# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001410368-26-013135
**Filing Date:** 2026-2
**Character Count:** 329789
**Document Hash:** ee7d9bdb83da9e66bed94b9f55f1553f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-013135.hdr.sgml**: 20260218

**ACCESSION NUMBER**: 0001410368-26-013135

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260218

**DATE AS OF CHANGE**: 20260218

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACIFIC SELECT FUND
- **CENTRAL INDEX KEY:** 0000813900

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05141
- **FILM NUMBER:** 26646044

**BUSINESS ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 9492193233

**MAIL ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### Short Duration Bond Portfolio (Series ID: S000026013)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000078082 | Class I      |  |
| C000098954 | Class P      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PACIFIC SELECT FUND

- **b. Investment Company Act file number:** 811-05141

- **c. CIK number of Registrant:** 0000813900

- **d. LEI of Registrant:** 549300KH2YJL0X2VEL27

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

  - **Street Address 1:** 700 NEWPORT CTR DR

  - **City:** NEWPORT BEACH

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** 949-219-3233

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

- **a. Name of Series:** Short Duration Bond Portfolio

- **b. EDGAR series identifier (if any):** S000026013

- **c. LEI of Series:** 5493003YIWWFTZS7NK63

**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:** $1354225130.09

**Total Liabilities:** $31311928.41

**Net Assets:** $1322913201.68

**Delayed Delivery Securities:** $9896605.73

**Cash Not Reported:** $19220374.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4773.86000000 | **1-Year:** -82757.02000000 | **5-Year:** -66433.86000000 | **10-Year:** -11197.58000000 | **30-Year:** -3757.81000000

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

- **3-Month:** -470.26000000 | **1-Year:** -4325.20000000 | **5-Year:** -3005.20000000 | **10-Year:** -523.08000000 | **30-Year:** -183.42000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000078082 | 0.30%                | 0.43%                | 0.40%                |
| Class ID C000098954 | 0.31%                | 0.44%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $513486.62               | $-498076.08                                |
| Month 2  | $830684.98               | $817101.99                                 |
| Month 3  | $1045147.75              | $-1054562.87                               |

