# EDGAR Filing Document

**Accession Number:** 0001469192
**File Stem:** 0002071691-26-014930
**Filing Date:** 2026-6
**Character Count:** 269135
**Document Hash:** c717cc91d3232b0e39ba49d2777d4748
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014930.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002071691-26-014930

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEW YORK LIFE INVESTMENTS FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001469192

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22321
- **FILM NUMBER:** 261119764

**BUSINESS ADDRESS:**
- **STREET 1:** 51 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 212 576 7000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAINSTAY FUNDS TRUST
- **DATE OF NAME CHANGE:** 20090728

## Series and Classes Contracts Data

### NYLI MacKay Total Return Bond Fund (Series ID: S000028537)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000087373 | Investor Class | MTMNX           |
| C000087374 | Class A        | MTMAX           |
| C000087376 | Class C        | MTMCX           |
| C000087377 | Class I        | MTMIX           |
| C000127150 | Class R6       | MTRDX           |
| C000221666 | SIMPLE Class   | MTMSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-22321

- **c. CIK number of Registrant:** 0001469192

- **d. LEI of Registrant:** 549300SQRLBSUG7RD002

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

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

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

- **a. Name of Series:** NYLI MacKay Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000028537

- **c. LEI of Series:** 549300F3C2BWGPG60278

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $621983995.93

**Total Liabilities:** $15344074.73

**Net Assets:** $606639921.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -123.86000000 | **1-Year:** -4593.87000000 | **5-Year:** -29037.75000000 | **10-Year:** -71089.16000000 | **30-Year:** -116888.28000000

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

- **3-Month:** -2450.88000000 | **1-Year:** -6470.19000000 | **5-Year:** -48889.96000000 | **10-Year:** -39864.23000000 | **30-Year:** -31032.31000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087373 | 1.71%                | -1.97%               | 0.36%                |
| Class ID C000087374 | 1.85%                | -1.96%               | 0.28%                |
| Class ID C000087376 | 1.66%                | -2.04%               | 0.30%                |
| Class ID C000087377 | 1.77%                | -1.93%               | 0.42%                |
| Class ID C000127150 | 1.77%                | -1.82%               | 0.31%                |
| Class ID C000221666 | 1.72%                | -1.96%               | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-195192.39              | $6556899.78                                |
| Month 2  | $-390275.29              | $-13603457.80                              |
| Month 3  | $-864667.53              | $315266.79                                 |

