# EDGAR Filing Document

**Accession Number:** 0000790166
**File Stem:** 0000790166-26-000139
**Filing Date:** 2026-2
**Character Count:** 244367
**Document Hash:** fe99101da317f4850bb0597791be603f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000790166-26-000139.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000790166-26-000139

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THRIVENT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000790166

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04603
- **FILM NUMBER:** 26680897

**BUSINESS ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211
- **BUSINESS PHONE:** 612-844-7190

**MAIL ADDRESS:**
- **STREET 1:** 901 MARQUETTE AVENUE, SUITE 2500
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55402-3211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LB SERIES FUND INC
- **DATE OF NAME CHANGE:** 19950428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC/
- **DATE OF NAME CHANGE:** 19940824

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LBVIP SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Thrivent Short-Term Bond Portfolio (Series ID: S000001437)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003844 | Class A      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Thrivent Series Fund, Inc.

- **b. Investment Company Act file number:** 811-04603

- **c. CIK number of Registrant:** 0000790166

- **d. LEI of Registrant:** 549300VNHRP1O3O9AF57

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

  - **Street Address 1:** 901 Marquette Avenue

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55402-3211

  - **Telephone number:** 612-844-5168

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

- **a. Name of Series:** THRIVENT SHORT-TERM BOND PORTFOLIO

- **b. EDGAR series identifier (if any):** S000001437

- **c. LEI of Series:** 6VYVH6PNTVA8ZH23ET87

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $661479389.41

**Total Liabilities:** $10275455.14

**Net Assets:** $651203934.27

**Delayed Delivery Securities:** $7565643.66

**Cash Not Reported:** $10548.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2670.00000000 | **1-Year:** -34086.00000000 | **5-Year:** -65741.00000000 | **10-Year:** -9865.00000000 | **30-Year:** -19934.00000000

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

- **3-Month:** -11.00000000 | **1-Year:** -1574.00000000 | **5-Year:** -3882.00000000 | **10-Year:** -2337.00000000 | **30-Year:** -642.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003844 | 0.36%                | 0.48%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $93463.13                | $-79197.43                                 |
| Month 2  | $176976.05               | $777879.87                                 |
| Month 3  | $277614.23               | $-501133.51                                |