**Designated Index Information**

- **Index Name:** Bloomberg 1-3 Yr US Gov/Credit

- **Index Identifier:** LGC3TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES CORP/THE                                      | AES Corp/The                                                 | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3786000 | PA      | $3781681.69   | 0.29%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                    | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1278457.27   | 0.10%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                    | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393890.96    | 0.03%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                    | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1494684.65   | 0.11%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                        | AMSR 2021-SFR2 Trust                                         | CUSIP: 00179VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2948099.10   | 0.22%             | 2038-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                             | ARI Fleet Lease Trust 2025-B                                 | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $557886.01    | 0.04%             | 2034-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                     | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750778.70    | 0.06%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                             | ARI Fleet Lease Trust 2023-A                                 | CUSIP: 00218GAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1136753.98   | 0.09%             | 2032-02-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                          | Abu Dhabi Developmental Holding Co PJSC                      | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   3200000 | PA      | $3228204.26   | 0.24%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust    | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    800000 | PA      | $815418.94    | 0.06%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust    | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4984000 | PA      | $5121680.61   | 0.39%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                               | Affirm Master Trust                                          | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1245000 | PA      | $1254064.10   | 0.09%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                               | Affirm Master Trust                                          | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1315000 | PA      | $1324454.98   | 0.10%             | 2033-07-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X1                    | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    735125 | PA      | $736241.87    | 0.06%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X2                    | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1689208 | PA      | $1691059.71   | 0.13%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                         | ALA Trust 2025-OANA                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1347197.41   | 0.10%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                    | Alinea CLO 2018-1 Ltd                                        | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     16801 | PA      | $16821.55     | 0.00%             | 2031-07-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                    | Alinea CLO 2018-1 Ltd                                        | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250296.59    | 0.02%             | 2031-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                | Ally Bank Auto Credit-Linked Notes Series 2024-B             | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1452521 | PA      | $1466665.79   | 0.11%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                | Ally Bank Auto Credit-Linked Notes Series 2025-A             | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    639347 | PA      | $642921.39    | 0.05%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                | Ally Bank Auto Credit-Linked Notes Series 2024-A             | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125711 | PA      | $127932.54    | 0.01%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                       | ALLY AUTO RECEIVABLES TRUST 2023-A                           | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18412 | PA      | $18424.68     | 0.00%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                       | Ameren Corp                                                  | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1124066.83   | 0.08%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                          | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1304271.25   | 0.10%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1873754.45   | 0.14%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                            | American Honda Finance Corp                                  | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2386121.69   | 0.18%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                               | American Tower Corp                                          | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    914000 | PA      | $907381.31    | 0.07%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                       | Cencora Inc                                                  | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    372000 | PA      | $368952.55    | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC            | Amur Equipment Finance Receivables X LLC                     | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2983034.10   | 0.23%             | 2028-08-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC            | Amur Equipment Finance Receivables X LLC                     | CUSIP: 03236VAF8<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $785895.69    | 0.06%             | 2028-12-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC            | Amur Equipment Finance Receivables XIV LLC                   | CUSIP: 03238BAE3<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $317734.47    | 0.02%             | 2031-10-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2020-3                              | CUSIP: 03465LAC9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    109067 | PA      | $105830.52    | 0.01%             | 2065-04-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2025-5                              | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |   1738809 | PA      | $1755913.54   | 0.13%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO                                     | Anthelion CLO 2025-1 Ltd                                     | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |   2125000 | PA      | $2134094.21   | 0.16%             | 2036-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                              | Appalachian Power Co                                         | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   4538000 | PA      | $4497488.73   | 0.34%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                    | AptarGroup Inc                                               | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    710000 | PA      | $716318.15    | 0.05%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                 | Arbys Funding LLC                                            | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1871312 | PA      | $1824187.80   | 0.14%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                          | Aspen Insurance Holdings Ltd                                 | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    940000 | PA      | $980725.92    | 0.07%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                        | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2154493.89   | 0.16%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                        | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1678261.32   | 0.13%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                        | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3654505.69   | 0.28%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                             | Atlassian Corp                                               | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1235007.49   | 0.09%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                      | AutoZone Inc                                                 | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1609606.21   | 0.12%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                         | Auxilior Term Funding 2024-1 LLC                             | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $519546.54    | 0.04%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                         | Auxilior Term Funding 2023-1 LLC                             | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    559610 | PA      | $562460.13    | 0.04%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                         | Auxilior Term Funding 2023-1 LLC                             | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680000 | PA      | $1743127.51   | 0.13%             | 2030-12-16      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                     | CUSIP: 05377REA8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $828929.33    | 0.06%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                     | CUSIP: 05377REJ9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1080000 | PA      | $1067769.00   | 0.08%             | 2027-08-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                     | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $243373.10    | 0.02%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                     | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $345355.14    | 0.03%             | 2030-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                     | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100462.08    | 0.01%             | 2030-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                  | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1277000 | PA      | $1272921.82   | 0.10%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    895000 | PA      | $932867.36    | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1490000 | PA      | $1542452.17   | 0.12%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1989129.96   | 0.15%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4100000 | PA      | $4133627.38   | 0.31%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                        | BINOM Securitization Trust 2021-INV1                         | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405991 | PA      | $378512.13    | 0.03%             | 2056-06-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                           | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3644919.97   | 0.28%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer               | BRE Grand Islander Timeshare Issuer 2019-A LLC               | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275280 | PA      | $273601.91    | 0.02%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Trust 2021-TY                                            | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1585000 | PA      | $1583466.83   | 0.12%             | 2038-09-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2021-VIEW                                           | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935000 | PA      | $934036.95    | 0.07%             | 2036-06-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-VOLT                                           | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1628964.35   | 0.12%             | 2044-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-VOLT                                           | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2198000 | PA      | $2209592.69   | 0.17%             | 2044-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                           | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1220720.75   | 0.09%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3638490.03   | 0.28%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2680494.23   | 0.20%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BANK OF NEW YORK MELLON                           | Bank of New York Mellon/The                                  | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2083989.12   | 0.16%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2024-BNK47                                              | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212353 | PA      | $216825.34    | 0.02%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR14                                             | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630000 | PA      | $1705923.44   | 0.13%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR11                                             | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $627970.98    | 0.05%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR12                                             | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1680000 | PA      | $1767777.31   | 0.13%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR12                                             | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $444843.51    | 0.03%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                       | Bacardi Ltd                                                  | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   3491000 | PA      | $3517905.35   | 0.27%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                 | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2165000 | PA      | $2206587.92   | 0.17%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                 | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1205000 | PA      | $1211810.83   | 0.09%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion Clo XV Ltd                                         | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   4159514 | PA      | $4159005.49   | 0.31%             | 2033-01-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion Clo XV Ltd                                         | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    895000 | PA      | $897882.65    | 0.07%             | 2033-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion CLO X Ltd                                          | CUSIP: 07132JBN3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   3860000 | PA      | $3860020.61   | 0.29%             | 2035-01-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion CLO XII Ltd                                        | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   1080000 | PA      | $1080542.19   | 0.08%             | 2031-05-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion Clo XXI Ltd                                        | CUSIP: 07134WAN3<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |   2830000 | PA      | $2832556.99   | 0.21%             | 2034-07-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion Clo XXI Ltd                                        | CUSIP: 07134WAS2<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1102054.55   | 0.08%             | 2034-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII               | Bayview Opportunity Master Fund VII 2024-CAR1 LLC            | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    462316 | PA      | $463746.18    | 0.04%             | 2031-12-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII               | Bayview Opportunity Master Fund VII 2025-EDU1 LLC            | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    578871 | PA      | $580677.51    | 0.04%             | 2048-07-27      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII               | Bayview Opportunity Master Fund VII 2025-EDU1 LLC            | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   1759768 | PA      | $1762141.87   | 0.13%             | 2048-07-27      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co                                        | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $3020343.60   | 0.23%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2025-V14 Mortgage Trust                            | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5233855.00   | 0.40%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V11 Mortgage Trust                            | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $533603.21    | 0.04%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2025-B41 Mortgage Trust                            | CUSIP: 081935AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854845 | PA      | $858188.03    | 0.06%             | 2068-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-5MW                      | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $587372.38    | 0.04%             | 2042-10-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                      | Blue Owl Asset Leasing Trust 2024-1 LLC                      | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393943 | PA      | $395542.33    | 0.03%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                      | Blue Owl Asset Leasing Trust 2024-1 LLC                      | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $212563.09    | 0.02%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                              | BlueMountain CLO 2016-3 Ltd                                  | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    916902 | PA      | $917374.85    | 0.07%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                              | BlueMountain CLO 2018-3 Ltd                                  | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    343350 | PA      | $343767.21    | 0.03%             | 2030-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                               | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2610000 | PA      | $2641223.64   | 0.20%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C4 Mortgage Trust                                  | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1072296.19   | 0.08%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1415987.00   | 0.11%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623835.68    | 0.05%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3087000 | PA      | $3168683.81   | 0.24%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                           | Booz Allen Hamilton Inc                                      | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3682474.58   | 0.28%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                           | Booz Allen Hamilton Inc                                      | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390997.16    | 0.03%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC                        | Bowling Green Park CLO LLC                                   | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3135000 | PA      | $3134726.35   | 0.24%             | 2035-04-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                           | Brighthouse Financial Global Funding                         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385862.75    | 0.03%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                            | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    805000 | PA      | $814919.83    | 0.06%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                            | Bunge Ltd Finance Corp                                       | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258425.25    | 0.02%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                            | Bunge Ltd Finance Corp                                       | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1841147.56   | 0.14%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-GPA3                       | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    497649 | PA      | $499431.39    | 0.04%             | 2039-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-TAIL                                           | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1231720.03   | 0.09%             | 2035-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-GW                                             | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $426465.15    | 0.03%             | 2042-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-SLCT                       | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $480486.43    | 0.04%             | 2042-01-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-SLCT                       | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1260682.42   | 0.10%             | 2042-01-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                 | CBRE Services Inc                                            | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    695000 | PA      | $704943.80    | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Centragas                                         | CENT 2025-CITY                                               | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675000 | PA      | $1697092.92   | 0.13%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2021-R6                                            | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237734 | PA      | $221012.46    | 0.02%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2014-CCRE15 Mortgage Trust                              | CUSIP: 12591RBD1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    597157 | PA      | $589019.67    | 0.04%             | 2047-02-10      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                   | CSAIL 2019-C18 Commercial Mortgage Trust                     | CUSIP: 12597DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4672706 | PA      | $4405254.79   | 0.33%             | 2052-12-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                   | CSL Finance PLC                                              | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    605000 | PA      | $604710.31    | 0.05%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                              | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    858000 | PA      | $853793.48    | 0.06%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                              | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1369841.48   | 0.10%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                              | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2071683.42   | 0.16%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                              | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3742265.69   | 0.28%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-4 Mortgage Loan Trust                              | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |    376486 | PA      | $381258.95    | 0.03%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-10 Mortgage Loan Trust                             | CUSIP: 12675XAD8<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |    908213 | PA      | $912063.35    | 0.07%             | 2070-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                 | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2245000 | PA      | $2284534.41   | 0.17%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                           | Canadian Natural Resources Ltd                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1588000 | PA      | $1584750.70   | 0.12%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                            | Canyon Capital CLO 2019-2 Ltd                                | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    655000 | PA      | $654614.24    | 0.05%             | 2034-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1367134.20   | 0.10%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2024-1                               | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1404995.63   | 0.11%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2023-4                               | CUSIP: 14318XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1845000 | PA      | $1914358.35   | 0.14%             | 2029-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | Carmax Auto Owner Trust 2023-3                               | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1695000 | PA      | $1726003.58   | 0.13%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | Carmax Auto Owner Trust 2023-3                               | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1160000 | PA      | $1188281.50   | 0.09%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | Carmax Auto Owner Trust 2024-3                               | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $270142.59    | 0.02%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P3                       | CUSIP: 14687JAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2683000 | PA      | $2629246.36   | 0.20%             | 2027-08-10      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P3                       | CUSIP: 14687JAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1780000 | PA      | $1725566.89   | 0.13%             | 2028-09-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N2                       | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135000 | PA      | $1149225.30   | 0.09%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2024-N2                       | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3222000 | PA      | $3291109.97   | 0.25%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                     | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1088204.00   | 0.08%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                       | Cencosud SA                                                  | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |   2200000 | PA      | $2202203.74   | 0.17%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                      | Centene Corp                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3537996.29   | 0.27%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                           | Chenango Park CLO Ltd                                        | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    585000 | PA      | $585301.69    | 0.04%             | 2030-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.                           | Chenango Park CLO Ltd                                        | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1230000 | PA      | $1234592.46   | 0.09%             | 2030-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                               | Cheniere Energy Inc                                          | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339542.86    | 0.03%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                          | Cheniere Corpus Christi Holdings LLC                         | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   2042000 | PA      | $2062482.53   | 0.16%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2016-I Ltd                                      | CUSIP: 17180TBS0<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    785000 | PA      | $783023.02    | 0.06%             | 2031-10-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1503672.60   | 0.11%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                           | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3050951.67   | 0.23%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                           | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    786000 | PA      | $796812.62    | 0.06%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2021-1 Mortgage Loan Trust                              | CUSIP: 19688EAB4<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    638437 | PA      | $559062.16    | 0.04%             | 2066-06-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2024-INV4 Mortgage Loan Trust                           | CUSIP: 19688QAC5<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |    902458 | PA      | $913846.97    | 0.07%             | 2069-05-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2024-6 Mortgage Loan Trust                              | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    923836 | PA      | $929006.71    | 0.07%             | 2069-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                          | Columbia Pipelines Holding Co LLC                            | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $282646.99    | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447514.93    | 0.03%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                | Conagra Brands Inc                                           | CUSIP: 20600HA61<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |   2985000 | PA      | $2983027.81   | 0.23%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                     | CUSIP: 20754VAA5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    311175 | PA      | $312794.98    | 0.02%             | 2045-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                     | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    960387 | PA      | $961429.80    | 0.07%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                          | Constellation Energy Generation LLC                          | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    719000 | PA      | $742156.78    | 0.06%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                   | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7480000 | PA      | $7464073.58   | 0.56%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                   | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2400000 | PA      | $2423646.34   | 0.18%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                       | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    880000 | PA      | $875568.38    | 0.07%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications Inc                                       | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    935000 | PA      | $924976.30    | 0.07%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                           | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1380000 | PA      | $1409804.03   | 0.11%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H4 Mortgage Trust                                 | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2548263 | PA      | $2573502.84   | 0.19%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                           | Crown Castle Towers LLC                                      | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1037165.58   | 0.08%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                             | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3505000 | PA      | $3504544.70   | 0.26%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                             | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1805000 | PA      | $1775610.77   | 0.13%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                             | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1580000 | PA      | $1558134.62   | 0.12%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                             | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    710000 | PA      | $721559.68    | 0.05%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                             | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    575000 | PA      | $584075.17    | 0.04%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                             | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1075000 | PA      | $1117015.42   | 0.08%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                 | Crown Castle Inc                                             | CUSIP: 22823QAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |   3905000 | PA      | $3895014.13   | 0.29%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                | CyrusOne Data Centers Issuer I LLC                           | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2095000 | PA      | $2047324.92   | 0.15%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                       | DBC 2025-DBC Mortgage Trust                                  | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2254953.60   | 0.17%             | 2042-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1639480.84   | 0.12%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1140307.86   | 0.09%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1481294.68   | 0.11%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                         | DLLST 2024-1 LLC                                             | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464307 | PA      | $466419.34    | 0.04%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                         | DLLST 2024-1 LLC                                             | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $181889.57    | 0.01%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                      | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308026.27    | 0.02%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                      | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1753770.67   | 0.13%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                      | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1477282.14   | 0.11%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                              | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1655000 | PA      | $1681024.88   | 0.13%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                              | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1520000 | PA      | $1533289.69   | 0.12%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                            | Darden Restaurants Inc                                       | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1563318.94   | 0.12%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust              | Deephaven Residential Mortgage Trust 2021-1                  | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88486 | PA      | $85315.44     | 0.01%             | 2065-05-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust              | Deephaven Residential Mortgage Trust 2021-2                  | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293378 | PA      | $264246.86    | 0.02%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                            | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2049103.63   | 0.15%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2025-1                          | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101667.97    | 0.01%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2024-2                          | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101019.20    | 0.01%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2024-2                          | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $232144.98    | 0.02%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                               | Delta Air Lines Inc                                          | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1318627.95   | 0.10%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                          | Dext ABS 2025-2 LLC                                          | CUSIP: 252153AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $270393.01    | 0.02%             | 2036-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                       | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1750801.55   | 0.13%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                               | Dollar General Corp                                          | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1979000 | PA      | $1983887.04   | 0.15%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                               | Dollar General Corp                                          | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1886945.51   | 0.14%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2021-3                          | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1069306 | PA      | $1059784.64   | 0.08%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                        | Driven Brands Funding LLC                                    | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3090538 | PA      | $3071583.94   | 0.23%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2025-1                          | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3025579.80   | 0.23%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2025-2                          | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720000 | PA      | $720130.46    | 0.05%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 61 Clo Ltd                                            | CUSIP: 26251CBG8<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006837.82   | 0.15%             | 2032-01-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                             | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1025965.64   | 0.08%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2024-INV2                                               | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   2173689 | PA      | $2179023.06   | 0.16%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2025-INV4                                               | CUSIP: 26846DAD6<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |    284551 | PA      | $285298.97    | 0.02%             | 2070-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                   | EMD Finance LLC                                              | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3903078.69   | 0.30%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources Inc                                            | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1169950.18   | 0.09%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                     | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313258.34    | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                         | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2819247.76   | 0.21%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                         | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1174354.79   | 0.09%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   2520000 | PA      | $2569996.80   | 0.19%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                         | CUSIP: 28103BAL6<br>LEI: 549300I7ROF15MAEVP56 | Long             | STIV             | CORP              | US        |   3045000 | PA      | $3037972.14   | 0.23%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2025-INV2                                               | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    357678 | PA      | $360660.66    | 0.03%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2025-NQM6                                               | CUSIP: 281916AE6<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1327268.93   | 0.10%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2025-INV5                                               | CUSIP: 28224UAE4<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |   1075833 | PA      | $1078753.33   | 0.08%             | 2070-12-01      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2025-NQM5                                               | CUSIP: 28225KAC9<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |    564925 | PA      | $566410.21    | 0.04%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                        | Elara HGV Timeshare Issuer 2023-A LLC                        | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    647942 | PA      | $670959.20    | 0.05%             | 2038-02-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                        | Elara HGV Timeshare Issuer 2019-A LLC                        | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496907 | PA      | $494192.55    | 0.04%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp                                | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1390000 | PA      | $1414276.35   | 0.11%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                          | Element Fleet Management Corp                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1455000 | PA      | $1487772.57   | 0.11%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                 | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $964100.11    | 0.07%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                 | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    940000 | PA      | $988171.90    | 0.07%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                 | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    670000 | PA      | $677626.74    | 0.05%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                           | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3557278.45   | 0.27%             | 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        |   1175000 | PA      | $1209820.40   | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2710000 | PA      | $2676297.68   | 0.20%             | 2026-07-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    740000 | PA      | $738901.47    | 0.06%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-3 LLC                        | CUSIP: 29375QAC2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $314508.67    | 0.02%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-3 LLC                        | CUSIP: 29375QAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $215061.42    | 0.02%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                          | Equitable America Global Funding                             | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1703353.02   | 0.13%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                          | Equitable America Global Funding                             | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569584.75    | 0.04%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                          | Equitable America Global Funding                             | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    675000 | PA      | $677992.65    | 0.05%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust                          | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515000 | PA      | $1534810.14   | 0.12%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2025-4                   | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502948.90    | 0.04%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2025-4                   | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790000 | PA      | $1796295.79   | 0.14%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust        | Exeter Select Automobile Receivables Trust 2025-1            | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1656000 | PA      | $1672371.22   | 0.13%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust        | Exeter Select Automobile Receivables Trust 2025-2            | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $473885.73    | 0.04%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust        | Exeter Select Automobile Receivables Trust 2025-2            | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135000 | PA      | $1146326.05   | 0.09%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                            | Extra Space Storage LP                                       | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   2125000 | PA      | $2119950.02   | 0.16%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                         | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $842917.49    | 0.06%             | 2042-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                           | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2876800.35   | 0.22%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                        | CUSIP: 3128M6T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140721 | PA      | $146862.59    | 0.01%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                        | CUSIP: 3128M9BP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53475 | PA      | $55808.39     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128QLPH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92921 | PA      | $97032.04     | 0.01%             | 2035-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 3128QLPS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67894 | PA      | $69908.32     | 0.01%             | 2035-09-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342689 | PA      | $352594.93    | 0.03%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3132DSBZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1948093 | PA      | $1858910.52   | 0.14%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3132DTC73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    645524 | PA      | $666335.48    | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3132DTLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    452733 | PA      | $456311.21    | 0.03%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    953544 | PA      | $983131.05    | 0.07%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    546580 | PA      | $563360.15    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3157488 | PA      | $2799897.74   | 0.21%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    454626 | PA      | $445643.52    | 0.03%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3132E0K50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1088151 | PA      | $1129455.75   | 0.09%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                        | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81829 | PA      | $86061.88     | 0.01%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                        | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70203 | PA      | $74052.86     | 0.01%             | 2038-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139196 | PA      | $144692.62    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3133D2A56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    605894 | PA      | $609330.27    | 0.05%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159373 | PA      | $157262.01    | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200167 | PA      | $192834.47    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1304536 | PA      | $1122113.52   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3133KRJ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1252909 | PA      | $1298663.18   | 0.10%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                           | CUSIP: 3133TPPJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25732 | PA      | $26143.11     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                    | CUSIP: 31349UK23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45063 | PA      | $45898.94     | 0.00%             | 2035-02-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31371LBG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69789 | PA      | $71154.52     | 0.01%             | 2033-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HAZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1565334 | PA      | $1592939.21   | 0.12%             | 2030-06-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31385XFF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13527 | PA      | $13810.74     | 0.00%             | 2033-04-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138A8YD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2592 | PA      | $2539.24      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256312 | PA      | $258037.38    | 0.02%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    787068 | PA      | $787994.20    | 0.06%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98585 | PA      | $95176.60     | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138WKFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377622 | PA      | $359777.71    | 0.03%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207606 | PA      | $205352.72    | 0.02%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31400FDQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26567 | PA      | $27195.53     | 0.00%             | 2033-02-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31400Y2L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158781 | PA      | $164852.57    | 0.01%             | 2033-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31401KL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111904 | PA      | $115346.28    | 0.01%             | 2033-06-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150803 | PA      | $157749.50    | 0.01%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89262 | PA      | $93371.83     | 0.01%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38233 | PA      | $39994.07     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84157 | PA      | $87479.79     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90173 | PA      | $93732.07     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140BYP65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1336308 | PA      | $1333408.17   | 0.10%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62297 | PA      | $60264.99     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140JLY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3586 | PA      | $3452.25      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93622 | PA      | $97685.39     | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63999 | PA      | $63478.77     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368006 | PA      | $365406.84    | 0.03%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104109 | PA      | $100050.65    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30022 | PA      | $28903.63     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274025 | PA      | $266071.56    | 0.02%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55505 | PA      | $54770.22     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1245609 | PA      | $1066735.73   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1420561 | PA      | $1430622.78   | 0.11%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468627 | PA      | $480146.27    | 0.04%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4272115 | PA      | $4274419.29   | 0.32%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140QU6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739151 | PA      | $743122.81    | 0.06%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140QVG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3692077 | PA      | $3815554.11   | 0.29%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2941561 | PA      | $2993087.30   | 0.23%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426297 | PA      | $436524.33    | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28072 | PA      | $28761.81     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156458 | PA      | $160973.90    | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249431 | PA      | $233634.41    | 0.02%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2199713 | PA      | $2253780.43   | 0.17%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3781628 | PA      | $3790596.07   | 0.29%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140XQ6G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1414249 | PA      | $1449015.07   | 0.11%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140XQJH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55155 | PA      | $56926.41     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140XQTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2683688 | PA      | $2295829.26   | 0.17%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1127514 | PA      | $1150901.47   | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1349301 | PA      | $1405610.44   | 0.11%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2952320 | PA      | $3006075.25   | 0.23%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140Y7H84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1404537 | PA      | $1412793.32   | 0.11%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 3140Y7LJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1694623 | PA      | $1726378.00   | 0.13%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31410GDP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39056 | PA      | $40281.46     | 0.00%             | 2035-06-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31410GDU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11978 | PA      | $12194.17     | 0.00%             | 2033-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60996 | PA      | $64542.37     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31410KHJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205837 | PA      | $214891.32    | 0.02%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31410LQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742441 | PA      | $784031.48    | 0.06%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56632 | PA      | $53828.43     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90049 | PA      | $85373.90     | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14876 | PA      | $14764.85     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77382 | PA      | $76819.78     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418C7G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78796 | PA      | $79768.17     | 0.01%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3046424 | PA      | $2871928.12   | 0.22%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562553 | PA      | $459666.81    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337568 | PA      | $314303.43    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292001 | PA      | $277445.56    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1922507 | PA      | $1832677.50   | 0.14%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8305393 | PA      | $8143030.93   | 0.62%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2499559 | PA      | $2375224.09   | 0.18%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2359989 | PA      | $2313853.88   | 0.17%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    863703 | PA      | $897832.34    | 0.07%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418MCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1333 | PA      | $1387.29      | 0.00%             | 2035-01-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418MSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190437 | PA      | $198755.34    | 0.02%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                              | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105504 | PA      | $108553.80    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 31425UTP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76715 | PA      | $79744.45     | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37989 | PA      | $39063.57     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145998 | PA      | $151763.19    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 31425YBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46815 | PA      | $48676.74     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    884773 | PA      | $910172.26    | 0.07%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 31427M6N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4636816 | PA      | $4718153.34   | 0.36%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2015923 | PA      | $2077862.39   | 0.16%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 31427NWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519169 | PA      | $540757.78    | 0.04%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 31427PB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    854643 | PA      | $868626.60    | 0.07%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 31427QQL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35154 | PA      | $35266.74     | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                            | Federation des Caisses Desjardins du Quebec                  | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1532000 | PA      | $1543995.36   | 0.12%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3142GR6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400790 | PA      | $414643.27    | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1330797 | PA      | $1362988.63   | 0.10%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3142GS5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1856233 | PA      | $1866426.75   | 0.14%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                             | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1520566 | PA      | $1564993.00   | 0.12%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | Ellington Financial Mortgage Trust 2019-2                    | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89809 | PA      | $87465.97     | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                    | Finance of America HECM Buyout 2024-HB1                      | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48541 | PA      | $48566.32     | 0.00%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                          | FirstEnergy Transmission LLC                                 | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297462.69    | 0.02%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                   | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1194442.30   | 0.09%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                   | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    790000 | PA      | $766437.78    | 0.06%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                   | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1200686.14   | 0.09%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                   | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1940961.89   | 0.15%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                   | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1381513.50   | 0.10%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                  | FirstEnergy Corp                                             | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1277653.26   | 0.10%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2018-6RR                             | CUSIP: 33851FAP2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     84520 | PA      | $83330.71     | 0.01%             | 2048-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2020-1NV                             | CUSIP: 33851YAL0<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    341300 | PA      | $327332.03    | 0.02%             | 2050-03-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                  | Flatiron CLO 23 LLC                                          | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |   2180000 | PA      | $2181744.37   | 0.16%             | 2036-04-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                          | Goto Foods Funding LLC                                       | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4341675 | PA      | $4335287.09   | 0.33%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2021-REV2                       | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1665961.58   | 0.13%             | 2034-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust          | Ford Credit Floorplan Master Owner Trust A                   | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1485000 | PA      | $1492030.88   | 0.11%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust          | Ford Credit Floorplan Master Owner Trust A                   | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1765000 | PA      | $1777646.58   | 0.13%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust          | Ford Credit Floorplan Master Owner Trust A                   | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2568000 | PA      | $2605060.61   | 0.20%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2021-REV1                       | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1736732.90   | 0.13%             | 2033-10-17      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2023-REV1                       | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3375847.20   | 0.26%             | 2035-08-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                     | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1291412.23   | 0.10%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                     | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1795217.14   | 0.14%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                     | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2748964.19   | 0.21%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                       | Fortress Credit Bsl VII Ltd                                  | CUSIP: 34956NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    860000 | PA      | $860859.01    | 0.07%             | 2032-07-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                       | Fortress Credit Bsl VII Ltd                                  | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1103350.58   | 0.08%             | 2032-07-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                      | Fortinet Inc                                                 | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2731915.75   | 0.21%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| FORTIVE CORPORATION                               | Fortive Corp                                                 | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1813076.67   | 0.14%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                       | Fortress Credit Bsl X Ltd                                    | CUSIP: 34962HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2520000 | PA      | $2522821.54   | 0.19%             | 2033-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                       | Fortress Credit BSL IX Ltd                                   | CUSIP: 34962XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3595000 | PA      | $3598958.42   | 0.27%             | 2033-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                       | Fortress Credit BSL IX Ltd                                   | CUSIP: 34962XAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2110000 | PA      | $2123817.19   | 0.16%             | 2033-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                       | Fortress Credit BSL XV Ltd                                   | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |   3245000 | PA      | $3248233.90   | 0.25%             | 2033-10-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                       | Fortress Credit BSL XVIII Ltd                                | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    600000 | PA      | $602417.24    | 0.05%             | 2036-04-23      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                          | Fortitude Group Holdings LLC                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1943973.26   | 0.15%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FORTITUDE GLOBAL FUNDING                          | Fortitude Global Funding                                     | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1432052.24   | 0.11%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                       | Fortress Credit BSL XVI Ltd                                  | CUSIP: 349927AN3<br>LEI: 254900KG4E8W7Q68M916 | Long             | ABS-CBDO         | CORP              | JE        |   2700000 | PA      | $2704050.00   | 0.20%             | 2035-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                        | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1062125.62   | 0.08%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                        | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    435000 | PA      | $449296.46    | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA1                      | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    250250 | PA      | $250382.33    | 0.02%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Stacr Remic Trust 2025-Dna3                      | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |   1415792 | PA      | $1418853.29   | 0.11%             | 2045-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA4                      | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    716386 | PA      | $717404.60    | 0.05%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                              | Freeport-McMoRan Inc                                         | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    655000 | PA      | $666213.54    | 0.05%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                              | Freeport-McMoRan Inc                                         | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    552000 | PA      | $550591.59    | 0.04%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                               | Frontier Issuer LLC                                          | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1165000 | PA      | $1199766.16   | 0.09%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                               | Frontier Issuer LLC                                          | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $263240.81    | 0.02%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                      | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2927739.16   | 0.22%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                      | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1893006.51   | 0.14%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                         | GATX Corp                                                    | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995039.94    | 0.08%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                         | GATX Corp                                                    | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    673000 | PA      | $670996.76    | 0.05%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                         | GATX Corp                                                    | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1566594.48   | 0.12%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM1 Trust                                         | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2194402 | PA      | $2210218.65   | 0.17%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1849701 | PA      | $1683395.89   | 0.13%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67438 | PA      | $68766.54     | 0.01%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346575 | PA      | $354388.29    | 0.03%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    421470 | PA      | $428738.24    | 0.03%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44245 | PA      | $45576.96     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    314934 | PA      | $323636.37    | 0.02%             | 2049-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    470219 | PA      | $450386.03    | 0.03%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2762397 | PA      | $2541615.47   | 0.19%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1311855 | PA      | $1207006.04   | 0.09%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32518 | PA      | $33369.98     | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21613 | PA      | $22168.89     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16997 | PA      | $17434.49     | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21660 | PA      | $22217.40     | 0.00%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34334 | PA      | $35240.75     | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36225DFP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174932 | PA      | $178183.83    | 0.01%             | 2034-09-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                           | CUSIP: 36225DLD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    266274 | PA      | $267198.84    | 0.02%             | 2035-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae I Pool                                            | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    447398 | PA      | $466599.84    | 0.04%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae I Pool                                            | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106330 | PA      | $111673.91    | 0.01%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2022-GR2                 | CUSIP: 36250BAE6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      7525 | PA      | $7480.20      | 0.00%             | 2044-07-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2025-2    | CUSIP: 362549AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008294.80   | 0.08%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust             | Gm Financial Automobile Leasing Trust 2025-2                 | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2170000 | PA      | $2196810.35   | 0.17%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                | Galton Funding Mortgage Trust 2017-1                         | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126199 | PA      | $115073.93    | 0.01%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1             | Galton Funding Mortgage Trust 2020-H1                        | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085000 | PA      | $912480.77    | 0.07%             | 2060-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                | Galton Funding Mortgage Trust 2019-1                         | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72243 | PA      | $70370.37     | 0.01%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                | Galton Funding Mortgage Trust 2019-1                         | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52802 | PA      | $50193.09     | 0.00%             | 2059-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                | Galton Funding Mortgage Trust 2019-H1                        | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $649852.13    | 0.05%             | 2059-10-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                       | Gartner Inc                                                  | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1555336.02   | 0.12%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                              | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    855000 | PA      | $858048.54    | 0.06%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                              | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    836000 | PA      | $849982.70    | 0.06%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                              | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1732466.02   | 0.13%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                              | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2843945.77   | 0.21%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2023-1    | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $524374.86    | 0.04%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                  | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4284091.65   | 0.32%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2179739.02   | 0.16%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                  | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    875000 | PA      | $881289.43    | 0.07%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Static Ltd                 | Golub Capital Partners Static 2024-1 Ltd                     | CUSIP: 381929AQ1<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |   5570000 | PA      | $5531220.10   | 0.42%             | 2035-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                  | HF Sinclair Corp                                             | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1400915.27   | 0.11%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited   | HOMES 2025-NQM4 Trust                                        | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2140531 | PA      | $2149695.55   | 0.16%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited   | HOMES 2025-NQM2 Trust                                        | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1707802 | PA      | $1720225.70   | 0.13%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                      | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2415285.90   | 0.18%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                      | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    760000 | PA      | $757344.61    | 0.06%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| HCA INC                                           | HCA Inc                                                      | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3093111.42   | 0.23%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                      | CUSIP: 40412DA58<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   3560000 | PA      | $3558040.58   | 0.27%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                            | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1790000 | PA      | $1823810.61   | 0.14%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                            | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1445000 | PA      | $1472231.46   | 0.11%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1645000 | PA      | $1669270.03   | 0.13%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2024-2                                 | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $237684.17    | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2024-2                                 | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $592931.91    | 0.04%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                  | Hardee's Funding LLC                                         | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1669500 | PA      | $1662500.62   | 0.13%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls' Jr Funding LLC    | Hardee's Funding LLC                                         | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5924419 | PA      | $5739208.47   | 0.43%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                      | Hardee's Funding LLC                                         | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1299730 | PA      | $1215342.46   | 0.09%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                          | Harley-Davidson Financial Services Inc                       | CUSIP: 41282KA65<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |   3955000 | PA      | $3952426.48   | 0.30%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                          | Health Care Service Corp A Mutual Legal Reserve Co           | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    615000 | PA      | $630574.76    | 0.05%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                      | Highmark Inc                                                 | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1063111.83   | 0.08%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2022-1D                         | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    279491 | PA      | $278435.14    | 0.02%             | 2034-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2025-1                          | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    645334 | PA      | $655579.87    | 0.05%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2025-1                          | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1111196 | PA      | $1127640.62   | 0.09%             | 2042-05-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2020-A                          | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262990 | PA      | $259726.04    | 0.02%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2020-A                          | CUSIP: 43285HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    307853 | PA      | $307356.75    | 0.02%             | 2039-02-25      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                             | Amrize Finance US LLC                                        | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2065423.87   | 0.16%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                             | Amrize Finance US LLC                                        | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    885000 | PA      | $905313.26    | 0.07%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2023-2                                 | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    606304 | PA      | $608032.12    | 0.05%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2023-2                                 | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $636703.77    | 0.05%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                   | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    510000 | PA      | $526238.57    | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                   | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $2000170.18   | 0.15%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                          | Huntington Ingalls Industries Inc                            | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    290000 | PA      | $299805.51    | 0.02%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                      | Huntington Bank Auto Credit-Linked Notes Series 2025-1       | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075303 | PA      | $1085027.73   | 0.08%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                      | Huntington Bank Auto Credit-Linked Notes Series 2024-1       | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2246772 | PA      | $2285271.72   | 0.17%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                      | Huntington Bank Auto Credit-Linked Notes Series 2024-2       | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1773189 | PA      | $1793055.60   | 0.14%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards 2025-SPRL Mortgage Trust                        | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1921000 | PA      | $1993304.90   | 0.15%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                      | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    760000 | PA      | $762531.10    | 0.06%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                      | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1291974.14   | 0.10%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                      | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    460000 | PA      | $465405.71    | 0.04%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                      | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1945728.45   | 0.15%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                      | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1761375.13   | 0.13%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                      | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1511921.93   | 0.11%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust           | Hyundai Auto Lease Securitization Trust 2025-B               | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $388630.74    | 0.03%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust           | Hyundai Auto Lease Securitization Trust 2025-B               | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $821405.61    | 0.06%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                    | Hyundai Auto Receivables Trust 2025-B                        | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102066.14    | 0.01%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                          | Icon Investments Six DAC                                     | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   3410000 | PA      | $3481487.38   | 0.26%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                  | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    627000 | PA      | $624395.89    | 0.05%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                  | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2040000 | PA      | $2101267.97   | 0.16%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                  | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1580000 | PA      | $1593088.37   | 0.12%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1310000 | PA      | $1330876.38   | 0.10%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                   | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    431000 | PA      | $425991.12    | 0.03%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                   | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1412716.32   | 0.11%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                   | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    940000 | PA      | $930511.53    | 0.07%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp                                                   | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    980000 | PA      | $994060.56    | 0.08%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                          | Intercontinental Exchange Inc                                | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1751053.03   | 0.13%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE                          | International Flavors & Fragrances Inc                       | CUSIP: 4595A3AF4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |   2270000 | PA      | $2266376.63   | 0.17%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2022-1, Ltd.                          | Invesco CLO 2022-1 Ltd                                       | CUSIP: 460988AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4070000 | PA      | $4076228.04   | 0.31%             | 2035-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                    | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1255114.78   | 0.09%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                    | Chase Auto Credit Linked Notes Series 2025-1                 | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1087929 | PA      | $1096766.18   | 0.08%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-INV1                           | CUSIP: 46591VBH1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    207878 | PA      | $186951.31    | 0.01%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2025-DSC1                    | CUSIP: 46593TAA0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1004273 | PA      | $1014953.52   | 0.08%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                      | Jack in the Box Funding LLC                                  | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1059125 | PA      | $1025949.82   | 0.08%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                          | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1302721.39   | 0.10%             | 2027-04-22      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                          | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $838825.83    | 0.06%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2371221.76   | 0.18%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2020-INV2                           | CUSIP: 46652KBK4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    333294 | PA      | $292465.52    | 0.02%             | 2050-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                         | Jabil Inc                                                    | CUSIP: 46652MA96<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   3625000 | PA      | $3621032.08   | 0.27%             | 2026-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2025-NQM3                    | CUSIP: 46659QAC3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   3238689 | PA      | $3268386.57   | 0.25%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2025-DSC2                           | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |   1144810 | PA      | $1152919.46   | 0.09%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2025-HE3                            | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |    879760 | PA      | $880685.72    | 0.07%             | 2056-03-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                         | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    755000 | PA      | $771098.13    | 0.06%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                         | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2612066.75   | 0.20%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                 | Japan Tobacco Inc                                            | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2645000 | PA      | $2694878.30   | 0.20%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                        | Jersey Mike's Funding                                        | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49250 | PA      | $48568.98     | 0.00%             | 2052-02-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 18 Ltd                                               | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   5875000 | PA      | $5880596.11   | 0.44%             | 2035-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR Clo 34 Ltd                                               | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |   2055000 | PA      | $2055523.02   | 0.16%             | 2034-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR Clo 34 Ltd                                               | CUSIP: 48253UAL0<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |   3660000 | PA      | $3666831.43   | 0.28%             | 2034-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR Clo 33 Ltd                                               | CUSIP: 48254QAF1<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3600878.98   | 0.27%             | 2034-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR Clo 33 Ltd                                               | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |   2285000 | PA      | $2288358.74   | 0.17%             | 2034-07-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 40 Ltd                                               | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3640000 | PA      | $3646461.66   | 0.28%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KT CORP                                           | KT Corp                                                      | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $600899.89    | 0.05%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KT CORP                                           | KT Corp                                                      | CUSIP: 48268KAJ0<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   1970000 | PA      | $1981842.99   | 0.15%             | 2029-01-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                         | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    397000 | PA      | $392818.74    | 0.03%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                              | Keurig Dr Pepper Inc                                         | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2415281.60   | 0.18%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                            | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1675692.73   | 0.13%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                          | Korea Hydro & Nuclear Power Co Ltd                           | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |   1790000 | PA      | $1775637.70   | 0.13%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                             | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405061.11    | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                             | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    540000 | PA      | $576511.11    | 0.04%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                             | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2503590.56   | 0.19%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                             | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1238147.70   | 0.09%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                     | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1715000 | PA      | $1738392.14   | 0.13%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                    | Lowe's Cos Inc                                               | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    900000 | PA      | $902062.40    | 0.07%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2021-INV1 Trust                                          | CUSIP: 552747AA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    118379 | PA      | $114482.73    | 0.01%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MED Trust                                         | MED Commercial Mortgage Trust 2024-MOB                       | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399035.72    | 0.03%             | 2041-05-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2025-NQM4 Trust                                          | CUSIP: 55287RAD0<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |   3618120 | PA      | $3629567.97   | 0.27%             | 2070-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                      | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4442538.16   | 0.34%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                               | M&T Equipment 2025-LEAF1 Notes                               | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3995000 | PA      | $4048701.59   | 0.31%             | 2029-09-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW 2021-1W LLC                                              | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112775 | PA      | $109037.45    | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                    | MVW 2020-1 LLC                                               | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107256 | PA      | $106085.12    | 0.01%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW 2021-2 LLC                                               | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122411 | PA      | $116848.55    | 0.01%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                 | Ma'aden Sukuk Ltd                                            | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   1780000 | PA      | $1829077.02   | 0.14%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XLV Ltd                                 | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    990000 | PA      | $990194.64    | 0.07%             | 2034-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXIV Ltd                                | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1205000 | PA      | $1212601.97   | 0.09%             | 2029-10-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                          | Manufacturers & Traders Trust Co                             | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1165801.59   | 0.09%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                             | Marble Point CLO XV Ltd                                      | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   1062628 | PA      | $1063643.94   | 0.08%             | 2032-07-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                     | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2280259.82   | 0.17%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                     | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1302895.08   | 0.10%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                       | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $745019.87    | 0.06%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                       | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2890595.65   | 0.22%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                            | Marvell Technology Inc                                       | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $603003.16    | 0.05%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Life U.S. Government Fund Direct          | Pacific Life U.S. Government Fund Direct                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4321835 | NS      | $4321835.39   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                               | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2116332.86   | 0.16%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust    | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2     | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289811 | PA      | $292834.44    | 0.02%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35  | CUSIP: 61779CAA2<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    377223 | PA      | $380120.87    | 0.03%             | 2058-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                              | Utah Acquisition Sub Inc                                     | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1868037.93   | 0.14%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                        | NBN Co Ltd                                                   | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   2805000 | PA      | $2781196.41   | 0.21%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2025-A LLC                                      | CUSIP: 62919VAB7<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    192658 | PA      | $193436.89    | 0.01%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                       | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1888000 | PA      | $1891412.37   | 0.14%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                       | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    145000 | PA      | $143397.20    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                       | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    980000 | PA      | $979142.07    | 0.07%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                       | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1735000 | PA      | $1742867.17   | 0.13%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                       | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    715000 | PA      | $717810.22    | 0.05%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1375000 | PA      | $1393509.62   | 0.11%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                        | Nasdaq Inc                                                   | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    273000 | PA      | $281810.13    | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H             | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     99098 | PA      | $93851.44     | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust       | Navistar Financial Dealer Note Master Owner Trust            | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140617.76    | 0.01%             | 2029-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust       | Navistar Financial Dealer Note Master Owner Trust            | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $221007.95    | 0.02%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust       | Navistar Financial Dealer Note Master Owner Trust II 2025-1  | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300641.73    | 0.02%             | 2030-09-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust       | Navistar Financial Dealer Note Master Owner Trust II 2025-1  | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130294.48    | 0.01%             | 2030-09-25      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2019-A             | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    223827 | PA      | $223327.49    | 0.02%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Loan Trust 2020-A                  | CUSIP: 63941FAB2<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |    473633 | PA      | $460108.28    | 0.03%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-D             | CUSIP: 63941HAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    341198 | PA      | $326155.27    | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2019-G             | CUSIP: 63941JAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    236829 | PA      | $231312.45    | 0.02%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2019-E             | CUSIP: 63941MAB7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    365408 | PA      | $360608.44    | 0.03%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-G             | CUSIP: 63941UAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    234617 | PA      | $221554.73    | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-F             | CUSIP: 63941XAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    189946 | PA      | $180324.90    | 0.01%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-C                             | CUSIP: 64035GAB5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    470005 | PA      | $441719.44    | 0.03%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers Clo 43 Ltd                    | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   3220000 | PA      | $3219263.33   | 0.24%             | 2036-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2025-NQM7                | CUSIP: 64831YAF3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $446750.54    | 0.03%             | 2065-10-26      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2025-NQM3                | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |   1585772 | PA      | $1604288.93   | 0.12%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2025-NQM4                | CUSIP: 64832FAD8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2534630 | PA      | $2549766.85   | 0.19%             | 2065-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | NRZT 2025-NQM6                                               | CUSIP: 64832KAC9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2968132 | PA      | $2979629.42   | 0.23%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                       | Ovintiv Inc                                                  | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750000.00    | 0.06%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506210.70    | 0.04%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: —       |