**Designated Index Information**

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

- **Index Identifier:** LEH__LHMN0001

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      395000 | PA      | $379781.31    | 0.06%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                        | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1060946.15   | 0.17%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                        | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      780000 | PA      | $752379.07    | 0.12%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARZ Trust                                                                        | ARZ Trust, Series 2024-BILT, Class E                                              | CUSIP: 00218TAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      851000 | PA      | $872161.82    | 0.14%             | 2039-06-11      | Fixed         | 7.49%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      860000 | PA      | $860584.03    | 0.14%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                               | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $990522.19    | 0.16%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                               | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1015194.35   | 0.17%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                    | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      750000 | PA      | $749588.15    | 0.12%             | 2030-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                             | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      970000 | PA      | $943080.95    | 0.16%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                                                   | Bread Financial Holdings, Inc.                                                    | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1179998.82   | 0.19%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc., Series C                                                    | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      520000 | PA      | $500284.98    | 0.08%             | 2028-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      945000 | PA      | $939178.02    | 0.15%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc., Series D                                                    | CUSIP: 02005NCB4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1164082.91   | 0.19%             | 2031-08-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                               | Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class G                        | CUSIP: 02007G5K5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      653576 | PA      | $656349.20    | 0.11%             | 2033-06-15      | Fixed         | 10.22%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                               | Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class F                        | CUSIP: 02007G6T5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      994866 | PA      | $992554.72    | 0.16%             | 2033-09-15      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                    | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      900000 | PA      | $886132.78    | 0.15%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                    | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      615000 | PA      | $598352.98    | 0.10%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1628411.27   | 0.27%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      920000 | PA      | $918965.99    | 0.15%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                  | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      960000 | PA      | $944871.12    | 0.16%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2016-2, Class A                      | CUSIP: 023764AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1169000 | PA      | $1133665.69   | 0.19%             | 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 AA                     | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      910472 | PA      | $852460.37    | 0.14%             | 2032-02-15      | Fixed         | 3.15%                 | 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        |      543831 | PA      | $531872.46    | 0.09%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                               | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1152936.02   | 0.19%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                     | American Credit Acceptance Receivables Trust, Series 2026-2, Class D              | CUSIP: 02528FAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1530000 | PA      | $1522919.93   | 0.25%             | 2032-06-08      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                      | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1008814.98   | 0.17%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                 | AmeriTex HoldCo Intermediate LLC                                                  | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      855000 | PA      | $888763.10    | 0.15%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      450000 | PA      | $430090.56    | 0.07%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                    | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      125000 | PA      | $117084.88    | 0.02%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                           | Antero Resources Corp.                                                            | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      560000 | PA      | $550004.00    | 0.09%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Antares CLO Ltd.                                                                 | Antares CLO Ltd., Series 2026-1A, Class B                                         | CUSIP: 03690FAC9<br>LEI: 25490076YIYK8A2W5U10 | Long             | ABS-CBDO         | CORP              | KY        |      800000 | PA      | $800424.80    | 0.13%             | 2039-04-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Arcos Dorados BV                                                                 | Arcos Dorados BV                                                                  | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |      970000 | PA      | $1014620.00   | 0.17%             | 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        |      400000 | PA      | $399805.60    | 0.07%             | 2037-01-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                        | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $878856.95    | 0.14%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                        | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1309966.32   | 0.22%             | 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        |      640000 | PA      | $630959.41    | 0.10%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Aspire Mortgage Trust                                                            | Aspire Mortgage Trust, Series 2026-1, Class A1                                    | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1253410 | PA      | $1245862.38   | 0.21%             | 2066-01-25      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      491000 | PA      | $488849.74    | 0.08%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1740000 | PA      | $1719943.79   | 0.28%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      665000 | PA      | $653229.55    | 0.11%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     2055000 | PA      | $1982068.77   | 0.33%             | 2033-04-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-C2, Class D                                     | CUSIP: 05491UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650000 | PA      | $534369.49    | 0.09%             | 2051-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                       | BAMLL Commercial Mortgage Securities Trust, Series 2016-ISQ, Class A              | CUSIP: 05523GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1615000 | PA      | $1340482.30   | 0.22%             | 2034-08-14      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| BCC Middle Market CLO LLC                                                        | BCC Middle Market CLO LLC, Series 2025-1A, Class A1                               | CUSIP: 05555YAA1<br>LEI: 254900QLKY6UDXZ5DZ03 | Long             | ABS-CBDO         | CORP              | US        |      610000 | PA      | $608524.41    | 0.10%             | 2037-07-17      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                    | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      745000 | PA      | $686195.21    | 0.11%             | 2031-02-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                           | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      410000 | PA      | $429017.71    | 0.07%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                           | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1250000 | PA      | $1236178.53   | 0.20%             | 2032-01-13      | Variable      | 4.76%                 | 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        |      820000 | PA      | $857110.25    | 0.14%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  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        |     1068000 | PA      | $987901.50    | 0.16%             | 2033-03-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-BRBK, Class D                           | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      935000 | PA      | $930979.41    | 0.15%             | 2041-10-15      | Floating      | 9.63%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-VLT5, Class E                           | CUSIP: 05614JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1475000 | PA      | $1541058.32   | 0.25%             | 2046-11-13      | Variable      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-LIFE, Class A                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1330000 | PA      | $1327953.80   | 0.22%             | 2047-06-13      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| BXDL Static CLO LLC                                                              | BXDL Static CLO LLC, Series 2025-1A, Class A1                                     | CUSIP: 05617FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      672772 | PA      | $672761.81    | 0.11%             | 2035-07-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2026-VLT9, Class D                           | CUSIP: 05618UAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1396937.50   | 0.23%             | 2045-03-15      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-ARIA, Class C                                               | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1605000 | PA      | $1609901.51   | 0.27%             | 2042-12-13      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BOFAS Re-REMIC Trust                                                             | BOFAS Re-REMIC Trust, Series 2026-FRR8, Class B746                                | CUSIP: 05620FBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      960000 | PA      | $879440.16    | 0.14%             | 2054-04-27      | Variable      | 2.49%                 | Yes           |                  2 | On Loan: No      |
| BOFAS Re-REMIC Trust                                                             | BOFAS Re-REMIC Trust, Series 2026-FRR8, Class C746                                | CUSIP: 05620FBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $637833.28    | 0.11%             | 2054-04-27      | Variable      | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2021-6A, Class DR                            | CUSIP: 05684PAU0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $338744.00    | 0.06%             | 2034-10-21      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1167061.60   | 0.19%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand  | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |      830000 | PA      | $853447.50    | 0.14%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                             | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1158708.97   | 0.19%             | 2032-02-06      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      755000 | PA      | $699154.27    | 0.12%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                             | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1113547.18   | 0.18%             | 2037-04-23      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                      | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1760000 | PA      | $1701038.24   | 0.28%             | 2028-03-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                      | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      390000 | PA      | $397000.35    | 0.07%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                      | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      520000 | PA      | $505355.57    | 0.08%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                                          | Bayview Opportunity Master Fund VII LLC, Series 2024-EDU1, Class D                | CUSIP: 07336PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1068439 | PA      | $1081539.32   | 0.18%             | 2047-06-25      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                         | Belrose Funding Trust II                                                          | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $731795.56    | 0.12%             | 2055-05-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B9, Class C                                 | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1105000 | PA      | $974692.10    | 0.16%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B11, Class A5                               | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      625000 | PA      | $604004.00    | 0.10%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2018-B6, Class D                                 | CUSIP: 08162CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      630000 | PA      | $479564.57    | 0.08%             | 2051-10-10      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class A                          | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1020000 | PA      | $1012762.79   | 0.17%             | 2042-10-10      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1465632.29   | 0.24%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                                   | Boston Gas Co.                                                                    | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      505000 | PA      | $472570.28    | 0.08%             | 2032-03-16      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2024-NQM8, Class A1A                      | CUSIP: 10571DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      459057 | PA      | $452063.00    | 0.07%             | 2053-08-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                    | Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class E             | CUSIP: 107927AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1345000 | PA      | $1331894.99   | 0.22%             | 2033-02-15      | Fixed         | 6.63%                 | Yes           |                  2 | 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        |     1458656 | PA      | $1344755.97   | 0.22%             | 2035-03-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                                     | Brooklyn Union Gas Co. (The)                                                      | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |      725000 | PA      | $770953.15    | 0.13%             | 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        |      640000 | PA      | $638400.00    | 0.11%             | 2044-07-15      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                   | CAMB Commercial Mortgage Trust, Series 2021-CX2, Class D                          | CUSIP: 12477BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $779889.30    | 0.13%             | 2046-11-10      | Variable      | 2.86%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2017-CD4, Class D                                       | CUSIP: 12515DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1150000 | PA      | $931625.70    | 0.15%             | 2050-05-10      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                                  | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1485600 | PA      | $1236556.53   | 0.20%             | 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        |      700846 | PA      | $570738.40    | 0.09%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class D                          | CUSIP: 12531YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      895000 | PA      | $868516.95    | 0.14%             | 2058-05-10      | Variable      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust, Series 2019-INV1, Class B4                                             | CUSIP: 12555DAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1024264 | PA      | $963074.94    | 0.16%             | 2049-02-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust, Series 2021-J2, Class AS                                               | CUSIP: 12564ECM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    27477661 | PA      | $337513.61    | 0.06%             | 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        |      568838 | PA      | $361217.78    | 0.06%             | 2047-11-10      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2016-DC2, Class D                               | CUSIP: 12594CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1208000 | PA      | $1102879.84   | 0.18%             | 2049-02-10      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2013-CR6, Class D                               | CUSIP: 12624XAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      890000 | PA      | $826361.53    | 0.14%             | 2046-03-10      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | COMM Mortgage Trust, Series 2020-CX, Class D                                      | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1035000 | PA      | $800661.10    | 0.13%             | 2046-11-10      | Variable      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      657000 | PA      | $685080.24    | 0.11%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                                             | Cantor Fitzgerald LP                                                              | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |      635000 | PA      | $662905.88    | 0.11%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                       | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      130000 | PA      | $134793.34    | 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        |      390000 | PA      | $378195.23    | 0.06%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                       | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1709470.44   | 0.28%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                                  | CarMax Select Receivables Trust, Series 2025-B, Class D                           | CUSIP: 14320BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1180000 | PA      | $1184007.99   | 0.20%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Cascades, Inc.                                                                   | Cascades, Inc.                                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1171484.00   | 0.19%             | 2030-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                          | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      780000 | PA      | $843326.64    | 0.14%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                              | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | PA      | $828344.26    | 0.14%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                             | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1028146.45   | 0.17%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                              | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $960846.93    | 0.16%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust, Series 2025-NR1, Class A1                                              | CUSIP: 17181YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      577959 | PA      | $573856.98    | 0.09%             | 2064-06-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Citadel Finance LLC                                                              | Citadel Finance LLC                                                               | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      725000 | PA      | $731090.73    | 0.12%             | 2030-02-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2025-4, Class A2                            | CUSIP: 17332NAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      545136 | PA      | $542601.71    | 0.09%             | 2055-10-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                    | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1362607.25   | 0.22%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                    | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1710173.64   | 0.28%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      830000 | PA      | $788531.36    | 0.13%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1100756.04   | 0.18%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                                  | Cogent Communications Group LLC                                                   | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1136003.75   | 0.19%             | 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        |     1485000 | PA      | $1262250.00   | 0.21%             | 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        |     1080000 | PA      | $1137780.00   | 0.19%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Columbia Pipelines Operating Co. LLC                                             | Columbia Pipelines Operating Co. LLC                                              | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $463259.28    | 0.08%             | 2055-02-15      | Fixed         | 5.96%                 | 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        |      995000 | PA      | $936278.68    | 0.15%             | 2033-09-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                          | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      830000 | PA      | $829706.82    | 0.14%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M2                   | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      535000 | PA      | $559218.17    | 0.09%             | 2043-04-25      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M2                   | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $616473.42    | 0.10%             | 2043-09-25      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1B1                  | CUSIP: 20753VBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1805000 | PA      | $1874549.00   | 0.31%             | 2040-02-25      | Floating      | 10.51%                | 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        |     1015000 | PA      | $1058929.20   | 0.17%             | 2042-01-25      | Floating      | 11.30%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1B2                   | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1075000 | PA      | $1104981.75   | 0.18%             | 2041-12-25      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2019-HRP1, Class B1                   | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |     1758218 | PA      | $1828878.33   | 0.30%             | 2039-11-25      | Floating      | 13.01%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1B1                   | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $549945.50    | 0.09%             | 2045-02-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2B1                   | CUSIP: 20754XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      920000 | PA      | $920579.60    | 0.15%             | 2044-07-25      | Floating      | 5.65%                 | 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        |      610000 | PA      | $607334.30    | 0.10%             | 2045-01-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                 | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1105000 | PA      | $1097154.50   | 0.18%             | 2037-01-30      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc.                                                                        | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      985000 | PA      | $954016.83    | 0.16%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                      | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1070000 | PA      | $983356.50    | 0.16%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                      | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1035000 | PA      | $1022329.72   | 0.17%             | 2030-04-10      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                      | CUSIP: 225401BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      920000 | PA      | $902142.57    | 0.15%             | 2037-08-10      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                                                             | DBUBS Mortgage Trust, Series 2011-LC3A, Class PM2                                 | CUSIP: 23305YAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $512487.50    | 0.08%             | 2044-05-10      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1076496.86   | 0.18%             | 2032-04-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer II LLC                                                           | DataBank Issuer II LLC, Series 2025-1A, Class A2                                  | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      505000 | PA      | $497214.72    | 0.08%             | 2055-09-27      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                     | Dell Equipment Finance Trust, Series 2026-1A, Class D                             | CUSIP: 246921AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1040000 | PA      | $1041599.73   | 0.17%             | 2032-11-22      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                            | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $395566.83    | 0.07%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                  | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      585000 | PA      | $543620.66    | 0.09%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                  | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      890000 | PA      | $809335.23    | 0.13%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                  | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1390000 | PA      | $1367452.60   | 0.23%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                  | CUSIP: 25160PAS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1498326.47   | 0.25%             | 2032-04-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO 5 Ltd.                                                      | Diameter Capital CLO 5 Ltd., Series 2023-5A, Class A1R                            | CUSIP: 25255RAL3<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-CBDO         | CORP              | KY        |      725000 | PA      | $726087.50    | 0.12%             | 2039-01-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| DLIC Re-REMIC Trust                                                              | DLIC Re-REMIC Trust, Series 2025-FRR1, Class C104                                 | CUSIP: 255928BA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1520000 | PA      | $1285628.01   | 0.21%             | 2052-12-27      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                            | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      845000 | PA      | $842021.27    | 0.14%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                 | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1183684.97   | 0.20%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                              | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      990000 | PA      | $972325.60    | 0.16%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                              | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1000284.68   | 0.16%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                              | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      390000 | PA      | $402300.60    | 0.07%             | 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        |      527000 | PA      | $484131.61    | 0.08%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc.                                                                | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      560000 | PA      | $574876.59    | 0.09%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                       | Evergy Missouri West, Inc.                                                        | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |      415000 | PA      | $409384.30    | 0.07%             | 2035-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2022-2A, Class E                      | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1295000 | PA      | $1252909.52   | 0.21%             | 2029-10-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust, Series 2025-4A, Class E                      | CUSIP: 30167KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1604377.44   | 0.26%             | 2033-04-15      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust, Series 2026-ESH2, Class B                            | CUSIP: 30227WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1090724 | PA      | $1093450.79   | 0.18%             | 2043-02-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      505000 | PA      | $463698.13    | 0.08%             | 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        |      727973 | PA      | $561377.72    | 0.09%             | 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        |     2062773 | PA      | $201920.56    | 0.03%             | 2043-08-15      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 30 Year                                                                | CUSIP: 3132DQXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      594824 | PA      | $601776.62    | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 30 Year                                                                | CUSIP: 3132DUQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1029619 | PA      | $1040418.32   | 0.17%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 30 Year                                                                | CUSIP: 3132DUT49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1207434 | PA      | $1224635.56   | 0.20%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 30 Year                                                                | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1916539 | PA      | $1542721.40   | 0.25%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 30 Year                                                                | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      875384 | PA      | $766947.42    | 0.13%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 30 Year                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1819687 | PA      | $1596895.32   | 0.26%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 30 Year                                                                | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      580858 | PA      | $546098.61    | 0.09%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 30 Year                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1790858 | PA      | $1806468.72   | 0.30%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 30 Year                                                                | CUSIP: 3132DWKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      804527 | PA      | $794040.47    | 0.13%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 30 Year                                                                | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1496027 | PA      | $1474718.87   | 0.24%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 30 Year                                                                | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1434104 | PA      | $1441961.17   | 0.24%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Gold Pools, 30 Year                                                         | CUSIP: 3132FCJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      384505 | PA      | $356813.58    | 0.06%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Gold Pools, 30 Year                                                         | CUSIP: 3132FCKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1232916 | PA      | $1143596.47   | 0.19%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Gold Pools, 30 Year                                                         | CUSIP: 3132FCKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      632121 | PA      | $578788.42    | 0.10%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Gold Pools, Other                                                           | CUSIP: 3132H3RK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      652859 | PA      | $631231.25    | 0.10%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 20 Year                                                                | CUSIP: 3133KY6U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1175070 | PA      | $1145636.76   | 0.19%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Strips, Series 402                                                  | CUSIP: 3133Q3C33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      556618 | PA      | $465579.02    | 0.08%             | 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        |     1082253 | PA      | $111432.23    | 0.02%             | 2046-06-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, REMIC, Series 2020-57, Class