**Designated Index Information**

- **Index Name:** Bloomberg Custom US Limited Maturity Bond Fund benchmark

- **Index Identifier:** I38429US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley & Co                               | CBOT 2-Yr. U.S. Treasury Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       225 | NC      | $-27933.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO BANK NV                                  | ABN AMRO Bank NV                                                                               | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1116883.20   | 0.17%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS Trust 2024-1PL                                                                        | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174510 | PA      | $175356.88    | 0.03%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS Trust 2024-2PL                                                                        | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    521889 | PA      | $524802.08    | 0.08%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                  | AGCO Corporation                                                                               | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1114838.99   | 0.17%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST                                        | ACRA Trust 2024-NQM1                                                                           | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1792961 | PA      | $1803440.39   | 0.28%             | 2064-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                         | Corebridge Global Funding                                                                      | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1438272.21   | 0.22%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                        | AMSR Trust 2025-SFR1                                                                           | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1929937.00   | 0.30%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T, Inc.                                                                                     | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016551.52   | 0.16%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                | A&D Mortgage Trust 2023-NQM3                                                                   | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2031282 | PA      | $2043045.51   | 0.31%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                | A&D Mortgage Trust 2024-NQM4                                                                   | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-CBDO         | CORP              | US        |   1382230 | PA      | $1387566.35   | 0.21%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $246602.00    | 0.04%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    900000 | PA      | $917015.59    | 0.14%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    665000 | PA      | $683117.95    | 0.10%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1075000 | PA      | $1085698.15   | 0.17%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING COMPANY LLC                         | AEGON Funding Company, LLC                                                                     | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1142752.75   | 0.18%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AFFIRM MASTER TRUST                               | Affirm Master Trust 2025-1A                                                                    | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2524874.25   | 0.39%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AFFIRM INC                                        | Affirm Asset Securitization Trust 2024-X2                                                      | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137229 | PA      | $137269.43    | 0.02%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                        | Air Canada                                                                                     | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   1875000 | PA      | $1866063.75   | 0.29%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association Conventional 15-Yr. Pass Through                         | CUSIP: 01F050411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6525000 | PA      | $6608050.92   | 1.01%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial, Inc.                                                                           | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615233.83    | 0.09%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group, Inc.                                                                             | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1161701.21   | 0.18%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group, Inc.                                                                             | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    365000 | PA      | $371013.60    | 0.06%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com, Inc.                                                                               | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1404284.04   | 0.22%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC               | American Electric Power Company, Inc.                                                          | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    745000 | PA      | $767869.30    | 0.12%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC               | American Electric Power Company, Inc.                                                          | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1042398.46   | 0.16%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                          | American Express Company                                                                       | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1264519.25   | 0.19%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                          | American Express Company                                                                       | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508439.53    | 0.08%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                          | American Express Company                                                                       | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    365000 | PA      | $376224.91    | 0.06%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                          | American Express Company                                                                       | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1116877.26   | 0.17%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                | American Honda Finance Corporation                                                             | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1251734.08   | 0.19%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                | American Honda Finance Corporation                                                             | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013510.91   | 0.16%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                | American Honda Finance Corporation                                                             | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504282.65    | 0.08%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                          | American Homes 4 Rent, LP                                                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433504.40    | 0.07%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                  | American International Group, Inc.                                                             | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768646.91    | 0.12%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                        | American Tower Corporation                                                                     | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490874.39    | 0.08%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                        | American Tower Corporation                                                                     | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1234642.58   | 0.19%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen, Inc.                                                                                    | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    825000 | PA      | $844296.87    | 0.13%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                              | Amphenol Corporation                                                                           | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248626.20   | 0.19%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ANNISA CLO LTD                                    | Annisa CLO, Ltd. 2016-2A                                                                       | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1500355.50   | 0.23%             | 2031-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                     | APA Corporation                                                                                | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1097678.97   | 0.17%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                         | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1436484.29   | 0.22%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ARCHWEST MORTGAGE TRUST                           | Archwest Mortgage Trust 2025-RTL1                                                              | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1278000 | PA      | $1279565.04   | 0.20%             | 2040-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                          | Ares Capital Corporation                                                                       | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1349896.58   | 0.21%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                          | Ares Capital Corporation                                                                       | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789729.17    | 0.12%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                        | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    875000 | PA      | $878872.66    | 0.13%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                        | Ares Strategic Income Fund                                                                     | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607867.09    | 0.09%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454673.31    | 0.07%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460473.59    | 0.07%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP                              | Associated Banc-Corp                                                                           | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726691.41    | 0.11%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                | Atlas Warehouse Lending Company, LP                                                            | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    950000 | PA      | $953565.36    | 0.15%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                         | Auxilior Term Funding, LLC 2024-1A                                                             | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288049 | PA      | $288611.58    | 0.04%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                         | AvalonBay Communities, Inc.                                                                    | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1252643.09   | 0.19%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                        | Aviation Capital Group, LLC                                                                    | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    725000 | PA      | $728867.85    | 0.11%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                        | Aviation Capital Group, LLC                                                                    | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100415.97   | 0.17%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC        | Avis Budget Rental Car Funding AESOP, LLC 2025-1A                                              | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $823399.83    | 0.13%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC        | Avis Budget Rental Car Funding AESOP, LLC 2025-4A                                              | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3480269.10   | 0.53%             | 2032-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                       | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    401000 | PA      | $399691.27    | 0.06%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                       | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $607035.03    | 0.09%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                       | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1050000 | PA      | $1077936.74   | 0.17%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                   | BAE Systems plc                                                                                | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    935000 | PA      | $946197.10    | 0.15%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                     | BAT International Finance plc                                                                  | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2486196.30   | 0.38%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                     | BAT International Finance plc                                                                  | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1154261.47   | 0.18%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | BNP Paribas SA                                                                                 | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    850000 | PA      | $870576.13    | 0.13%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                        | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $750451.34    | 0.12%             | 2027-01-18      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION               | Banc of America Funding Trust 2006-3                                                           | CUSIP: 058931AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    402361 | PA      | $402666.57    | 0.06%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION               | Banc of America Funding Trust 2004-D                                                           | CUSIP: 05946XND1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175676 | PA      | $178115.17    | 0.03%             | 2035-01-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                             | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $600210.01    | 0.09%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                             | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1019269.52   | 0.16%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                             | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $600636.30    | 0.09%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corporation                                                                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1480864.67   | 0.23%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                               | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $752805.52    | 0.12%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                  | Bank of New York Mellon Corporation                                                            | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    750000 | PA      | $796288.95    | 0.12%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                               | Bank of New Zealand                                                                            | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   1800000 | PA      | $1832484.33   | 0.28%             | 2028-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia                                                                            | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1005117.38   | 0.15%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia                                                                            | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1049984.39   | 0.16%             | 2028-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                        | BANK 2018-BN13                                                                                 | CUSIP: 06539LBE9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496097.50    | 0.08%             | 2061-08-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                        | BANK 2019-BN17                                                                                 | CUSIP: 065403BA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1152426 | PA      | $1144635.13   | 0.18%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK5 TRUST                                       | BANK5 2025-5YR16                                                                               | CUSIP: 065934AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1032631.50   | 0.16%             | 2063-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays plc                                                                                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $491954.18    | 0.08%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays plc                                                                                   | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1117102.71   | 0.17%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays plc                                                                                   | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $559794.66    | 0.09%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays plc                                                                                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $859972.00    | 0.13%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays plc                                                                                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1120998.67   | 0.17%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST       | Bear Stearns ARM Trust 2005-9                                                                  | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70466 | PA      | $68209.58     | 0.01%             | 2035-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                      | Becton, Dickinson and Company                                                                  | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1266534.16   | 0.19%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD                                 | Bellemeade Re, Ltd. 2025-1                                                                     | CUSIP: 07876NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    848533 | PA      | $848726.67    | 0.13%             | 2035-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                          | Benchmark Mortgage Trust 2025-V17                                                              | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1775000 | PA      | $1818650.27   | 0.28%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                    | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603240.41    | 0.09%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                    | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1034038.70   | 0.16%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                   | Blackstone Secured Lending Fund                                                                | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907929.16    | 0.14%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                   | Blackstone Secured Lending Fund                                                                | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987549.34    | 0.15%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE REG FINANCE CO LLC                     | Blackstone Reg Finance Company, LLC                                                            | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599661.43    | 0.09%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                       | Blue Owl Credit Income Corporation                                                             | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1131286.04   | 0.17%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | BNP Paribas SA                                                                                 | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1298769.00   | 0.20%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                    | BNP Paribas SA                                                                                 | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    825000 | PA      | $834162.96    | 0.13%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Company                                                                                 | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1746669.00   | 0.27%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Company                                                                                 | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666910.61    | 0.10%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                              | Boston Properties, LP                                                                          | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498897.92   | 0.23%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                    | BP Capital Markets America, Inc.                                                               | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560638.83    | 0.09%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                                 | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1389929.38   | 0.21%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                                 | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003385.14   | 0.15%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                                 | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017921.73   | 0.16%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                                 | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1274030.25   | 0.20%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown, Inc.                                                                            | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    725000 | PA      | $728613.31    | 0.11%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN INC                                 | Brown & Brown, Inc.                                                                            | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557606.25    | 0.09%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE LTD CORP                            | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1303029.42   | 0.20%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE LTD CORP                            | Bunge, Ltd. Finance Corporation                                                                | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $940990.17    | 0.14%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE LTD                     | CAFL Issuer, LLC 2021-RTL1                                                                     | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1661715 | PA      | $1576866.90   | 0.24%             | 2029-03-28      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CFST MORTGAGE TRUST                               | CFST Mortgage Trust 2025-RTL1                                                                  | CUSIP: 12532GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $807435.76    | 0.12%             | 2030-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                              | CHNGE Mortgage Trust 2022-2                                                                    | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1829944 | PA      | $1802907.75   | 0.28%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                              | CHNGE Mortgage Trust 2023-1                                                                    | CUSIP: 12547QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    909995 | PA      | $908862.10    | 0.14%             | 2058-03-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                       | Cigna Group                                                                                    | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1434785.20   | 0.22%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK & TRUST CO                    | First-Citizens Bank & Trust Company                                                            | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1243725.02   | 0.19%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                  | COLT Mortgage Loan Trust 2021-5                                                                | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1532610 | PA      | $1394622.64   | 0.21%             | 2066-11-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                      | Credit Suisse Mortgage Capital Certificates 2021-NQM8                                          | CUSIP: 12659FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2302106 | PA      | $2026472.44   | 0.31%             | 2066-10-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corporation                                                                         | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1553543.19   | 0.24%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                | Countrywide Alternative Loan Trust 2005-49CB                                                   | CUSIP: 12668AMF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128989 | PA      | $81210.25     | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                | Countrywide Alternative Loan Trust 2005-85CB                                                   | CUSIP: 12668BEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    137501 | PA      | $108912.47    | 0.02%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                   | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1110938.61   | 0.17%             | 2029-07-03      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS CO                                      | Campbell's Company                                                                             | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370847.67    | 0.06%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | Canadian Imperial Bank of Commerce                                                             | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1018951.28   | 0.16%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                | Canadian Imperial Bank of Commerce                                                             | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1118184.44   | 0.17%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                 | Capital One Financial Corporation                                                              | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1048459.93   | 0.16%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill, Inc.                                                                                  | CUSIP: 141781CE2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1116196.28   | 0.17%             | 2028-02-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CARGILL INC                                       | Cargill, Inc.                                                                                  | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597400.25    | 0.09%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                  | Carlyle Global Market Strategies CLO, Ltd. 2015-5A                                             | CUSIP: 14312JBQ4<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-O            | CORP              | KY        |   2100000 | PA      | $2100249.90   | 0.32%             | 2032-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD                                    | CarVal CLO I, Ltd. 2018-1A                                                                     | CUSIP: 146865AL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2800000 | PA      | $2801951.60   | 0.43%             | 2031-07-16      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD                                    | CarVal CLO III, Ltd. 2019-2A                                                                   | CUSIP: 14686WAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2991234.00   | 0.46%             | 2032-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                               | Centene Corporation                                                                            | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988224.74   | 0.31%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                               | Centene Corporation                                                                            | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1163932.44   | 0.18%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC              | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1243778.86   | 0.19%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC              | Charter Communications Operating, LLC/Charter Communications Operating Capital Corporation     | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1069770.92   | 0.16%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHENANGO PARK CLO LTD                             | Chenango Park CLO, Ltd. 2018-1A                                                                | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2180000 | PA      | $2181759.26   | 0.34%             | 2030-04-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                       | Cheniere Energy Partners, LP                                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2505256.18   | 0.38%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                              | CHNGE Mortgage Trust 2023-2                                                                    | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1414646 | PA      | $1416647.62   | 0.22%             | 2058-06-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                              | CHNGE Mortgage Trust 2023-3                                                                    | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    980756 | PA      | $984753.47    | 0.15%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST                              | CHNGE Mortgage Trust 2022-1                                                                    | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1249054 | PA      | $1209136.91   | 0.19%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                            | Chubb INA Holdings, LLC                                                                        | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511045.60    | 0.08%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel, LP                                                                                    | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1514700.41   | 0.23%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC            | Citadel Securities Global Holdings, LLC                                                        | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374583.94    | 0.06%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666998.28    | 0.10%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1033320.49   | 0.16%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                                                | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1404332.69   | 0.22%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                 | Citigroup Mortgage Loan Trust, Inc. 2006-AR1                                                   | CUSIP: 17307G3F3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405796 | PA      | $393009.59    | 0.06%             | 2036-03-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                            | Citigroup Capital XIII, 10.470%                                                                | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     66000 | NS      | $1993200.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                       | Citibank NA                                                                                    | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    850000 | PA      | $856123.31    | 0.13%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                      | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    900000 | PA      | $924792.58    | 0.14%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                  | COLT Mortgage Loan Trust 2024-INV3                                                             | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |   1562093 | PA      | $1571633.44   | 0.24%             | 2069-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC            | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $933497.37    | 0.14%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC            | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $769029.33    | 0.12%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Thrivent Mutual Funds                             | Thrivent Cash Management Trust                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   7612461 | NS      | $7612461.00   | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2017-AGS                                                         | CUSIP: 20267VAA5<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |    120899 | PA      | $116307.64    | 0.02%             | 2041-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2018-AGS                                                         | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    182654 | PA      | $180772.39    | 0.03%             | 2044-02-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)  | Commonwealth Bank of Australia/New York, NY                                                    | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1050000 | PA      | $1051929.13   | 0.16%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                | Conagra Brands, Inc.                                                                           | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1264545.59   | 0.19%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC               | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1134823.67   | 0.17%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                         | Continental Resources, Inc.                                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2594704.49   | 0.40%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993670.89    | 0.15%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                        | COPT Defense Properties, LP                                                                    | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448008.48    | 0.07%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                          | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US, LLC                      | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $252273.95    | 0.04%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                             | Cousins Properties, LP                                                                         | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025409.76   | 0.16%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                             | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $748426.03    | 0.11%             | 2027-01-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                             | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    725000 | PA      | $764102.31    | 0.12%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                             | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1007603.80   | 0.15%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                             | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $561608.27    | 0.09%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                   | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3350000 | PA      | $3339828.06   | 0.51%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                   | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1100000 | PA      | $1122894.14   | 0.17%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                                         | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    990000 | PA      | $257400.00    | 0.04%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                              | Cross Mortgage Trust 2025-H5                                                                   | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1881766 | PA      | $1897563.39   | 0.29%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle, Inc.                                                                             | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    740000 | PA      | $750764.44    | 0.12%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle, Inc.                                                                             | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761634.46    | 0.12%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                | DTE Energy Company                                                                             | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    950000 | PA      | $973507.97    | 0.15%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                | DTE Energy Company                                                                             | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    900000 | PA      | $911852.55    | 0.14%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC           | Daimler Truck Finance North America, LLC                                                       | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    725000 | PA      | $728127.08    | 0.11%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                            | Darden Restaurants, Inc.                                                                       | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004660.35   | 0.15%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST              | Deephaven Residential Mortgage Trust 2021-4                                                    | CUSIP: 24381JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1834444 | PA      | $1632143.13   | 0.25%             | 2066-11-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST              | Deephaven Residential Mortgage Trust 2022-1                                                    | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1731310 | PA      | $1628150.11   | 0.25%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA CORP                         | Deere Funding Canada Corporation                                                               | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1399856.64   | 0.21%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                            | Dell International, LLC/EMC Corporation                                                        | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1064955.22   | 0.16%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                               | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1119781.45   | 0.17%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                               | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380199.61    | 0.06%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DENSO CORPORATION                                 | Denso Corporation                                                                              | CUSIP: 24872BAC4<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |   1250000 | PA      | $1249231.40   | 0.19%             | 2030-09-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $710748.05    | 0.11%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                | Deutsche Bank AG/New York, NY                                                                  | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $808087.71    | 0.12%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy, Inc.                                                                       | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760840.07    | 0.12%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                    | Capital One NA                                                                                 | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1335098.26   | 0.21%             | 2028-08-09      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP          | Drawbridge Special Opportunities Fund, LP/Drawbridge Special Opportunities Finance Corporation | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1478451.40   | 0.23%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                           | Dryden 61 CLO, Ltd. 2018-61A                                                                   | CUSIP: 26251CBE3<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $1752154.25   | 0.27%             | 2032-01-17      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                           | Dryden 72 CLO, Ltd. 2019-72A                                                                   | CUSIP: 26252NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1100000 | PA      | $1102082.30   | 0.17%             | 2032-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                         | Duke Energy Carolinas, LLC                                                                     | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029533.90   | 0.16%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources, Inc.                                                                            | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369080.60    | 0.06%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance, LLC                                                                          | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768227.17    | 0.12%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                    | EPR Properties                                                                                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1888642.33   | 0.29%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco SARL                                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    875000 | PA      | $891266.25    | 0.14%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                          | Eastman Chemical Company                                                                       | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1122252.01   | 0.17%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDUCATION FUNDING TRUST                           | Education Funding Trust 2020-A                                                                 | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    653765 | PA      | $629256.43    | 0.10%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge, Inc.                                                                                 | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1115904.27   | 0.17%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer, LP                                                                            | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762034.59    | 0.12%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer, LP                                                                            | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1131984.11   | 0.17%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                    | Enterprise Fleet Financing, LLC 2024-4                                                         | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1523732.25   | 0.23%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC        | Equinix Europe 2 Financing Corporation, LLC                                                    | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504520.64   | 0.23%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                         | Evergy Kansas Central, Inc.                                                                    | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659929.98    | 0.10%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                              | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1127517.93   | 0.17%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                | Exelon Corporation                                                                             | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    725000 | PA      | $740694.61    | 0.11%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                               | FS KKR Capital Corporation                                                                     | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999228.78   | 0.31%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms, Inc.                                                                           | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1904015.00   | 0.29%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                | F&G Global Funding                                                                             | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704445.11    | 0.11%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks Office of Finance         | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385TH9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    200000 | PA      | $199001.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION             | Federal National Mortgage Association Discount Notes                                           | CUSIP: 313589TT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99403.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association - REMIC 2024-76                                          | CUSIP: 3136BTNH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   1213634 | PA      | $1205142.69   | 0.19%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association - REMIC 2025-69                                          | CUSIP: 3136BWC53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |   2199981 | PA      | $2220859.29   | 0.34%             | 2051-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation            | Federal Home Loan Mortgage Corporation - REMIC 5417                                            | CUSIP: 3137HDEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    238762 | PA      | $239454.24    | 0.04%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3138EKPQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46335 | PA      | $47705.62     | 0.01%             | 2043-01-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                               | Fifth Third Bank NA                                                                            | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199843.74    | 0.03%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK (MEMPHIS)                      | First Horizon Bank                                                                             | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1528959.15   | 0.23%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv, Inc.                                                                                   | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1126387.15   | 0.17%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv, Inc.                                                                                   | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1111522.32   | 0.17%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv, Inc.                                                                                   | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1781475.70   | 0.27%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                           | Flagstar Mortgage Trust 2021-9INV                                                              | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1207049 | PA      | $1096989.19   | 0.17%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST          | Ford Credit Floorplan Master Owner Trust A 2024-4                                              | CUSIP: 34528QJQ8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1516515.30   | 0.23%             | 2031-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                     | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1139012.36   | 0.17%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                     | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603259.92    | 0.09%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                     | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502315.19   | 0.23%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                      | Fortitude Group Holdings, LLC                                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1458220.16   | 0.22%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                          | Foundation Finance Trust 2021-1A                                                               | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    588698 | PA      | $561839.00    | 0.09%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                          | Foundation Finance Trust 2023-2A                                                               | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430094 | PA      | $1492369.44   | 0.23%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco, LLC                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2064389.12   | 0.32%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CORP                         | Franklin BSP Capital Corporation                                                               | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990796.21    | 0.15%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                                        | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1198891.61   | 0.18%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                  | GATX Corporation                                                                               | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760684.77    | 0.12%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                        | GCAT Trust 2021-NQM6                                                                           | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1296407 | PA      | $1191507.97   | 0.18%             | 2066-08-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST              | GMAC Mortgage Corporation Loan Trust 2005-HE1                                                  | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24979 | PA      | $11541.26     | 0.00%             | 2035-08-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST                            | GSAA Home Equity Trust 2004-4                                                                  | CUSIP: 36228F4K9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90375 | PA      | $162266.36    | 0.02%             | 2034-05-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST                            | GSAA Home Equity Trust 2004-10                                                                 | CUSIP: 36242DNF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    844141 | PA      | $779865.91    | 0.12%             | 2034-08-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST               | GS Mortgage-Backed Securities Trust 2020-NQM1                                                  | CUSIP: 36259WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    188065 | PA      | $178801.51    | 0.03%             | 2060-09-27      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                             | GSK Consumer Healthcare Capital US, LLC                                                        | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1091931.53   | 0.17%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST               | GS Mortgage-Backed Securities Trust 2025-PJ10                                                  | CUSIP: 36273MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1456509 | PA      | $1455685.02   | 0.22%             | 2056-04-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST               | GS Mortgage-Backed Securities Trust 2025-DSC2                                                  | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-CBDO         | CORP              | US        |   1720645 | PA      | $1723818.58   | 0.26%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                        | GCAT Trust 2024-INV4                                                                           | CUSIP: 367919AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    904570 | PA      | $911573.71    | 0.14%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Company                                                                       | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    725000 | PA      | $731160.76    | 0.11%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills, Inc.                                                                            | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1140841.48   | 0.18%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Company                                                                         | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    850000 | PA      | $870724.28    | 0.13%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC              | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1042606.72   | 0.16%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC              | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    550000 | PA      | $559006.91    | 0.09%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC              | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1119088.93   | 0.17%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC              | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1120275.20   | 0.17%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                               | Georgia-Pacific, LLC                                                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    825000 | PA      | $834781.80    | 0.13%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                             | Georgia Power Company                                                                          | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1117218.28   | 0.17%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                             | Georgia Power Company                                                                          | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    875000 | PA      | $879838.77    | 0.14%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding, LLC                                                                          | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049053.46   | 0.16%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                       | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1166534.94   | 0.18%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                       | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    650000 | PA      | $671350.83    | 0.10%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                       | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    950000 | PA      | $949787.42    | 0.15%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                       | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1243059.64   | 0.19%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                       | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1107717.92   | 0.17%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                             | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    550000 | PA      | $561448.44    | 0.09%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                            | Goldman Sachs Bank USA/New York, NY                                                            | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102752.18   | 0.17%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                 | Goldman Sachs Private Credit Corporation                                                       | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458390.39    | 0.07%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| HCA INC                                           | HCA, Inc.                                                                                      | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1426094.81   | 0.22%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings plc                                                                              | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $865738.44    | 0.13%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings plc                                                                              | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $760947.16    | 0.12%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                      | HSBC USA, Inc.                                                                                 | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1497215.61   | 0.23%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                        | HPS Corporate Lending Fund                                                                     | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    825000 | PA      | $830016.73    | 0.13%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                        | HPS Corporate Lending Fund                                                                     | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    950000 | PA      | $945076.60    | 0.15%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                     | Healthcare Realty Holdings, LP                                                                 | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    625000 | PA      | $593694.77    | 0.09%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HELMERICH AND PAYNE INC                           | Helmerich & Payne, Inc.                                                                        | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1310074.04   | 0.20%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                       | Hertz Vehicle Financing III, LLC 2023-1A                                                       | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $978166.12    | 0.15%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                       | Hertz Vehicle Financing III, LLC 2024-1A                                                       | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $969870.68    | 0.15%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                       | Hertz Vehicle Financing III, LLC 2025-1A                                                       | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2355000 | PA      | $2382202.61   | 0.37%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                       | Hertz Vehicle Financing III, LLC 2025-3A                                                       | CUSIP: 42806MDC0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1371187.17   | 0.21%             | 2029-12-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                     | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351003.95    | 0.05%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                     | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1395717.12   | 0.21%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                               | Highwoods Realty, LP                                                                           | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1042790.86   | 0.16%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                             | Amrize Finance US, LLC                                                                         | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    535000 | PA      | $541181.96    | 0.08%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                    | Home Partners of America Trust 2021-2                                                          | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2014941 | PA      | $1974066.34   | 0.30%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts, LP                                                                      | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650637.16    | 0.10%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                              | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1066973.74   | 0.16%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK (THE)                    | Huntington Bank Auto Credit-Linked Notes 2024-2                                                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138965 | PA      | $140455.82    | 0.02%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corporation                                                                       | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1675339.25   | 0.26%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                        | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737712.30    | 0.11%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                        | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1115491.07   | 0.17%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                        | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1288709.73   | 0.20%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                      | Hyundai Capital Services, Inc.                                                                 | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    750000 | PA      | $747761.27    | 0.11%             | 2026-02-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                      | Illumina, Inc.                                                                                 | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501603.90    | 0.08%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                       | Imperial Brands Finance plc                                                                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    825000 | PA      | $831642.93    | 0.13%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                                   | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $1242188.01   | 0.19%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                                   | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1000117.71   | 0.15%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                                   | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1116456.68   | 0.17%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                | Ingersoll Rand, Inc.                                                                           | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258420.98    | 0.04%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP              | International Business Machines Corporation                                                    | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761005.54    | 0.12%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC            | International Flavors & Fragrances, Inc.                                                       | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    196000 | PA      | $188044.61    | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TRUST                  | J.P. Morgan Alternative Loan Trust 2006-A1                                                     | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    464429 | PA      | $345922.28    | 0.05%             | 2036-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                         | Jabil, Inc.                                                                                    | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001389.89   | 0.15%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810285.18    | 0.12%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1172876.41   | 0.18%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1268620.49   | 0.19%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Company                                                                       | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1296056.29   | 0.20%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                          | J.P. Morgan Mortgage Trust 2025-12MPR                                                          | CUSIP: 46660LAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    475000 | PA      | $475340.20    | 0.07%             | 2056-06-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Company                                                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994364.90    | 0.15%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD                              | KKR Static CLO I, Ltd. 2022-1A                                                                 | CUSIP: 48255QAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    751180 | PA      | $750378.40    | 0.12%             | 2031-07-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD                              | KKR Static CLO I, Ltd. 2022-1A                                                                 | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1494414.00   | 0.23%             | 2031-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper, Inc.                                                                         | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1516618.35   | 0.23%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                                        | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1540520.78   | 0.24%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| KEYCORP CAPITAL I                                 | KeyCorp Capital I                                                                              | CUSIP: 49326MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1231676.10   | 0.19%             | 2028-07-01      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan, Inc.                                                                            | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719805.27    | 0.11%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan, Inc.                                                                            | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1085696.62   | 0.17%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Company                                                                      | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493418.71   | 0.23%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                              | LHOME Mortgage Trust 2023-RTL4                                                                 | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1252448.63   | 0.19%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                              | LHOME Mortgage Trust 2024-RTL2                                                                 | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2013455.60   | 0.31%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings, Inc.                                                                             | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    900000 | PA      | $920998.70    | 0.14%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    935000 | PA      | $953647.69    | 0.15%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corporation                                                                    | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    950000 | PA      | $974030.38    | 0.15%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                     | Lendbuzz Securitization Trust 2025-1A                                                          | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1235246 | PA      | $1235304.55   | 0.19%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LENNAR CORPORATION                                | Lennar Corporation                                                                             | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1336482.94   | 0.21%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                             | Eli Lilly & Company                                                                            | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1258417.09   | 0.19%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                  | Lincoln Financial Global Funding                                                               | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517232.19    | 0.08%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group plc                                                                       | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $556061.97    | 0.09%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group plc                                                                       | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $996345.90    | 0.15%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group plc                                                                       | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1125000 | PA      | $1140119.01   | 0.18%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group plc                                                                       | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $611408.77    | 0.09%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corporation                                                                           | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    750000 | PA      | $726638.85    | 0.11%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                        | MFA Trust 2022-CHM1                                                                            | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1559480 | PA      | $1540217.54   | 0.24%             | 2056-09-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                        | MFA Trust 2025-NQM4                                                                            | CUSIP: 55287RAC2<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-CBDO         | CORP              | US        |   1955741 | PA      | $1963400.13   | 0.30%             | 2070-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES                         | M&T Bank Auto Receivables Trust 2025-1A                                                        | CUSIP: 55287XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1021022.90   | 0.16%             | 2032-07-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX, LP                                                                                       | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1095661.86   | 0.17%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                 | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1035000 | PA      | $1084572.84   | 0.17%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                 | Macquarie AirFinance Holdings, Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $709603.83    | 0.11%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD                          | Madison Park Funding XXIV, Ltd. 2016-24A                                                       | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    121747 | PA      | $121794.21    | 0.02%             | 2029-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD                          | Madison Park Funding XXXIX, Ltd. 2021-39A                                                      | CUSIP: 55821LAL8<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2501250.00   | 0.38%             | 2034-10-22      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    569000 | PA      | $565171.77    | 0.09%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO LTD                                  | Marathon CLO, Ltd. 2021-16A                                                                    | CUSIP: 56580KAW5<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-O            | CORP              | KY        |   2250000 | PA      | $2250330.75   | 0.35%             | 2034-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars, Inc.                                                                                     | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    900000 | PA      | $912330.34    | 0.14%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                      | MassMutual Global Funding II                                                                   | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1122435.22   | 0.17%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                        | MFA Trust 2024-NPL1                                                                            | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    853188 | PA      | $854382.32    | 0.13%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                             | McDonald's Corporation                                                                         | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714791.69    | 0.11%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                             | McDonald's Corporation                                                                         | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1157831.18   | 0.18%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                          | Met Tower Global Funding                                                                       | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002051.23   | 0.15%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| METROPOLITAN LIFE GLOBAL FUNDING I                | Metropolitan Life Global Funding I                                                             | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1139065.70   | 0.17%             | 2028-09-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                        | MFA Trust 2024-RTL1                                                                            | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2258560.35   | 0.35%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                 | Microchip Technology, Inc.                                                                     | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356845.91    | 0.05%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1075000 | PA      | $1080788.64   | 0.17%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                        | Mizuho Financial Group, Inc.                                                                   | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1275000 | PA      | $1291461.93   | 0.20%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONIC TECHNOLOGIES LLC                 | Molex Electronic Technologies, LLC                                                             | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    950000 | PA      | $960360.61    | 0.15%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                                         | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1120222.57   | 0.17%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                                         | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1154475.72   | 0.18%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2045019.10   | 0.31%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    465000 | PA      | $479856.30    | 0.07%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1147151.06   | 0.18%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                 | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1299581.39   | 0.20%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                | Morgan Stanley Direct Lending Fund                                                             | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1463344.21   | 0.22%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                       | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1076740 | PA      | $1084301.52   | 0.17%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8                                       | CUSIP: 61779QAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1355862 | PA      | $1357791.03   | 0.21%             | 2070-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                                       | CUSIP: 617948AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2044570 | PA      | $2057100.55   | 0.32%             | 2070-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO/THE                                     | Mosaic Company                                                                                 | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1253560.49   | 0.19%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                        | NBN Company, Ltd.                                                                              | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    700000 | PA      | $698415.69    | 0.11%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                        | NBN Company, Ltd.                                                                              | CUSIP: 62878U2K7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    800000 | PA      | $796055.89    | 0.12%             | 2030-09-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                           | NYMT Loan Trust 2024-BPL1                                                                      | CUSIP: 62956MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002924.20   | 0.15%             | 2029-02-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                           | NYMT Loan Trust 2024-INV1                                                                      | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-CBDO         | CORP              | US        |   1179792 | PA      | $1186791.93   | 0.18%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                           | NYMT Loan Trust 2025-INV2                                                                      | CUSIP: 62957JAF8<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-CBDO         | CORP              | US        |   1483566 | PA      | $1489348.33   | 0.23%             | 2060-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                           | National Bank of Canada                                                                        | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1309687.47   | 0.20%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL COLLEGIATE                               | National Collegiate Trust 2007-A                                                               | CUSIP: 63543YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    307324 | PA      | $301196.82    | 0.05%             | 2031-05-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                         | National Fuel Gas Company                                                                      | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    900000 | PA      | $928136.34    | 0.14%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | National Rural Utilities Cooperative Finance Corporation                                       | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1120050.88   | 0.17%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | National Rural Utilities Cooperative Finance Corporation                                       | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1116679.25   | 0.17%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group plc                                                                              | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $752006.19    | 0.12%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NatWest Markets plc                                                                            | CUSIP: 63906YAT5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1252486.51   | 0.19%             | 2028-11-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                        | Navient Student Loan Trust 2022-BA                                                             | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1107244 | PA      | $1089761.24   | 0.17%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                          | Neuberger Berman Loan Advisers CLO 35, Ltd. 2019-35A                                           | CUSIP: 64133CAS8<br>LEI: 549300MYVO80EQUJK294 | Long             | ABS-O            | CORP              | KY        |   2085080 | PA      | $2084495.87   | 0.32%             | 2033-01-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                              | Nevada Power Company                                                                           | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    725000 | PA      | $733152.63    | 0.11%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                      | New York Life Global Funding                                                                   | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1124606.38   | 0.17%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                      | New York Life Global Funding                                                                   | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513091.60    | 0.08%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                       | Ovintiv, Inc.                                                                                  | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1200000.00   | 0.18%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC               | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    725000 | PA      | $733615.15    | 0.11%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC               | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    900000 | PA      | $928472.81    | 0.14%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource, Inc.                                                                                 | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754857.61    | 0.12%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $736761.00    | 0.11%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings, Inc.                                                                          | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1327928.68   | 0.20%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                | Northwestern Mutual Global Funding                                                             | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1124385.25   | 0.17%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                        | AMSR Trust 2021-SFR4                                                                           | CUSIP: 66982FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1957648.00   | 0.30%             | 2038-12-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| OZLM LTD                                          | OZLM XIV, Ltd. 2015-14A                                                                        | CUSIP: 67110HCC0<br>LEI: 549300Y1XB6AVMQY8652 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2004686.00   | 0.31%             | 2038-01-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| OZLM LTD                                          | OZLM XVII, Ltd. 2017-17A                                                                       | CUSIP: 67111NAW4<br>LEI: 549300EERMFPZ487P195 | Long             | ABS-O            | CORP              | KY        |   2800000 | PA      | $2796533.60   | 0.43%             | 2030-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                           | NYMT Loan Trust 2024-BPL2                                                                      | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1513482.45   | 0.23%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                          | OBX Trust 2025-NQM15                                                                           | CUSIP: 67122CAF2<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-CBDO         | CORP              | US        |    756891 | PA      | $759427.51    | 0.12%             | 2065-07-27      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                  | Occidental Petroleum Corporation                                                               | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509121.00    | 0.08%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                          | Octane Receivables Trust 2024-2A                                                               | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551193 | PA      | $555777.82    | 0.09%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                    | Omega Healthcare Investors, Inc.                                                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763262.27    | 0.12%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK, Inc.                                                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505383.80    | 0.08%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK, Inc.                                                                                    | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519291.38    | 0.08%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK, Inc.                                                                                    | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003287.99   | 0.15%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                  | OneMain Financial Issuance Trust 2020-2A                                                       | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2686561 | PA      | $2644500.32   | 0.41%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                | Oracle Corporation                                                                             | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1099776.60   | 0.17%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                | Oracle Corporation                                                                             | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    875000 | PA      | $857549.39    | 0.13%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                | Oracle Corporation                                                                             | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $904480.79    | 0.14%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                | Oracle Corporation                                                                             | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684835.23    | 0.11%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                  | Blue Owl Technology Finance Corporation                                                        | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1789246.15   | 0.27%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                       | Blue Owl Credit Income Corporation                                                             | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647442.65    | 0.10%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION II                   | Blue Owl Capital Corporation II                                                                | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771175.43    | 0.12%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                  | Blue Owl Technology Finance Corporation                                                        | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1048358.70   | 0.16%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES GROUP INC (THE)            | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1470508.80   | 0.23%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)            | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    925000 | PA      | $959336.08    | 0.15%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)            | PNC Financial Services Group, Inc.                                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764957.10    | 0.12%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                       | PNC Bank NA                                                                                    | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1107357.59   | 0.17%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                  | PRPM, LLC 2024-RCF1                                                                            | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1639613 | PA      | $1621039.80   | 0.25%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PPM CLO 2 LTD                                     | PPM CLO 2, Ltd. 2019-2A                                                                        | CUSIP: 69377PAU8<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-O            | CORP              | KY        |   3750000 | PA      | $3750881.25   | 0.58%             | 2037-04-16      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                  | PRPM, LLC 2025-8                                                                               | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    932593 | PA      | $933961.75    | 0.14%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC              | PRET, LLC 2025-NPL2                                                                            | CUSIP: 69392JAA7<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |   1025374 | PA      | $1028231.40   | 0.16%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC              | PRET Trust 2025-RPL2                                                                           | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1855378 | PA      | $1814189.02   | 0.28%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                  | PRPM, LLC 2025-5                                                                               | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2401189 | PA      | $2403118.75   | 0.37%             | 2030-07-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                    | Pagaya AI Debt Grantor Trust 2024-11                                                           | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1251963 | PA      | $1257607.23   | 0.19%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                    | Pagaya AI Debt Grantor Trust 2024-8                                                            | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    527827 | PA      | $529765.14    | 0.08%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                    | Pagaya AI Debt Grantor Trust 2025-3                                                            | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1849626 | PA      | $1865955.97   | 0.29%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                    | Pagaya AI Debt Grantor Trust and Pagaya AI Debt Trust 2024-6                                   | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1487055 | PA      | $1494406.45   | 0.23%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                    | Pagaya AI Debt Grantor Trust 2025-6                                                            | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1801270.08   | 0.28%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PALISADES MORTGAGE LOAN TRUST                     | Palisades Mortgage Loan Trust 2021-RTL1                                                        | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    194958 | PA      | $194958.33    | 0.03%             | 2026-06-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                    | Palmer Square Loan Funding, Ltd. 2025-3A                                                       | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1498887.00   | 0.23%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                    | Palmer Square Loan Funding, Ltd. 2024-1A                                                       | CUSIP: 69703NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1710265 | PA      | $1710229.29   | 0.26%             | 2032-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                    | Palmer Square Loan Funding, Ltd. 2024-1A                                                       | CUSIP: 69703NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1250000 | PA      | $1251198.75   | 0.19%             | 2032-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                    | Palmer Square Loan Funding, Ltd. 2024-2A                                                       | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1995364.00   | 0.31%             | 2033-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                    | Palmer Square Loan Funding, Ltd. 2025-2A                                                       | CUSIP: 69704AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2250000 | PA      | $2250657.00   | 0.35%             | 2033-07-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                    | Palmer Square Loan Funding, Ltd. 2025-1A                                                       | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1998400.00   | 0.31%             | 2033-02-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                       | Paychex, Inc.                                                                                  | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334592.18    | 0.05%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                               | PayPal Holdings, Inc.                                                                          | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505930.87    | 0.08%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo, Inc.                                                                                  | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1608767.60   | 0.25%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD             | Pfizer Investment Enterprises, Private Ltd.                                                    | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1100000 | PA      | $1114584.17   | 0.17%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                        | Pfizer, Inc.                                                                                   | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003278.51   | 0.15%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                   | Philip Morris International, Inc.                                                              | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $917275.28    | 0.14%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                   | Philip Morris International, Inc.                                                              | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383851.13    | 0.06%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                   | Philip Morris International, Inc.                                                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506663.71   | 0.23%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                    | Phillips 66 Company                                                                            | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812751.87    | 0.12%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC              | PRET, LLC 2025-NPL4                                                                            | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |    652056 | PA      | $655238.35    | 0.10%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                  | Principal Life Global Funding II                                                               | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013313.40   | 0.16%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                        | Progress Residential Trust 2021-SFR6                                                           | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2358468 | PA      | $2328688.58   | 0.36%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                        | Progress Residential Trust 2021-SFR7                                                           | CUSIP: 74333PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2116243.80   | 0.32%             | 2040-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                  | PRPM, LLC 2024-6                                                                               | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    868665 | PA      | $869009.10    | 0.13%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                          | Prudential Financial, Inc.                                                                     | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1682298.24   | 0.26%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PULTE GROUP INC                                   | PulteGroup, Inc.                                                                               | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1751079.61   | 0.27%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                         | Qorvo, Inc.                                                                                    | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2266432.88   | 0.35%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                             | Qualcomm, Inc.                                                                                 | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    825000 | PA      | $838622.57    | 0.13%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                               | Rocket Mortgage, LLC/Rocket Mortgage Co-Issuer, Inc.                                           | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1255635.29   | 0.19%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC                                  | RCO IX Mortgage, LLC 2025-4                                                                    | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1822617 | PA      | $1823305.71   | 0.28%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corporation                                                                      | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    850000 | PA      | $851629.37    | 0.13%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                            | Regions Financial Corporation                                                                  | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312757.93    | 0.05%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                 | Repsol E&P Capital Markets US, LLC                                                             | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    525000 | PA      | $529886.38    | 0.08%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                                             | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1551966.89   | 0.24%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROC SECURITIES TRUST                              | Roc Mortgage Trust 2024-RTL1                                                                   | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1514651.25   | 0.23%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                | Roche Holdings, Inc.                                                                           | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1745553.65   | 0.27%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ROC SECURITIES TRUST                              | Roc Mortgage Trust 2025-RTL1                                                                   | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2010655.80   | 0.31%             | 2040-02-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                         | Rogers Communications, Inc.                                                                    | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1120852.01   | 0.17%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                            | Roper Technologies, Inc.                                                                       | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1085146.38   | 0.17%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                       | Royal Caribbean Cruises, Ltd.                                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1800000 | PA      | $1832244.10   | 0.28%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                           | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1075000 | PA      | $1085441.05   | 0.17%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                           | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $950622.66    | 0.15%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                           | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1003883.03   | 0.15%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma plc                                                                             | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $513843.76    | 0.08%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma plc                                                                             | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1775000 | PA      | $1769917.02   | 0.27%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System, Inc.                                                                             | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    925000 | PA      | $943660.49    | 0.14%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                      | SK Hynix, Inc.                                                                                 | CUSIP: 78392BAG2<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    750000 | PA      | $760238.25    | 0.12%             | 2027-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                         | Sanofi SA                                                                                      | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $1250982.53   | 0.19%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                        | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737166.10    | 0.11%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA INC                        | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766454.51    | 0.12%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                        | Schlumberger Holdings Corporation                                                              | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531883.57    | 0.08%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                  | Charles Schwab Corporation                                                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1242361.45   | 0.19%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                  | Charles Schwab Corporation                                                                     | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497760.01   | 0.23%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                              | Shell Finance US, Inc.                                                                         | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $749901.98    | 0.12%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCING SBC TRUST                       | Silver Hill Trust 2019-1                                                                       | CUSIP: 82773XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107443 | PA      | $107058.15    | 0.02%             | 2049-11-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC         | South Bow USA Infrastructure Holdings, LLC                                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706402.87    | 0.11%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                  | Skandinaviska Enskilda Banken AB                                                               | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   1750000 | PA      | $1757309.73   | 0.27%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                               | Societe Generale SA                                                                            | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    850000 | PA      | $859659.62    | 0.13%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                               | Societe Generale SA                                                                            | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1024162.72   | 0.16%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program Trust 2025-4                                                        | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442646 | PA      | $443113.00    | 0.07%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                           | Sonoco Products Company                                                                        | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    850000 | PA      | $851683.41    | 0.13%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                            | Southern Company                                                                               | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $899460.45    | 0.14%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                            | Southern Company                                                                               | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739380.53    | 0.11%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                            | Southern Power Company                                                                         | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398930.94    | 0.06%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                            | Spirit AeroSystems, Inc.                                                                       | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1927232.81   | 0.30%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                        | Sprint Capital Corporation                                                                     | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2972567.39   | 0.46%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered plc                                                                         | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $984235.56    | 0.15%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered plc                                                                         | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $765312.20    | 0.12%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered plc                                                                         | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $923471.06    | 0.14%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corporation                                                                       | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1361348.31   | 0.21%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US                     | State Street Institutional U.S. Government Money Market Fund                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1233610 | NS      | $1233610.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS FINANCE US INC                         | Stellantis Finance US, Inc.                                                                    | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1783077.24   | 0.27%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP             | Stellantis Financial Services US Corporation                                                   | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $431548.54    | 0.07%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                               | Stryker Corporation                                                                            | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1115698.44   | 0.17%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC               | Sumitomo Mitsui Financial Group, Inc.                                                          | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $1145680.56   | 0.18%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys, Inc.                                                                                 | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704959.42    | 0.11%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK                                      | Synovus Bank                                                                                   | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1884539.57   | 0.29%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                              | TRK Trust 2022-INV1                                                                            | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1656385 | PA      | $1558187.83   | 0.24%             | 2057-02-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1915127.89   | 0.29%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                              | TRK Trust 2021-INV2                                                                            | CUSIP: 87267TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1080164 | PA      | $983860.01    | 0.15%             | 2056-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                             | Terwin Mortgage Trust 2004-21HE                                                                | CUSIP: 881561PB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378105 | PA      | $378122.17    | 0.06%             | 2034-12-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| TESLA LEASE ELECTRIC VEHICLE SECURITIZATION LLC   | Tesla Lease Electric Vehicle Securitization, LLC 2025-A                                        | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1592142 | PA      | $1603378.70   | 0.25%             | 2029-05-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                              | Toorak Mortgage Trust 2025-RRTL1                                                               | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1205546.64   | 0.19%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                              | Toorak Mortgage Trust 2024-RRTL1                                                               | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2760516.55   | 0.42%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                         | Toronto-Dominion Bank                                                                          | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1473746.95   | 0.23%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                         | Toronto-Dominion Bank                                                                          | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $501217.24    | 0.08%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST                            | Towd Point Asset Trust 2021-SL1                                                                | CUSIP: 89179XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    552284 | PA      | $538381.96    | 0.08%             | 2061-11-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763637.34    | 0.12%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    640000 | PA      | $658985.56    | 0.10%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                          | Tricon Residential Trust 2021-SFR1                                                             | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3209998.68   | 0.49%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                          | Tricon Residential Trust 2024-SFR2                                                             | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1196212 | PA      | $1200086.76   | 0.18%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                          | Tricon Residential Trust 2024-SFR2                                                             | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1268800.88   | 0.19%             | 2040-06-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO LTD                                  | Trinitas CLO XVI, Ltd. 2021-16A                                                                | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-O            | CORP              | KY        |   2200000 | PA      | $2199593.00   | 0.34%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                       | Truist Bank                                                                                    | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508591.94   | 0.23%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corporation                                                                   | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1094461.42   | 0.17%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corporation                                                                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1309819.57   | 0.20%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                   | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1300000 | PA      | $1344490.16   | 0.21%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                   | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    875000 | PA      | $894708.50    | 0.14%             | 2029-09-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| USB REALTY CORP                                   | USB Realty Corporation                                                                         | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $75609.46     | 0.01%             | 2027-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies, Inc.                                                                        | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1394820.99   | 0.21%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines, Inc.                                                                          | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1872657.75   | 0.29%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | U.S. Bancorp                                                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504143.84    | 0.08%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | U.S. Bancorp                                                                                   | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021858.05   | 0.16%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | U.S. Bancorp                                                                                   | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569627.52    | 0.09%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | U.S. Bancorp                                                                                   | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029725.75   | 0.16%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | U.S. Bancorp                                                                                   | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770363.22    | 0.12%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury          | U.S. Treasury Notes                                                                            | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $14689746.13  | 2.26%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury          | U.S. Treasury Notes                                                                            | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11991218.64  | 1.84%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury          | U.S. Treasury Notes                                                                            | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14250000 | PA      | $14370234.38  | 2.21%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury          | U.S. Treasury Notes                                                                            | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7501757.85   | 1.15%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Department of The Treasury          | U.S. Treasury Notes                                                                            | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $7721390.66   | 1.19%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                     | Universal Health Services, Inc.                                                                | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1621994.90   | 0.25%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    450000 | PA      | $468410.40    | 0.07%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                      | Veralto Corporation                                                                            | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1109329.77   | 0.17%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                              | Verisk Analytics, Inc.                                                                         | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362723.68    | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                        | Verus Securitization Trust 2025-3                                                              | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |   1129248 | PA      | $1140809.89   | 0.18%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                        | Verus Securitization Trust 2021-8                                                              | CUSIP: 92538GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    984399 | PA      | $885281.80    | 0.14%             | 2066-11-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                        | Verus Securitization Trust 2025-5                                                              | CUSIP: 92540XAB7<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-CBDO         | CORP              | US        |   2585484 | PA      | $2599720.42   | 0.40%             | 2070-06-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                     | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604280.40    | 0.09%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC           | Volkswagen Group of America Finance, LLC                                                       | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1113502.57   | 0.17%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC           | Volkswagen Group of America Finance, LLC                                                       | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1253612.53   | 0.19%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE             | VOLT CII, LLC 2021-NP11                                                                        | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    434049 | PA      | $434008.16    | 0.07%             | 2051-08-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING                               | Voya Global Funding                                                                            | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $904416.90    | 0.14%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Company                                                                          | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    850000 | PA      | $844474.15    | 0.13%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Company                                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1139464.55   | 0.17%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Company                                                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020698.63   | 0.16%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Company                                                                          | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1782575.13   | 0.27%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Company                                                                          | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1049156.66   | 0.16%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                           | Westpac New Zealand, Ltd.                                                                      | CUSIP: 96122FAA5<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   1100000 | PA      | $1119827.23   | 0.17%             | 2028-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                           | Westpac New Zealand, Ltd.                                                                      | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   1500000 | PA      | $1520189.93   | 0.23%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Companies, Inc.                                                                       | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1110765.88   | 0.17%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy, Inc.                                                                              | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1063610.01   | 0.16%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION         | Zions Bancorp NA                                                                               | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1149998.40   | 0.18%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

**Name of Applicant:** Thrivent Series Fund, Inc.

**Signature:** Sarah L. Bergstrom

**Name of Signer:** Sarah L. Bergstrom

**Title:** Treasurer and Principal Accounting Officer