| NIAGARA MOHAWK POWER                              | Niagara Mohawk Power Corp                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1289939.81   | 0.10%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                 | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266790.22    | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust               | Nissan Auto Receivables 2025-A Owner Trust                   | CUSIP: 65481GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $545439.51    | 0.04%             | 2031-10-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                            | Northwoods Capital XIV-B Ltd                                 | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |   4784699 | PA      | $4787246.92   | 0.36%             | 2031-11-13      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd                                                  | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1015000 | PA      | $1034279.53   | 0.08%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| O'REILLY AUTOMOTIVE INC                           | O'Reilly Automotive Inc                                      | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1752987.05   | 0.13%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2019-EXP3 Trust                                          | CUSIP: 67113ABB5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     20113 | PA      | $20104.79     | 0.00%             | 2059-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2020-INV1 Trust                                          | CUSIP: 67113CAE6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    119605 | PA      | $108362.78    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2019-EXP2 Trust                                          | CUSIP: 67113KAL2<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     40447 | PA      | $40152.57     | 0.00%             | 2059-06-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM15 Trust                                         | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |   1179998 | PA      | $1186016.73   | 0.09%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM15 Trust                                         | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    620557 | PA      | $622438.95    | 0.05%             | 2065-07-27      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909            | NYC Commercial Mortgage Trust 2025-28L                       | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $782381.26    | 0.06%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2020-EXP1 Trust                                          | CUSIP: 67448TBE4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    167046 | PA      | $164207.12    | 0.01%             | 2060-02-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2020-EXP1 Trust                                          | CUSIP: 67448TBF1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    273154 | PA      | $270222.15    | 0.02%             | 2060-02-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM6 Trust                                          | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |   1545550 | PA      | $1561634.71   | 0.12%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2020-EXP2 Trust                                          | CUSIP: 67448VAG5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    145807 | PA      | $129522.12    | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2023-3                              | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $230716.58    | 0.02%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2024-3                              | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214475 | PA      | $215717.38    | 0.02%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2024-3                              | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $270531.24    | 0.02%             | 2031-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2025-RVM1                           | CUSIP: 67571HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $903094.20    | 0.07%             | 2046-12-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2025-RVM1                           | CUSIP: 67571HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1865000 | PA      | $1870115.32   | 0.14%             | 2046-12-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2024-RVM1                           | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600131 | PA      | $609421.44    | 0.05%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd               | Octagon Investment Partners XXI Ltd                          | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    264468 | PA      | $264745.56    | 0.02%             | 2031-02-14      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd               | Octagon Investment Partners XXI Ltd                          | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   2195000 | PA      | $2196265.92   | 0.17%             | 2031-02-14      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd               | Octagon Investment Partners XXI Ltd                          | CUSIP: 67590QCC9<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    860000 | PA      | $860942.00    | 0.07%             | 2031-02-14      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                           | ONE 2021-PARK Mortgage Trust                                 | CUSIP: 682413AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2945000 | PA      | $2934385.93   | 0.22%             | 2036-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                           | ONE 2021-PARK Mortgage Trust                                 | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580000 | PA      | $1574317.06   | 0.12%             | 2036-03-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                    | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1612764.90   | 0.12%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                    | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2845938.88   | 0.22%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                    | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3413000 | PA      | $3419886.24   | 0.26%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                    | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    772000 | PA      | $788184.78    | 0.06%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                  | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2484446.98   | 0.19%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2583400.06   | 0.20%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                       | Ovintiv Inc                                                  | CUSIP: 69047KAL9<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |   7370000 | PA      | $7352917.07   | 0.56%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746670.13    | 0.06%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1378613.14   | 0.10%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                         | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2841181.75   | 0.21%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2025-1 LLC                        | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740000 | PA      | $744859.73    | 0.06%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2025-1 LLC                        | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $612130.20    | 0.05%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                  | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    513000 | PA      | $507738.57    | 0.04%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                  | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    505000 | PA      | $497550.08    | 0.04%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                  | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    491000 | PA      | $485118.64    | 0.04%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                  | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1015000.00   | 0.08%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                  | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269575.83    | 0.02%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                  | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1038434.97   | 0.08%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2024-1 LLC                        | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1376795 | PA      | $1387870.77   | 0.10%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1788533.35   | 0.14%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1385175.93   | 0.10%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2512385.80   | 0.19%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1208989.54   | 0.09%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                       | Revvity Inc                                                  | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1808000 | PA      | $1700865.80   | 0.13%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    809000 | PA      | $827050.93    | 0.06%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp           | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1177060.63   | 0.09%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                       | Post Road Equipment Finance 2025-1 LLC                       | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    538950 | PA      | $543408.06    | 0.04%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential Trust                                   | CUSIP: 74333HAJ4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3462500 | PA      | $3419984.31   | 0.26%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR8 Trust                         | CUSIP: 74333TAC3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $343667.24    | 0.03%             | 2038-10-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR8 Trust                         | CUSIP: 74333TAE9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2270000 | PA      | $2230523.57   | 0.17%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR8 Trust                         | CUSIP: 74333TAJ8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3720000 | PA      | $3657919.15   | 0.28%             | 2038-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                               | CUSIP: 74333VAJ3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $471816.17    | 0.04%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2021-SFR3                               | CUSIP: 74333VAN4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $298030.41    | 0.02%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                          | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2634274.41   | 0.20%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                        | ROCK Trust 2024-CNTR                                         | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5141239.00   | 0.39%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                     | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1315888.77   | 0.10%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                           | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    255000 | PA      | $255040.46    | 0.02%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corp                                           | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   4212000 | PA      | $4220335.97   | 0.32%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corp                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2131954.32   | 0.16%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                           | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2400875.55   | 0.18%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                           | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2902985.58   | 0.22%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2019-2 Ltd                                | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    808403 | PA      | $808865.10    | 0.06%             | 2032-08-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                            | Rockford Tower CLO 2019-2 Ltd                                | CUSIP: 77341GAU4<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3612507.77   | 0.27%             | 2032-08-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                    | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2845000 | PA      | $2817551.92   | 0.21%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                    | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   3760000 | PA      | $3832770.89   | 0.29%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ROLLS-ROYCE PLC                                   | Rolls-Royce PLC                                              | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1920000 | PA      | $1969648.70   | 0.15%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                    | Romark CLO II Ltd                                            | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3015000 | PA      | $3023527.20   | 0.23%             | 2031-07-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                   | Ross Stores Inc                                              | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2973925.56   | 0.22%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust         | SFS Auto Receivables Securitization Trust 2024-2             | CUSIP: 78397XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $420538.11    | 0.03%             | 2030-08-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2023-1 LLC                             | CUSIP: 784024AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1470000 | PA      | $1532568.79   | 0.12%             | 2033-08-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                              | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |    725000 | PA      | $724199.46    | 0.05%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                              | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |   1045000 | PA      | $1022577.44   | 0.08%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                              | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2920000 | PA      | $2990605.02   | 0.23%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                   | SBA Tower Trust                                              | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              |  | US        |   2110000 | PA      | $2125096.84   | 0.16%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                   | SEB Funding LLC                                              | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    902000 | PA      | $923611.11    | 0.07%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust         | SFS Auto Receivables Securitization Trust 2024-1             | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $266038.79    | 0.02%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2025-1 LLC                             | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422128 | PA      | $423641.60    | 0.03%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2025-1 LLC                             | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740000 | PA      | $756274.15    | 0.06%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2018-B                      | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    411508 | PA      | $411260.63    | 0.03%             | 2037-01-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust                             | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608208 | PA      | $581676.37    | 0.04%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                 | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    812000 | PA      | $813454.87    | 0.06%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                 | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    467000 | PA      | $467679.18    | 0.04%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SAMMONS FINANCIAL GLOBAL                          | Sammons Financial Group Global Funding                       | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1214722.53   | 0.09%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                   | Sands China Ltd                                              | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1099948.30   | 0.08%             | 2026-01-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust         | Santander Mortgage Asset Receivable Trust 2025-NQM2          | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1338241 | PA      | $1353187.70   | 0.10%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust         | Santander Mortgage Asset Receivable Trust 2025-Ces1          | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |   1358106 | PA      | $1359853.40   | 0.10%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust         | Santander Mortgage Asset Receivable Trust 2025-NQM6          | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |    534963 | PA      | $536839.55    | 0.04%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2024-B        | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244346 | PA      | $246155.78    | 0.02%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2024-B        | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346527 | PA      | $348995.03    | 0.03%             | 2033-01-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    815000 | PA      | $805998.80    | 0.06%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                              | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1065000 | PA      | $1066151.84   | 0.08%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust         | Santander Consumer Auto Receivables Trust 2021-B             | CUSIP: 802824AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    773762 | PA      | $770012.94    | 0.06%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                   | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1907413.82   | 0.14%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                   | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    670000 | PA      | $674656.11    | 0.05%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2021-4                | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3498937.05   | 0.26%             | 2029-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2023-B        | CUSIP: 80290CCA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255596 | PA      | $260134.88    | 0.02%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2023-B        | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1105268 | PA      | $1120768.66   | 0.08%             | 2033-12-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2025-A        | CUSIP: 80290CCR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250742.50    | 0.02%             | 2034-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes           | Santander Bank Auto Credit-Linked Notes Series 2025-A        | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269000 | PA      | $269801.35    | 0.02%             | 2034-01-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2025-4                | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1102760.34   | 0.08%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                          | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1390000 | PA      | $1420815.27   | 0.11%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                           | Schlumberger Holdings Corp                                   | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   3174000 | PA      | $3169373.48   | 0.24%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                           | Schlumberger Investment SA                                   | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    922000 | PA      | $931392.40    | 0.07%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                      | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3540829.02   | 0.27%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                     | SDR Commercial Mortgage Trust 2024-DSNY                      | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1123746.64   | 0.08%             | 2039-05-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust           | Securitized Term Auto Receivables Trust                      | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    304985 | PA      | $307784.49    | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust           | Securitized Term Auto Receivables Trust 2025-B               | CUSIP: 81378WAB9<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    335626 | PA      | $338668.48    | 0.03%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust           | Securitized Term Auto Receivables Trust 2025-B               | CUSIP: 81378WAC7<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    152557 | PA      | $153919.51    | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                       | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    980000 | PA      | $986455.50    | 0.07%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2018-CH3                              | CUSIP: 81746WAB4<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |     14322 | PA      | $14241.09     | 0.00%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2018-CH3                              | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |      3535 | PA      | $3524.04      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2018-CH2                              | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94564 | PA      | $88256.72     | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2018-CH2                              | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52597 | PA      | $48952.69     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2025-1                         | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $531394.91    | 0.04%             | 2065-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                               | SG Residential Mortgage Trust 2025-1                         | CUSIP: 81880NAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200773.60    | 0.02%             | 2065-12-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                               | Sherwin-Williams Co/The                                      | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1771410.52   | 0.13%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2025-3 Receivables Funding LLC              | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295307 | PA      | $296250.53    | 0.02%             | 2044-08-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2025-3 Receivables Funding LLC              | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550346 | PA      | $553301.26    | 0.04%             | 2044-08-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2021-2 Receivables Funding LLC              | CUSIP: 82652RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    379008 | PA      | $377484.17    | 0.03%             | 2038-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2022-1 Receivables Funding LLC              | CUSIP: 82652TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1244559 | PA      | $1234501.23   | 0.09%             | 2038-10-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                 | Sierra Timeshare 2025-2 Receivables Funding LLC              | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652748 | PA      | $655883.94    | 0.05%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                          | South Bow USA Infrastructure Holdings LLC                    | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1448968.28   | 0.11%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2025-A                      | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1093970 | PA      | $1111391.19   | 0.08%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1235000 | PA      | $1251299.57   | 0.09%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                    | Solventum Corp                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1185268.00   | 0.09%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Sound Point CLO LTD                               | Sound Point CLO IX Ltd                                       | CUSIP: 83609GBN4<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |   2140749 | PA      | $2143565.23   | 0.16%             | 2032-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                               | SOUND POINT CLO XXII LTD                                     | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250750.16    | 0.02%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                               | Sound Point CLO XXVI Ltd                                     | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1420000 | PA      | $1424405.93   | 0.11%             | 2034-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO                          | Southern California Edison Co                                | CUSIP: 8424C1A65<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | STIV             | CORP              | US        |   3890000 | PA      | $3887391.76   | 0.29%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                              | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1255668.82   | 0.09%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                           | Southern Co Gas Capital Corp                                 | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1340797.34   | 0.10%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2365518.88   | 0.18%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                       | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1728000 | PA      | $1728186.38   | 0.13%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                       | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1330000 | PA      | $1357531.19   | 0.10%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                    | Starbucks Corp                                               | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1508765.86   | 0.11%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust               | Starwood Mortgage Residential Trust 2020-1                   | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462572 | PA      | $446609.27    | 0.03%             | 2050-02-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust               | Starwood Mortgage Residential Trust 2021-2                   | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340723 | PA      | $324558.04    | 0.02%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics Inc                                           | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3522068.57   | 0.27%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                       | Stratus Funding CLO 2025-1 Ltd                               | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1136185.71   | 0.09%             | 2033-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                            | Sydney Airport Finance Co Pty Ltd                            | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1247622.84   | 0.09%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                 | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3919383.45   | 0.30%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                  | Symphony CLO XXIII Ltd                                       | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   1874051 | PA      | $1875943.25   | 0.14%             | 2034-01-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                  | Symphony CLO XXVI Ltd                                        | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    657523 | PA      | $657997.45    | 0.05%             | 2033-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                          | Take-Two Interactive Software Inc                            | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2505654.88   | 0.19%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                          | Take-Two Interactive Software Inc                            | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1529370.93   | 0.12%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                         | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1384171.57   | 0.10%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                         | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    657000 | PA      | $668056.59    | 0.05%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                          | Terraform Global Operating LP                                | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1587328.28   | 0.12%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2019-HY3                           | CUSIP: 89177XAD9<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $324377.28    | 0.02%             | 2059-10-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2022-4                             | CUSIP: 89180YAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   4448898 | PA      | $4292848.24   | 0.32%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                  | Trestles CLO VIII Ltd                                        | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |   6775000 | PA      | $6793204.09   | 0.51%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2024-SFR2 Trust                           | CUSIP: 89616VAD2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1435000 | PA      | $1450566.31   | 0.11%             | 2040-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                  | Trinitas CLO VI Ltd                                          | CUSIP: 89640YBQ6<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |   3210000 | PA      | $3211448.93   | 0.24%             | 2034-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                  | Trinitas Clo VII Ltd                                         | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |   2240000 | PA      | $2239961.79   | 0.17%             | 2035-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                  | Trinitas Clo IX Ltd                                          | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    114705 | PA      | $114845.76    | 0.01%             | 2032-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                             | TRK 2021-INV1 Trust                                          | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239994 | PA      | $215904.59    | 0.02%             | 2056-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                   | TX Trust 2024-HOU                                            | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1504181.25   | 0.11%             | 2039-06-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                        | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3487000 | PA      | $3493967.03   | 0.26%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| U.S. Bank National Association                    | US Bank NA                                                   | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    107886 | PA      | $109007.46    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1810317.49   | 0.14%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                        | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7169618 | PA      | $7207566.99   | 0.54%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                          | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32715000 | PA      | $32994866.68  | 2.49%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                          | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 116145000 | PA      | $116412678.22 | 8.80%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                          | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10825000 | PA      | $10827959.99  | 0.82%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                          | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24040000 | PA      | $24047043.00  | 1.82%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                          | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38115000 | PA      | $38044278.76  | 2.88%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                     | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1392935.72   | 0.11%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                | Valero Energy Corp                                           | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    665000 | PA      | $684646.00    | 0.05%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| VAR ENERGI ASA                                    | Var Energi ASA                                               | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1790000 | PA      | $1806806.29   | 0.14%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                           | Verdant Receivables 2024-1 LLC                               | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2577740 | PA      | $2630723.78   | 0.20%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                           | Verdant Receivables 2025-1 LLC                               | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2058909 | PA      | $2069208.96   | 0.16%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                           | Verdant Receivables 2025-1 LLC                               | CUSIP: 92340GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $123420.67    | 0.01%             | 2033-05-12      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                   | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2909652.67   | 0.22%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications Inc                                   | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1464286.55   | 0.11%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                              | Verisk Analytics Inc                                         | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2147080.07   | 0.16%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                         | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2620000 | PA      | $2634050.54   | 0.20%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-3                            | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    369177 | PA      | $373236.18    | 0.03%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-7                            | CUSIP: 924931AD0<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   1665726 | PA      | $1671644.18   | 0.13%             | 2070-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-1                            | CUSIP: 92537QAE1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    286291 | PA      | $260823.46    | 0.02%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-1                            | CUSIP: 92537QAF8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    170463 | PA      | $155523.23    | 0.01%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-R2                           | CUSIP: 92538DAA7<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    342836 | PA      | $323649.70    | 0.02%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-2                            | CUSIP: 92538FAA2<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    381302 | PA      | $350024.78    | 0.03%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2023-3                            | CUSIP: 92539GAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1237716 | PA      | $1238395.78   | 0.09%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                  | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1661069.40   | 0.13%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1355287.91   | 0.10%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                      | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1450385.11   | 0.11%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                      | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1951763.31   | 0.15%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                      | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2732846.87   | 0.21%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                      | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1239233.97   | 0.09%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                          | Volkswagen Group of America Finance LLC                      | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441556.83    | 0.03%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                                         | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1858363.20   | 0.14%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                             | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2859469.31   | 0.22%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $5776457.31   | 0.44%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Mortgage Backed Securities Trust      | Wells Fargo Mortgage Backed Securities 2021-INV2 Trust       | CUSIP: 95003FAC7<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |   1238452 | PA      | $1121698.04   | 0.08%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2025-5C6               | CUSIP: 95004TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    427225 | PA      | $427658.47    | 0.03%             | 2058-10-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                              | Western Digital Corp                                         | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1044274.40   | 0.08%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                              | Western Union Co/The                                         | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   5014000 | PA      | $4982908.59   | 0.38%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                         | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1475055.47   | 0.11%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                         | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2060841.97   | 0.16%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                   | Wingspire Equipment Finance 2025-1 LLC                       | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105239.39    | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                   | Wingspire Equipment Finance 2025-1 LLC                       | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115366.57    | 0.01%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd                                         | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1424000 | PA      | $1419041.48   | 0.11%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                 | World Omni Auto Receivables Trust 2022-A                     | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1105000 | PA      | $1101052.39   | 0.08%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                               | Zaxbys Funding LLC                                           | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    656845 | PA      | $620767.13    | 0.05%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LTD                                   | Emaar Sukuk Ltd                                              | CUSIP: 000000000<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | CORP              | KY        |   2480000 | PA      | $2472277.28   | 0.19%             | 2026-09-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| MEGLOBAL BV                                       | MEGlobal BV                                                  | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |   3790000 | PA      | $3642848.51   | 0.28%             | 2028-04-28      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| TML HOLDINGS PTE LTD                              | TML Holdings Pte Ltd                                         | CUSIP: 000000000<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |   2200000 | PA      | $2194333.90   | 0.17%             | 2026-06-09      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| HPHT FINANCE 21 II LTD                            | HPHT Finance 21 II Ltd                                       | CUSIP: 000000000<br>LEI: 254900SLH6EYTB8QK559 | Long             | DBT              | CORP              | KY        |   3450000 | PA      | $3390067.36   | 0.26%             | 2026-09-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HDFC BANK LTD                                     | HDFC Bank Ltd                                                | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |   2140000 | PA      | $2161052.40   | 0.16%             | 2027-02-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                 | Ma'aden Sukuk Ltd                                            | CUSIP: 000000000<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1438599.90   | 0.11%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)MAR26                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -435 | NC      | $372838.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT MAR26                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -96 | NC      | $206863.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) MAR26                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -381 | NC      | $146217.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) MAR26                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2175 | NC      | $-174674.17   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT MAR26                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -105 | NC      | $82661.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KSA Sukuk Ltd.                                    | KSA Sukuk Ltd.                                               | CUSIP: 000000000<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |   1430000 | PA      | $1436402.11   | 0.11%             | 2029-01-19      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                          | Tengizchevroil Finance Co International Ltd                  | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   2880000 | PA      | $2868636.04   | 0.22%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                 | Corp. Nacional del Cobre de Chile                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    477000 | PA      | $472481.00    | 0.04%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| Corp. Nacional del Cobre de Chile                 | Corp. Nacional del Cobre de Chile                            | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   3400000 | PA      | $3229258.80   | 0.24%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CLEAR STREET                                      | CLEAR STREET                                                 | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Long             | RA               | CORP              | US        |   8955503 | PA      | $8955503.48   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIB                                              | SWIB                                                         | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |   7368600 | PA      | $7368599.99   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LGENERGYSOLUTION                                  | LG Energy Solution Ltd                                       | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   2150000 | PA      | $2182523.97   | 0.16%             | 2027-07-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-26

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President