LJ                                             | CUSIP: 3136BBCM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1540000 | PA      | $1171310.76   | 0.19%             | 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        |     1220652 | PA      | $144951.27    | 0.02%             | 2050-10-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, REMIC, Series 2021-3, Class TI                                              | CUSIP: 3136BDR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1522797 | PA      | $252123.81    | 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        |     1495770 | PA      | $320430.19    | 0.05%             | 2051-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, REMIC, Series 2021-12, Class GC                                             | CUSIP: 3136BFHM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1214283 | PA      | $1099928.82   | 0.18%             | 2050-07-25      | 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        |      850739 | PA      | $133114.18    | 0.02%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, REMIC, Series 2021-54, Class HI                                             | CUSIP: 3136BGKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      364726 | PA      | $41844.98     | 0.01%             | 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        |     6614036 | PA      | $1064085.95   | 0.18%             | 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        |     5099196 | PA      | $666231.84    | 0.11%             | 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        |     2462696 | PA      | $426169.74    | 0.07%             | 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        |     1835016 | PA      | $206424.02    | 0.03%             | 2052-02-25      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, REMIC, Series 2023-24, Class OQ                                             | CUSIP: 3136BP5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      729640 | PA      | $615113.35    | 0.10%             | 2054-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, REMIC, Series 2023-45                                                       | CUSIP: 3136BQFY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      559804 | PA      | $458057.48    | 0.08%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, REMIC, Series 2023-70, Class AO                                             | CUSIP: 3136BQG37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      439024 | PA      | $358447.93    | 0.06%             | 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        |     3026547 | PA      | $90892.34     | 0.01%             | 2054-11-25      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2025-18, Class SM                                                    | CUSIP: 3136BVKJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1088163 | PA      | $94622.73     | 0.02%             | 2054-09-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2025-31, Class ZJ                                                    | CUSIP: 3136BVZT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     1324464 | PA      | $1284997.74   | 0.21%             | 2054-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2025-44, Class SD                                                    | CUSIP: 3136BWDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3964691 | PA      | $143555.11    | 0.02%             | 2055-06-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2025-103, Class SA                                                   | CUSIP: 3136BX6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2595703 | PA      | $156773.18    | 0.03%             | 2055-06-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Other                                                                       | CUSIP: 31371NCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2595 | PA      | $2687.57      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Series 5070, Class PI                                               | CUSIP: 3137F9Y54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1228974 | PA      | $218153.76    | 0.04%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Series 4993, Class KS                                               | CUSIP: 3137FU6G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2641546 | PA      | $329914.85    | 0.05%             | 2050-07-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Series 4994, Class TS                                               | CUSIP: 3137FUFU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1182627 | PA      | $146057.90    | 0.02%             | 2050-07-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4988, Class LP                                                      | CUSIP: 3137FUQM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      977865 | PA      | $772841.05    | 0.13%             | 2050-06-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Series 5011, Class MI                                               | CUSIP: 3137FVSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1027181 | PA      | $162867.24    | 0.03%             | 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        |     1943989 | PA      | $37979.33     | 0.01%             | 2050-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Series 5094, Class IP                                               | CUSIP: 3137FYQ58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      938309 | PA      | $149593.31    | 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        |     1289613 | PA      | $1521866.47   | 0.25%             | 2043-05-25      | Floating      | 15.51%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR Securitized Participation Interests Trust, Series 2018-SPI3, Class B  | CUSIP: 3137G1DF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      915002 | PA      | $729578.49    | 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        |      961284 | PA      | $104861.53    | 0.02%             | 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        |      264701 | PA      | $4142.68      | 0.00%             | 2052-02-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Series 5304, Class UB                                               | CUSIP: 3137H9YM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      453146 | PA      | $422959.15    | 0.07%             | 2052-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Series 5315, Class OQ                                               | CUSIP: 3137HAA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      512005 | PA      | $421062.21    | 0.07%             | 2055-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Series 5328, Class JY                                               | CUSIP: 3137HADW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      752228 | PA      | $523159.95    | 0.09%             | 2050-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Series 5326, Class QO                                               | CUSIP: 3137HAFC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1176168 | PA      | $787995.10    | 0.13%             | 2050-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Series 5357, Class OE                                               | CUSIP: 3137HAXR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      314065 | PA      | $269153.00    | 0.04%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Series 5351, Class DO                                               | CUSIP: 3137HAYG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      458678 | PA      | $383355.36    | 0.06%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Series 5363                                                         | CUSIP: 3137HB5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      370320 | PA      | $313207.66    | 0.05%             | 2053-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, REMIC, Series 5471, Class SK                                               | CUSIP: 3137HHAB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1907557 | PA      | $68554.18     | 0.01%             | 2054-08-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5514, Class SA                                                      | CUSIP: 3137HKCT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2330282 | PA      | $69379.72     | 0.01%             | 2055-03-25      | Floating      | 1.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5531, Class SD                                                      | CUSIP: 3137HKSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3267476 | PA      | $207240.64    | 0.03%             | 2055-04-25      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 5547, Class ES                                                      | CUSIP: 3137HLKW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1283027 | PA      | $99423.69     | 0.02%             | 2055-06-25      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Other                                                                       | CUSIP: 3138E4Z79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      411046 | PA      | $396952.93    | 0.07%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Other                                                                       | CUSIP: 3140J86U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      703885 | PA      | $679745.83    | 0.11%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 3140J9K91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      492330 | PA      | $461640.91    | 0.08%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Other                                                                       | CUSIP: 3140LLB42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1001940.20   | 0.17%             | 2028-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 3140QNQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      215818 | PA      | $173111.24    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 3140W2QC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      346389 | PA      | $303980.64    | 0.05%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 3140W4BZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1150681 | PA      | $964623.03    | 0.16%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 3140X83H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71498 | PA      | $65313.64     | 0.01%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 3140XKAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      780912 | PA      | $795198.17    | 0.13%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 3140XMHT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      621198 | PA      | $637027.97    | 0.11%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 3140XPP78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      862301 | PA      | $832078.82    | 0.14%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 3140XQFR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      512305 | PA      | $515779.80    | 0.09%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 3140XTCZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1783365 | PA      | $1438486.50   | 0.24%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1866730 | PA      | $1501690.05   | 0.25%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      557525 | PA      | $560922.72    | 0.09%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2620122 | PA      | $2105663.59   | 0.35%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7308992 | PA      | $5871649.24   | 0.97%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1312620 | PA      | $1105304.72   | 0.18%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1260878 | PA      | $1061002.52   | 0.17%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5229043 | PA      | $4402137.47   | 0.73%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1226827 | PA      | $1213478.45   | 0.20%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1019961 | PA      | $1009810.56   | 0.17%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2112027 | PA      | $2161792.70   | 0.36%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      706015 | PA      | $724252.94    | 0.12%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS, 30 Year                                                                     | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2110781 | PA      | $2122142.81   | 0.35%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, REMIC, Strips, Series 426, Class C32                                        | CUSIP: 31422MZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3040761 | PA      | $286311.76    | 0.05%             | 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        |     3086985 | PA      | $560111.90    | 0.09%             | 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        |     2855853 | PA      | $602227.42    | 0.10%             | 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        |     1382671 | PA      | $314205.59    | 0.05%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 30 Year                                                                | CUSIP: 31427M5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      603383 | PA      | $616201.29    | 0.10%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS Pool, 30 Year                                                                | CUSIP: 31427PH72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      646558 | PA      | $660098.29    | 0.11%             | 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        |     1093197 | PA      | $215761.89    | 0.04%             | 2053-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                      | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1125587.20   | 0.19%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                                              | First Horizon Corp.                                                               | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |      570000 | PA      | $578587.33    | 0.10%             | 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        |     1606000 | PA      | $1638762.48   | 0.27%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                       | Flagship Credit Auto Trust, Series 2020-1, Class E                                | CUSIP: 33843FAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      443602 | PA      | $443241.69    | 0.07%             | 2027-06-15      | Fixed         | 3.52%                 | 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        |     1810000 | PA      | $1542405.80   | 0.25%             | 2028-04-17      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                       | Flagship Credit Auto Trust, Series 2021-4, Class E                                | CUSIP: 33845AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      515000 | PA      | $333343.17    | 0.05%             | 2029-03-15      | Fixed         | 4.03%                 | 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        |     1115000 | PA      | $959861.80    | 0.16%             | 2028-12-15      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                            | Flexential Issuer LLC, Series 2025-1A, Class C                                    | CUSIP: 33938MAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1210000 | PA      | $1224444.98   | 0.20%             | 2060-10-25      | Fixed         | 8.54%                 | Yes           |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                     | Flex Intermediate Holdco LLC                                                      | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     2120000 | PA      | $1942841.31   | 0.32%             | 2031-06-30      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust, Series 2023-1, Class D                              | CUSIP: 34535QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      755000 | PA      | $767840.06    | 0.13%             | 2035-08-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      610000 | PA      | $602718.55    | 0.10%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      700000 | PA      | $721330.13    | 0.12%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      360000 | PA      | $380852.68    | 0.06%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      285000 | PA      | $289105.33    | 0.05%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities XXI CLO LLC                                        | Fortress Credit Opportunities XXI CLO LLC, Series 2023-21A, Class A1TR            | CUSIP: 34964UAN6<br>LEI: 254900WDNXJI5BDB6170 | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $699989.50    | 0.12%             | 2037-01-21      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                             | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      555000 | PA      | $582625.50    | 0.10%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MSCR Trust                                                                 | FHLMC, REMIC, Series 2024-MN8, Class M2                                           | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | CORP              | US        |      660000 | PA      | $686293.08    | 0.11%             | 2044-05-25      | Floating      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MSCR Trust                                                                 | FHLMC, REMIC, Series 2025-MN10, Class