 | NS      | $1925741.96   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Beach Acquisition Bidco LLC                             | Beach Acquisition Bidco LLC, First Lien Tranche Term Loan B1                              | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    200000 | PA      | $201416.60    | 0.04%             | 2032-09-13      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                         | Virginia Electric and Power Co.                                                           | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    435000 | PA      | $273608.59    | 0.05%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                               | Vistra Operations Co. LLC                                                                 | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316026.07    | 0.06%             | 2032-04-15      | Fixed         | 6.88%                 | 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        |    600000 | PA      | $510000.00    | 0.09%             | 2035-06-05      | Variable      | 3.52%                 | 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        |    315000 | PA      | $314414.92    | 0.06%             | 2040-03-15      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Walmart, Inc.                                           | Walmart, Inc.                                                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     17924 | NS      | $1996912.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                            | Watsco, Inc.                                                                              | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      5478 | NS      | $1845812.10   | 0.33%             |  |  |  | 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        |    310000 | PA      | $235920.01    | 0.04%             | 2059-01-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                       | Wells Fargo & Co.                                                                         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    390000 | PA      | $364001.36    | 0.07%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class D                           | CUSIP: 95000XAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $248195.81    | 0.04%             | 2050-09-15      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class D                           | CUSIP: 95001LAC6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $112542.24    | 0.02%             | 2051-03-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2022-ONL, Class E                           | CUSIP: 95003WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $488731.70    | 0.09%             | 2039-12-15      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Western Alliance Bank                                   | Western Alliance Bank                                                                     | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305669.09    | 0.06%             | 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        |    630000 | PA      | $539311.59    | 0.10%             | 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        |    533000 | PA      | $481175.52    | 0.09%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                 | Windstream Services LLC                                                                   | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348536.68    | 0.06%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP               | XPLR Infrastructure Operating Partners LP                                                 | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    295000 | PA      | $309641.15    | 0.06%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Zayo Issuer LLC                                         | Zayo Issuer LLC, Series 2025-1A, Class B                                                  | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $645884.15    | 0.12%             | 2055-03-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC, Series 2025-2A, Class B                                                  | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $428047.97    | 0.08%             | 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        |    181901 | NS      | $1934206.34   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                        | TotalEnergies SE                                                                          | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     29222 | NS      | $1909054.79   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                | Vinci SA                                                                                  | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |     13723 | NS      | $1936078.71   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group plc                             | Reckitt Benckiser Group plc                                                               | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     23616 | NS      | $1910627.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd.                                          | AIA Group Ltd.                                                                            | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |    245000 | NS      | $2515258.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro plc                                               | Segro plc                                                                                 | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |    196702 | NS      | $1910100.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Croda International plc                                 | Croda International plc                                                                   | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |     47152 | NS      | $1712902.61   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Energean Israel Finance Ltd.                            | Energean Israel Finance Ltd.                                                              | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     65000 | PA      | $64106.58     | 0.01%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Uruguay Government Bond                                 | Uruguay Government Bond                                                                   | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  15160000 | PA      | $433974.65    | 0.08%             | 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        |    290000 | PA      | $250588.41    | 0.05%             | 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        |    117239 | NS      | $2883299.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders plc                                           | Schroders plc                                                                             | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |    339923 | NS      | $1864870.78   | 0.34%             |  |  |  | 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        |     51777 | NS      | $1722616.23   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Star Holding IX Ltd.                              | Alpha Star Holding IX Ltd.                                                                | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |    210000 | PA      | $214940.08    | 0.04%             | 2028-08-26      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Unilever plc                                            | Unilever plc                                                                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     29567 | NS      | $1936745.84   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                    | Infrastrutture Wireless Italiane SpA                                                      | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |    209437 | NS      | $1940815.53   | 0.35%             |  |  |  | No            |                  2 | On Loan: —       |
| BAWAG Group AG                                          | BAWAG Group AG                                                                            | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |     18748 | NS      | $2818124.05   | 0.51%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Canadian Dollar                                         | Canadian Dollar                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CA        |        -0 | OU      | $-0.05        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                             | Swiss Franc                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CH        |        -0 | OU      | $-0.01        | -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        |       112 | NC      | $14319.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                    | EURO                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |       405 | OU      | $476.35       | 0.00%             |  |  |  | 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        |        11 | NC      | $-56948.65    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 5 Year Notes                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -26 | NC      | $1162.33      | 0.00%             |  |  |  | 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        |     42587 | NS      | $3862640.90   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                         | Eaton Corp. plc                                                                           | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      5451 | NS      | $1736198.01   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Avianca Midco 2 plc                                     | Avianca Midco 2 plc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    425000 | PA      | $426445.00    | 0.08%             | 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        |      6393 | NS      | $2725911.27   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                           | Medtronic plc                                                                             | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     32870 | NS      | $3157492.20   | 0.57%             |  |  |  | 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        |    275000 | PA      | $290178.63    | 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        |     25778 | OU      | $34747.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yen                                                     | Yen                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |    135883 | OU      | $867.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Won                                                     | Won                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | KR        |       -19 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | MSCI EAFE Index                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        39 | NC      | $3619.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | Yen Denominated Nikkei 225 Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        92 | NC      | $-73120.25    | -0.01%            |  |  |  | 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        |    500000 | PA      | $557535.00    | 0.10%             | 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      | $216004.55    | 0.04%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Samarco Mineracao SA                                    | Samarco Mineracao SA                                                                      | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |    209101 | PA      | $211809.90    | 0.04%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Total Play Telecomunicaciones SA de CV                  | Total Play Telecomunicaciones SA de CV                                                    | CUSIP: N/A<br>LEI: 4469000001BSAPAMOQ06       | Long             | DBT              | CORP              | MX        |    200000 | PA      | $191860.00    | 0.03%             | 2032-12-31      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| N/A                                                     | U.S. Treasury 2 Year Notes                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -14 | NC      | $1718.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 10 Year Notes                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        78 | NC      | $-69243.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury Long Bonds                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        65 | NC      | $-101717.85   | -0.02%            |  |  |  | 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        |        25 | NC      | $-26581.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | Euro STOXX 50 Index                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        80 | NC      | $50883.14     | 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        |        91 | NC      | $-244037.27   | -0.04%            |  |  |  | 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        |    450000 | PA      | $450090.90    | 0.08%             | 2048-04-11      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | FTSE 100 Index                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -71 | NC      | $-149958.76   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Jack Benintende

**Name of Signer:** Jack Benintende

**Title:** Treasurer