M2                                          | CUSIP: 35563UAB4<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | CORP              | US        |     1345000 | PA      | $1348998.82   | 0.22%             | 2045-02-25      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MSCR Trust                                                                 | FHLMC, REMIC, Series 2025-MN10, Class B1                                          | CUSIP: 35563UAC2<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $866945.77    | 0.14%             | 2045-02-25      | Floating      | 8.60%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Mscr Trust Mn11                                                            | FHLMC MSCR Trust, Series 2025-MN11, Class M2                                      | CUSIP: 35563YAB6<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |     1295000 | PA      | $1286493.15   | 0.21%             | 2045-07-25      | Floating      | 6.30%                 | 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        |     1670000 | PA      | $1699361.94   | 0.28%             | 2041-09-25      | Floating      | 9.90%                 | 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        |     1075000 | PA      | $1109657.57   | 0.18%             | 2041-12-25      | Floating      | 10.65%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA1, Class B2                               | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |     1295000 | PA      | $1345166.62   | 0.22%             | 2042-01-25      | Floating      | 10.75%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class B1                               | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |      605000 | PA      | $622412.02    | 0.10%             | 2042-02-25      | Floating      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR Trust, Series 2019-HQA2, Class B2                                     | CUSIP: 35564MBE4<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-MBS          | CORP              | US        |     2605000 | PA      | $3089441.95   | 0.51%             | 2049-04-25      | Floating      | 15.01%                | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M2                               | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |      505000 | PA      | $508308.61    | 0.08%             | 2044-03-25      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class M2                               | CUSIP: 35564NGA5<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |     1276000 | PA      | $1274407.17   | 0.21%             | 2045-01-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2025-HQA1, Class M2                               | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |      985000 | PA      | $985000.00    | 0.16%             | 2045-02-25      | Floating      | 5.30%                 | 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        |      870000 | PA      | $1024509.91   | 0.17%             | 2048-01-25      | Floating      | 12.11%                | 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        |     1377000 | PA      | $1517200.08   | 0.25%             | 2050-01-25      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MSCR Trust                                                                 | FHLMC MSCR Trust, Series 2026-MN13, Class M2                                      | CUSIP: 355921AB3<br>LEI: 529900U9LKQ0M8OUKJ53 | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $731818.58    | 0.12%             | 2046-03-25      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MSCR Trust                                                                 | FHLMC MSCR Trust, Series 2026-MN13, Class B1                                      | CUSIP: 355921AC1<br>LEI: 529900U9LKQ0M8OUKJ53 | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $583028.64    | 0.10%             | 2046-03-25      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA II, 30 Year                                                                  | CUSIP: 36179WGS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      762493 | PA      | $613300.53    | 0.10%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                    | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1158068.50   | 0.19%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2012-BWTR, Class A                     | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1150600 | PA      | $1009162.99   | 0.17%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2015-GC30, Class B                           | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |      293979 | PA      | $284280.71    | 0.05%             | 2050-05-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2015-GC30, Class D                           | CUSIP: 36250GAX3<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     2770000 | PA      | $1716042.70   | 0.28%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2014-GC22, Class B                           | CUSIP: 36253BAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1190000 | PA      | $929643.59    | 0.15%             | 2047-06-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                        | GS Mortgage-Backed Securities Corp. Trust, Series 2021-PJ1, Class A4              | CUSIP: 36261MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      777818 | PA      | $638540.33    | 0.11%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust, Series 2022-HP1, Class B4                    | CUSIP: 36265LAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      864608 | PA      | $715265.50    | 0.12%             | 2052-09-25      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Backed Securities Trust                                              | GS Mortgage Backed Securities Trust, Series 2023-PJ1, Class A4                    | CUSIP: 36267TAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1521319 | PA      | $1366554.89   | 0.23%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1203079.18   | 0.20%             | 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        |      940000 | PA      | $930859.92    | 0.15%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133354.36    | 0.02%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      885000 | PA      | $869803.74    | 0.14%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                                | GLS Auto Receivables Issuer Trust, Series 2022-3A, Class E                        | CUSIP: 38014QAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      665000 | PA      | $688651.12    | 0.11%             | 2029-10-15      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      405000 | PA      | $439842.07    | 0.07%             | 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        |      740000 | PA      | $651105.12    | 0.11%             | 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        |      600000 | PA      | $597651.00    | 0.10%             | 2036-05-09      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital CLO 86B Ltd.                                                       | Golub Capital CLO 86B Ltd., Series 2026-86A, Class C                              | CUSIP: 38182NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $498859.50    | 0.08%             | 2039-01-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 78M                                                   | Golub Capital Partners CLO 78M, Series 2025-78A, Class A1                         | CUSIP: 381934AC2<br>LEI: 254900PSE4IZIZUH7U62 | Long             | ABS-CBDO         | CORP              | US        |      930000 | PA      | $922792.50    | 0.15%             | 2039-04-21      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                  | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      875000 | PA      | $866298.83    | 0.14%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2016-93, Class AI                                                    | CUSIP: 38379XY20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1393706 | PA      | $316438.08    | 0.05%             | 2044-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2018-173, Class ZA                                                   | CUSIP: 38380MYW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1370308 | PA      | $1027420.18   | 0.17%             | 2060-07-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-47                                                              | CUSIP: 38380RA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5472984 | PA      | $354616.54    | 0.06%             | 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        |     2334812 | PA      | $162786.10    | 0.03%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2020-177                                                             | CUSIP: 38380RHQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3924381 | PA      | $221483.02    | 0.04%             | 2062-06-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2022-185, Class DI                                                   | CUSIP: 38381HVY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1980442 | PA      | $131768.29    | 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        |     3031341 | PA      | $269083.32    | 0.04%             | 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        |     3318060 | PA      | $201268.19    | 0.03%             | 2065-10-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-159, Class CI                                                   | CUSIP: 38381JZC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4437385 | PA      | $301418.28    | 0.05%             | 2065-07-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2025-112                                                             | CUSIP: 38381MUH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6505363 | PA      | $323663.95    | 0.05%             | 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        |     2020723 | PA      | $158622.68    | 0.03%             | 2055-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2020-1, Class YS                                                     | CUSIP: 38382CDW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2058937 | PA      | $14303.64     | 0.00%             | 2050-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2020-129, Class SB                                                   | CUSIP: 38382JXP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2615836 | PA      | $21962.04     | 0.00%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2020-146, Class SA                                                   | CUSIP: 38382KWJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1352551 | PA      | $174750.27    | 0.03%             | 2050-10-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2020-167, Class SN                                                   | CUSIP: 38382LBS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      700257 | PA      | $92135.28     | 0.02%             | 2050-11-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2020-166, Class IC                                                   | CUSIP: 38382LQD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1046938 | PA      | $126104.79    | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2020-189, Class SU                                                   | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      484174 | PA      | $66220.91     | 0.01%             | 2050-12-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-1, Class PI                                                     | CUSIP: 38382ML56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      581357 | PA      | $87131.47     | 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        |     1494958 | PA      | $255982.38    | 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        |     3181687 | PA      | $17969.21     | 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        |     2987443 | PA      | $18051.03     | 0.00%             | 2051-02-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-46, Class TS                                                    | CUSIP: 38382P5E8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      991123 | PA      | $124518.90    | 0.02%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-46, Class QS                                                    | CUSIP: 38382P5H1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      820193 | PA      | $102424.88    | 0.02%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-44, Class IQ                                                    | CUSIP: 38382PMU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2214506 | PA      | $366458.82    | 0.06%             | 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        |     2898799 | PA      | $360217.28    | 0.06%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-57, Class SD                                                    | CUSIP: 38382QAM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4921739 | PA      | $630349.73    | 0.10%             | 2051-03-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-74, Class HI                                                    | CUSIP: 38382RLF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      270063 | PA      | $39711.70     | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-67, Class PI                                                    | CUSIP: 38382RR75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      981243 | PA      | $163840.46    | 0.03%             | 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        |      935373 | PA      | $166937.65    | 0.03%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-96, Class NS                                                    | CUSIP: 38382UVG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2598763 | PA      | $322464.34    | 0.05%             | 2051-06-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-96, Class SN                                                    | CUSIP: 38382UVH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1832260 | PA      | $220550.07    | 0.04%             | 2051-06-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-96, Class JS                                                    | CUSIP: 38382UYG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1425073 | PA      | $196009.96    | 0.03%             | 2051-06-20      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-97, Class SM                                                    | CUSIP: 38382VAW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1975375 | PA      | $259735.91    | 0.04%             | 2051-06-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-97, Class SA                                                    | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3708275 | PA      | $26503.41     | 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        |     1781506 | PA      | $237130.87    | 0.04%             | 2051-07-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-146, Class IN                                                   | CUSIP: 38382WH26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1580771 | PA      | $272405.28    | 0.04%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-139, Class IA                                                   | CUSIP: 38382XFY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6240253 | PA      | $1109047.08   | 0.18%             | 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        |     2402930 | PA      | $62834.94     | 0.01%             | 2051-09-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-205, Class DS                                                   | CUSIP: 38383C3X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4572834 | PA      | $50940.46     | 0.01%             | 2051-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2021-188                                                             | CUSIP: 38383CTL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2547329 | PA      | $413138.76    | 0.07%             | 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        |     2046556 | PA      | $275502.31    | 0.05%             | 2050-11-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2022-101, Class SB                                                   | CUSIP: 38383F6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1594343 | PA      | $15857.50     | 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        |     2523513 | PA      | $6467.26      | 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        |     1651578 | PA      | $198322.62    | 0.03%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2022-1, Class CF                                                     | CUSIP: 38383GSL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1070659 | PA      | $890759.71    | 0.15%             | 2052-01-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2022-207                                                             | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1513952 | PA      | $259356.89    | 0.04%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2022-34, Class HS                                                    | CUSIP: 38383MCW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3777584 | PA      | $165091.77    | 0.03%             | 2052-02-20      | Floating      | 0.46%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2022-78, Class S                                                     | CUSIP: 38383P8S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1689968 | PA      | $28404.47     | 0.00%             | 2052-04-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2022-87, Class SA                                                    | CUSIP: 38383RYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3185199 | PA      | $30546.05     | 0.01%             | 2052-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2022-107, Class SA                                                   | CUSIP: 38383TLA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8021092 | PA      | $73273.48     | 0.01%             | 2052-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-38, Class WT                                                    | CUSIP: 38383WJT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      451007 | PA      | $469412.90    | 0.08%             | 2051-12-20      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-55, Class LB                                                    | CUSIP: 38383X4D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      604935 | PA      | $681708.52    | 0.11%             | 2051-11-20      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-55, Class CG                                                    | CUSIP: 38383X4E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      628322 | PA      | $709268.64    | 0.12%             | 2051-07-20      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-60, Class ES                                                    | CUSIP: 38383XSW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      617748 | PA      | $564994.57    | 0.09%             | 2053-04-20      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-59, Class YC                                                    | CUSIP: 38383XXB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1125998 | PA      | $1229690.12   | 0.20%             | 2051-09-20      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-53                                                              | CUSIP: 38383XYN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      312850 | PA      | $254436.55    | 0.04%             | 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        |     1242324 | PA      | $186263.30    | 0.03%             | 2050-09-20      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-66, Class OQ                                                    | CUSIP: 38384AQK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1037847 | PA      | $836815.64    | 0.14%             | 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        |      895382 | PA      | $838598.64    | 0.14%             | 2053-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-81, Class LA                                                    | CUSIP: 38384BBR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      214206 | PA      | $214596.36    | 0.04%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-80, Class SA                                                    | CUSIP: 38384BPQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2958075 | PA      | $125046.69    | 0.02%             | 2053-06-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-101, Class KO                                                   | CUSIP: 38384CBE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1677923 | PA      | $1105501.35   | 0.18%             | 2051-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2024-48, Class JI                                                    | CUSIP: 38384KHH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1790147 | PA      | $311695.93    | 0.05%             | 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        |     6719606 | PA      | $262392.54    | 0.04%             | 2054-03-20      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2024-164, Class PB                                                   | CUSIP: 38384XUD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      660704 | PA      | $650472.14    | 0.11%             | 2054-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2025-2, Class Z                                                      | CUSIP: 38385B2H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1728903 | PA      | $1385659.84   | 0.23%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2025-2, Class WZ                                                     | CUSIP: 38385B3C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1507182 | PA      | $964656.31    | 0.16%             | 2052-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                 | Grupo Nutresa SA                                                                  | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |      645000 | PA      | $717807.60    | 0.12%             | 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        |      505000 | PA      | $508809.16    | 0.08%             | 2031-11-20      | Fixed         | 5.82%                 | 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        |     1255000 | PA      | $1242220.59   | 0.20%             | 2027-12-27      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                               | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1114306.47   | 0.18%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton USA Trust                                                                 | Hilton USA Trust, Series 2016-SFP, Class A                                        | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      735000 | PA      | $617407.35    | 0.10%             | 2035-11-05      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                       | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      575000 | PA      | $585870.12    | 0.10%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                       | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1561829.67   | 0.26%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                       | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1363174.19   | 0.22%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                         | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class E                  | CUSIP: 44644NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      809121 | PA      | $796068.97    | 0.13%             | 2032-10-20      | Floating      | 11.14%                | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                         | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class E                  | CUSIP: 44644NAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      670809 | PA      | $652929.45    | 0.11%             | 2033-09-20      | Floating      | 10.24%                | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                         | Huntington Bank Auto Credit-Linked Notes, Series 2026-1, Class E                  | CUSIP: 44644NAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      701977 | PA      | $701961.15    | 0.12%             | 2034-02-20      | Floating      | 12.29%                | Yes           |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | Huntsman International LLC                                                        | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     1759000 | PA      | $1684570.24   | 0.28%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                         | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      990000 | PA      | $850841.67    | 0.14%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                           | JBS NV                                                                            | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      860000 | PA      | $885410.42    | 0.15%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                       | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class D             | CUSIP: 46591EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $188024.93    | 0.03%             | 2052-06-13      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ivy Hill Middle Market Credit Fund VII Ltd.                                      | Ivy Hill Middle Market Credit Fund VII Ltd., Series 7A, Class AR3                 | CUSIP: 46602ABE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $350124.95    | 0.06%             | 2036-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Wealth Management                                                       | JPMorgan Wealth Management, Series 2020-ATR1, Class B2                            | CUSIP: 46652HBX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      999357 | PA      | $884746.46    | 0.15%             | 2050-02-25      | Variable      | 3.48%                 | 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        |     1202146 | PA      | $1005512.72   | 0.17%             | 2051-08-25      | Variable      | 2.89%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-1440, Class A | CUSIP: 46653DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      915000 | PA      | $859073.74    | 0.14%             | 2036-03-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2022-1, Class B3                               | CUSIP: 46654WCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1271677 | PA      | $1036278.20   | 0.17%             | 2052-07-25      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                                       | JetBlue Pass-Through Trust, Series 2019-1, Class AA                               | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      787923 | PA      | $696021.94    | 0.11%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                           | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      370000 | PA      | $393364.49    | 0.06%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                       | KeyBank NA                                                                        | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      715000 | PA      | $702476.27    | 0.12%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                                                           | Kinetic ABS Issuer LLC, Series 2026-1A, Class A2                                  | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1285000 | PA      | $1280924.37   | 0.21%             | 2056-02-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                                                           | Kinetic ABS Issuer LLC, Series 2026-1A, Class B                                   | CUSIP: 49459AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $498178.65    | 0.08%             | 2056-02-25      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                            | Kioxia Holdings Corp.                                                             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      980000 | PA      | $1009336.74   | 0.17%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kohlberg Credit CLO LLC                                                          | Kohlberg Credit CLO LLC, Series 2026-1A, Class A                                  | CUSIP: 50024AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000860.00   | 0.16%             | 2038-04-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                          | Bath & Body Works, Inc.                                                           | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1079311.47   | 0.18%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                 | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      820000 | PA      | $824979.63    | 0.14%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                          | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $449003.19    | 0.07%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: —       |
| LOANDEPOT GMSR Master Trust                                                      | LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A                             | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1455000 | PA      | $1452298.79   | 0.24%             | 2030-07-16      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                    | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      330000 | PA      | $328816.14    | 0.05%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                    | CUSIP: 55261FBA1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1735647.03   | 0.29%             | 2036-04-18      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                           | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      585000 | PA      | $584155.66    | 0.10%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      530000 | PA      | $503300.19    | 0.08%             | 2031-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      245000 | PA      | $237342.94    | 0.04%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                        | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | PA      | $830400.06    | 0.14%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Magnetite 50 Ltd.                                                                | Magnetite 50 Ltd., Series 2025-50A, Class A1                                      | CUSIP: 55956MAA7<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001724.00   | 0.17%             | 2038-07-25      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| NYLI U.S. Government Liquidity Fund                                              | NYLI U.S. Government Liquidity Fund                                               | CUSIP: 56064L488<br>LEI: 549300Y3ZLEL13IJCK58 | Long             | STIV             | RF                | US        |    11430011 | NS      | $11430011.35  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| MARB BondCo plc                                                                  | MARB BondCo plc                                                                   | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     1240000 | PA      | $1110613.69   | 0.18%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      715000 | PA      | $717717.00    | 0.12%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                    | Mill City Mortgage Loan Trust, Series 2018-3, Class B2                            | CUSIP: 59980XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100522 | PA      | $1614668.93   | 0.27%             | 2058-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                    | Mill City Mortgage Loan Trust, Series 2018-3, Class B4                            | CUSIP: 59980XAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      558809 | PA      | $372453.49    | 0.06%             | 2058-08-25      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      685000 | PA      | $711007.98    | 0.12%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class D      | CUSIP: 61690FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1590000 | PA      | $631404.90    | 0.10%             | 2048-04-15      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                    | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $1683716.81   | 0.28%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                    | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      510000 | PA      | $452258.79    | 0.07%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  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        |     1690000 | PA      | $1719919.08   | 0.28%             | 2049-10-25      | Floating      | 9.26%                 | 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        |     1350000 | PA      | $1393128.59   | 0.23%             | 2050-03-25      | Floating      | 11.26%                | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                                  | Multifamily Connecticut Avenue Securities Trust, Series 2025-01, Class M2         | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1825000 | PA      | $1826047.19   | 0.30%             | 2055-05-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                         | Virgin Media Bristol LLC, First Lien Facility Advance Term Loan Q                 | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     1220000 | PA      | $1191871.68   | 0.20%             | 2029-01-31      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                   | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1175000 | PA      | $1169235.11   | 0.19%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NCMF Trust                                                                       | NCMF Trust, Series 2025-MFS, Class D                                              | CUSIP: 62887TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1465000 | PA      | $1473223.19   | 0.24%             | 2033-06-10      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                                  | NGPL PipeCo LLC                                                                   | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      605000 | PA      | $555041.39    | 0.09%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                  | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      530000 | PA      | $519827.92    | 0.09%             | 2035-10-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BF Mortgage Trust                                                                | BF Mortgage Trust, Series 2019-NYT, Class B                                       | CUSIP: 62954PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      925000 | PA      | $888000.00    | 0.15%             | 2035-12-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                          | Nabors Industries, Inc.                                                           | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1189507.92   | 0.20%             | 2032-11-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TruGreen Ltd. Partnership                                                        | TruGreen Ltd. Partnership, First Lien Term Loan B                                 | CUSIP: 89787RAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      580973 | PA      | $552893.24    | 0.09%             | 2027-11-02      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                             | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1659158.21   | 0.27%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                 | CUSIP: 639057AW8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1150000 | PA      | $1114030.65   | 0.18%             | 2047-03-03      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                           | New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class B1                   | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1255000 | PA      | $746725.00    | 0.12%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2024-RPL1, Class B1                   | CUSIP: 64832AAB3<br>LEI: 213800YID3SS4UZHT817 | Long             | ABS-MBS          | CORP              | US        |     1150000 | PA      | $958923.59    | 0.16%             | 2064-01-25      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      551000 | PA      | $546951.69    | 0.09%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      740000 | PA      | $769550.42    | 0.13%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                   | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1524284.84   | 0.25%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2017-14A, Class A1R                                          | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500725.00    | 0.08%             | 2037-07-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                    | NYC Commercial Mortgage Trust, Series 2025-1155, Class E                          | CUSIP: 67122BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1487560.20   | 0.25%             | 2042-06-10      | Variable      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2025-R1, Class A1                                               | CUSIP: 67123GAC9<br>LEI: 254900UIO03AL696QM79 | Long             | ABS-MBS          | CORP              | US        |      655597 | PA      | $651121.55    | 0.11%             | 2062-09-25      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2026-J1, Class AF                                               | CUSIP: 67123TAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1340106 | PA      | $1341079.44   | 0.22%             | 2056-02-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 49 Ltd.                                              | Octagon Investment Partners 49 Ltd., Series 2020-5A, Class ARR                    | CUSIP: 67578FBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      850000 | PA      | $847547.75    | 0.14%             | 2037-04-15      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co., Series R                                                          | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      585000 | PA      | $350628.12    | 0.06%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                            | One Bryant Park Trust, Series 2019-OBP, Class A                                   | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1105000 | PA      | $1022714.74   | 0.17%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| 1301 Trust                                                                       | 1301 Trust, Series 2025-1301, Class D                                             | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1075000 | PA      | $1077682.45   | 0.18%             | 2042-08-11      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                            | OneMain Direct Auto Receivables Trust, Series 2019-1A, Class D                    | CUSIP: 68267EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      610000 | PA      | $610001.53    | 0.10%             | 2031-04-14      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      880000 | PA      | $864764.81    | 0.14%             | 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        |      645000 | PA      | $661292.06    | 0.11%             | 2031-05-15      | Fixed         | 7.50%                 | 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        |      475000 | PA      | $467564.83    | 0.08%             | 2034-10-24      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| PTCM Re-REMIC Trust                                                              | PTCM Re-REMIC Trust, Series 2026-FRR1, Class B169                                 | CUSIP: 69384CAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1690000 | PA      | $1327751.04   | 0.22%             | 2062-03-25      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2235000 | PA      | $1476374.75   | 0.24%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                        | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      115000 | PA      | $116595.16    | 0.02%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                        | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      800000 | PA      | $797389.92    | 0.13%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                             | Paraguay Government Bond                                                          | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 11500000000 | PA      | $1875340.11   | 0.31%             | 2038-04-04      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                                         | Penn Entertainment, Inc.                                                          | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1145466.06   | 0.19%             | 2031-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                               | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      715000 | PA      | $602221.53    | 0.10%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                               | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     2075000 | PA      | $2096787.50   | 0.35%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PetSmart LLC                                                                     | PetSmart LLC                                                                      | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $820204.87    | 0.14%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                    | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      620000 | PA      | $544815.08    | 0.09%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                   | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      435000 | PA      | $435739.53    | 0.07%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                                      | Point Broadband Funding LLC, Series 2025-1A, Class B                              | CUSIP: 73052AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      695000 | PA      | $695800.29    | 0.11%             | 2055-07-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      452000 | PA      | $439133.46    | 0.07%             | 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        |      205000 | PA      | $192728.37    | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2025-SFR3, Class D                             | CUSIP: 74334BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      925000 | PA      | $843344.05    | 0.14%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                            | QTS Issuer ABS II LLC, Series 2026-3A, Class A2                                   | CUSIP: 74690FAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1280000 | PA      | $1264846.59   | 0.21%             | 2056-01-05      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Quad/Graphics, Inc.                                                              | Quad/Graphics, Inc.                                                               | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |           1 | NS      | $7.44         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT Mortgage Trust                                                              | RCKT Mortgage Trust, Series 2021-5, Class A1                                      | CUSIP: 749384AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1082074 | PA      | $894348.26    | 0.15%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RIN V LLC                                                                        | RIN V LLC, Series 2023-2A, Class A1R                                              | CUSIP: 74970TAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000437.00   | 0.16%             | 2036-10-14      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| RIN XIII LLC                                                                     | RIN XIII LLC, Series 2026-1A, Class A1                                            | CUSIP: 74990KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1001001.00   | 0.17%             | 2039-04-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                               | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      810000 | PA      | $888579.22    | 0.15%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                                                          | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                 | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500460.00    | 0.08%             | 2037-07-17      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                         | Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class A2A               | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     1085000 | PA      | $1079719.63   | 0.18%             | 2048-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                      | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      665000 | PA      | $645035.57    | 0.11%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                                         | SESI LLC                                                                          | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |      850000 | PA      | $877746.55    | 0.14%             | 2030-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                     | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1378802.00   | 0.23%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                      | SV RNO Property Owner 1 LLC                                                       | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1177378.43   | 0.19%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                  | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1690317.87   | 0.28%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sally Holdings LLC                                                               | Sally Holdings LLC                                                                | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $195833.57    | 0.03%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      630000 | PA      | $649623.68    | 0.11%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2025-1, Class D                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      610000 | PA      | $615493.42    | 0.10%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Shentel Issuer LLC                                                               | Shentel Issuer LLC, Series 2025-1A, Class B                                       | CUSIP: 82321AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1770000 | PA      | $1780695.93   | 0.29%             | 2055-12-20      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                                                        | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD                           | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |     2131394 | NS      | $2131393.90   | 0.35%             |  |  |  | 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        |      450000 | PA      | $450392.40    | 0.07%             | 2037-07-18      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Silver Point SCF CLO IV Ltd.                                                     | Silver Point SCF CLO IV Ltd., Series 2021-1A, Class A2R                           | CUSIP: 82809JAE9<br>LEI: 549300JT1NOSMVUW1B50 | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $351094.80    | 0.06%             | 2036-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                            | Delta Air Lines, Inc.                                                             | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1545833 | PA      | $1547054.39   | 0.26%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SKY Trust                                                                        | SKY Trust, Series 2025-LINE, Class B                                              | CUSIP: 830941AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      577651 | PA      | $578368.94    | 0.10%             | 2042-04-15      | Floating      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                            | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      965000 | PA      | $961258.18    | 0.16%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                           | Smithfield Foods, Inc.                                                            | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      580000 | PA      | $585281.60    | 0.10%             | 2029-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                               | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      805000 | PA      | $725638.12    | 0.12%             | 2032-06-09      | Variable      | 2.89%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                               | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1155000 | PA      | $1108350.71   | 0.18%             | 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      | $394916.06    | 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        |      975000 | PA      | $719842.62    | 0.12%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                       | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      625000 | PA      | $595129.13    | 0.10%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                  | Southwestern Electric Power Co.                                                   | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $680272.87    | 0.11%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                            | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1450000 | PA      | $1295489.46   | 0.21%             | 2032-06-29      | Variable      | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                          | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      760000 | PA      | $724303.65    | 0.12%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                               | Subway Funding LLC, Series 2024-3A, Class A2II                                    | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      812625 | PA      | $798613.88    | 0.13%             | 2054-07-30      | Fixed         | 5.57%                 | 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        |      689500 | PA      | $665887.25    | 0.11%             | 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        |      545000 | PA      | $489046.40    | 0.08%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                         | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      935000 | PA      | $930619.90    | 0.15%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                         | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      935000 | PA      | $922425.65    | 0.15%             | 2034-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                               | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1523902.94   | 0.25%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                               | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      805000 | PA      | $807188.47    | 0.13%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                               | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      890000 | PA      | $869512.29    | 0.14%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | Raven Acquisition Holdings LLC, First Lien 2024 Delayed Draw Term Loan            | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       42233 | PA      | $41942.65     | 0.01%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | Raven Acquisition Holdings LLC, First Lien Initial Term Loan                      | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      579509 | PA      | $575484.71    | 0.09%             | 2031-11-19      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                      | Terex Corp.                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      570000 | PA      | $579329.19    | 0.10%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Textron Financial Corp.                                                          | Textron Financial Corp.                                                           | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |      955000 | PA      | $863270.12    | 0.14%             | 2042-02-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                         | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      750000 | PA      | $510547.16    | 0.08%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      695000 | PA      | $698723.81    | 0.12%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2017-4, Class B5                                | CUSIP: 89173UAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      716324 | PA      | $510073.26    | 0.08%             | 2057-06-25      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2018-2, Class B5                                | CUSIP: 89175VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2403729 | PA      | $1122289.95   | 0.19%             | 2058-03-25      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2026-1, Class A1A                               | CUSIP: 891959AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1263747 | PA      | $1251926.33   | 0.21%             | 2066-01-25      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp., Series B                                               | CUSIP: 89236TPS8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1045257.71   | 0.17%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                                          | Mavis Tire Express Services Topco Corp., First Lien 2025 Incremental Term Loan    | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |     1172040 | PA      | $1172772.83   | 0.19%             | 2028-05-04      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                                         | Tricon Residential Trust, Series 2024-SFR4, Class C                               | CUSIP: 895975AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      929000 | PA      | $909605.45    | 0.15%             | 2041-11-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes                                                            | Tricon American Homes, Series 2020-SFR1, Class D                                  | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      740000 | PA      | $735747.44    | 0.12%             | 2038-07-17      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                        | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      702000 | PA      | $763902.36    | 0.13%             | 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        |      705000 | PA      | $765277.50    | 0.13%             | 2034-02-13      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                      | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      340000 | PA      | $341155.25    | 0.06%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2018-C9, Class C                            | CUSIP: 90291JBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      940000 | PA      | $640918.60    | 0.11%             | 2051-03-15      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| USB Realty Corp.                                                                 | USB Realty Corp.                                                                  | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $733356.99    | 0.12%             | 2027-01-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2020-1, Class A                        | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      620130 | PA      | $631188.24    | 0.10%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                               | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33560000 | PA      | $32311987.50  | 5.33%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                               | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39875000 | PA      | $38080625.00  | 6.28%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                               | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3885000 | PA      | $3803050.78   | 0.63%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                               | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9775000 | PA      | $9765072.31   | 1.61%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                               | CUSIP: 91282CQL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5110000 | PA      | $5096825.81   | 0.84%             | 2028-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                               | CUSIP: 91282CQN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    64460000 | PA      | $64127628.13  | 10.57%            | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                    | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1187867.82   | 0.20%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VFH Parent LLC                                                                   | VFH Parent LLC                                                                    | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1186666.11   | 0.20%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd.                                                                     | Valaris Ltd.                                                                      | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |      225000 | PA      | $234623.03    | 0.04%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| American Auto Auction Group LLC                                                  | American Auto Auction Group LLC, First Lien Refinancing Term Loan                 | CUSIP: 02403MAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1162065 | PA      | $1159160.33   | 0.19%             | 2032-05-28      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                  | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      365000 | PA      | $389114.51    | 0.06%             | 2033-04-24      | Fixed         | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                  | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      505000 | PA      | $530882.79    | 0.09%             | 2030-07-24      | Fixed         | 9.47%                 | Yes           |                  2 | On Loan: No      |
| Gryphon Debt Merger Sub, Inc.                                                    | Gryphon Debt Merger Sub, Inc., First Lien Term Loan                               | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1153000 | PA      | $1155401.70   | 0.19%             | 2032-09-13      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                                              | Victra Holdings LLC                                                               | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $863841.00    | 0.14%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      435000 | PA      | $448859.54    | 0.07%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                         | CUSIP: 92840VBB7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      960000 | PA      | $956593.76    | 0.16%             | 2033-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                    | VoltaGrid LLC                                                                     | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      840000 | PA      | $871854.48    | 0.14%             | 2030-11-01      | Fixed         | 7.38%                 | 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        |      995000 | PA      | $996219.37    | 0.16%             | 2040-03-15      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                  | WHARF Commercial Mortgage Trust, Series 2025-DC, Class C                          | CUSIP: 92987LAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1135000 | PA      | $1166410.78   | 0.19%             | 2040-07-15      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                                | Chariot Buyer LLC, First Lien Amendment No. 5 Incremental Term Loan               | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     1154178 | PA      | $1152093.73   | 0.19%             | 2032-09-08      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1167713.09   | 0.19%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Webster Financial Corp.                                                          | Webster Financial Corp.                                                           | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |      545000 | PA      | $551920.18    | 0.09%             | 2035-09-11      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| ALLSPRING GOVT FUND LEX                                                          | ALLSPRING GOVERNMENT MONEY MARKET FUND                                            | CUSIP: 949921126<br>LEI: 549300GFSYYLVYEWA041 | Long             | STIV             | RF                | US        |     4000000 | NS      | $4000000.00   | 0.66%             |  |  |  | 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        |     1950000 | PA      | $877500.00    | 0.14%             | 2059-01-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      700000 | PA      | $644444.26    | 0.11%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2022-ONL, Class E                   | CUSIP: 95003WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $678752.32    | 0.11%             | 2039-12-15      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                              | Wendy's Funding LLC, Series 2018-1A, Class A2II                                   | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |      857577 | PA      | $839349.11    | 0.14%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Metropolis Technologies, Inc.                                                    | Metropolis Technologies, Inc., First Lien Initial Term Loan                       | CUSIP: 59173YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1202700 | PA      | $1196686.50   | 0.20%             | 2032-11-03      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                            | Western Alliance Bank                                                             | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |      990000 | PA      | $978634.80    | 0.16%             | 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        |      900000 | PA      | $762522.98    | 0.13%             | 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        |     1633000 | PA      | $1461837.02   | 0.24%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| LSF12 Helix Parent LLC                                                           | LSF12 Helix Parent LLC, First Lien Term Loan B                                    | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |     1160000 | PA      | $1160146.16   | 0.19%             | 2033-02-10      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                               | Uniti Services LLC                                                                | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1137084.48   | 0.19%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                          | Columbus McKinnon Corp., First Lien Initial Term Loan                             | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1175000 | PA      | $1175734.38   | 0.19%             | 2033-02-03      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                                 | Ensemble RCM LLC, First Lien Closing Date Term Loan                               | CUSIP: 29359BAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1165000 | PA      | $1154806.25   | 0.19%             | 2033-02-09      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                    | White Cap Supply Holdings LLC, First Lien Tranche Term Loan D                     | CUSIP: 96350TAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1160000 | PA      | $1150938.08   | 0.19%             | 2033-02-10      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                 | WULF Compute LLC                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      805000 | PA      | $846051.11    | 0.14%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      520000 | PA      | $555654.32    | 0.09%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Zayo Issuer LLC                                                                  | Zayo Issuer LLC, Series 2025-1A, Class A2                                         | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1295000 | PA      | $1306421.64   | 0.22%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                  | Zayo Issuer LLC, Series 2025-3A, Class C                                          | CUSIP: 98919WAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1246704.12   | 0.21%             | 2055-10-20      | Fixed         | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | Zions Bancorp NA                                                                  | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     2120000 | PA      | $2108399.30   | 0.35%             | 2029-02-09      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                     | Energean Israel Finance Ltd.                                                      | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |      135000 | PA      | $132782.29    | 0.02%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Uruguay Government Bond                                                          | Uruguay Government Bond                                                           | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    33090000 | PA      | $914747.00    | 0.15%             | 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        |      635000 | PA      | $561405.02    | 0.09%             | 2030-04-23      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Fortune Star BVI Ltd.                                                            | Fortune Star BVI Ltd.                                                             | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |      215000 | PA      | $220024.66    | 0.04%             | 2028-05-19      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Alpha Star Holding IX Ltd.                                                       | Alpha Star Holding IX Ltd.                                                        | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |      400000 | PA      | $397546.28    | 0.07%             | 2028-08-26      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                                             | EURO                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |         762 | OU      | $894.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Notes                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -11 | NC      | $3499.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avianca Midco 2 plc                                                              | Avianca Midco 2 plc                                                               | CUSIP: N/A<br>LEI: 213800AMPX5VKH9AMX10       | Long             | DBT              | CORP              | GB        |      930000 | PA      | $876525.00    | 0.14%             | 2030-02-14      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                  | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |      575000 | PA      | $610997.14    | 0.10%             | 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        |          27 | OU      | $36.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Euro-BTP                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -234 | NC      | $322544.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of the Bahamas                                                      | Bahamas Government Bond                                                           | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |     1080000 | PA      | $1201435.20   | 0.20%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                 | Grupo Nutresa SA                                                                  | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |      200000 | PA      | $210952.07    | 0.03%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |      285000 | PA      | $307087.50    | 0.05%             | 2034-02-13      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | Euro-Bund                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         206 | NC      | $-127693.85   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 2 Year Notes                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          75 | NC      | $-27114.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Ultra Bonds                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          13 | NC      | $-42093.70    | -0.01%            |  |  |  | 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        |      995047 | PA      | $995751.66    | 0.16%             | 2048-04-11      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Jack Benintende

**Name of Signer:** Jack Benintende

**Title:** Treasurer