# EDGAR Filing Document

**Accession Number:** 0000855396
**File Stem:** 0001410368-26-020091
**Filing Date:** 2026-2
**Character Count:** 231471
**Document Hash:** ccc3ad548c0a56954d2b57c336cbaf07
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020091.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-020091

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LORD ABBETT SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000855396

**ORGANIZATION NAME:**
- **EIN:** 133536969
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05876
- **FILM NUMBER:** 26689949

**BUSINESS ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 201-827-2000

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### Total Return Portfolio (Series ID: S000028721)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000087852 | Class VC     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LORD ABBETT SERIES FUND INC

- **b. Investment Company Act file number:** 811-05876

- **c. CIK number of Registrant:** 0000855396

- **d. LEI of Registrant:** 549300MNKALF1QZZNY95

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

  - **Street Address 1:** 30 HUDSON STREET

  - **City:** JERSEY CITY

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07302

  - **Telephone number:** 201-827-2000

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

- **a. Name of Series:** Total Return Portfolio

- **b. EDGAR series identifier (if any):** S000028721

- **c. LEI of Series:** 549300WNI7Z4R98NYC03

**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:** $920808417.97

**Total Liabilities:** $260815301.51

**Net Assets:** $659993116.46

**Delayed Delivery Securities:** $184866742.10

**Cash Not Reported:** $506574.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1221.94000000 | **1-Year:** -22859.52000000 | **5-Year:** -64594.83000000 | **10-Year:** -48768.71000000 | **30-Year:** -11873.04000000

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

- **3-Month:** -307.10000000 | **1-Year:** -6394.41000000 | **5-Year:** -18632.01000000 | **10-Year:** -6750.02000000 | **30-Year:** -208.34000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087852 | 0.61%                | 0.61%                | -0.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1747632.48              | $-302368.80                                |
| Month 2  | $341854.12               | $1232288.63                                |
| Month 3  | $231312.27               | $-3639939.85                               |

**Designated Index Information**

- **Index Name:** Barc Capital US Corp Inv Grade

- **Index Identifier:** BCF2T

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB Bsl CLO 1 Ltd                                  | AB BSL CLO 3 Ltd                                                              | CUSIP: 00037QAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000967.00   | 0.15%             | 2038-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                  | ABN AMRO Bank NV                                                              | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $732833.10    | 0.11%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                      | AES Corp/The                                                                  | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1166101.75   | 0.18%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                 | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1224000 | PA      | $1300206.56   | 0.20%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                                     | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    796000 | PA      | $801265.02    | 0.12%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                        | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1693000 | PA      | $1708866.34   | 0.26%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                    | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1166478.42   | 0.18%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                | Advance Auto Parts Inc                                                        | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    955000 | PA      | $963757.35    | 0.15%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                | Osaic Holdings Inc                                                            | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    644000 | PA      | $673095.80    | 0.10%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                           | Aethon United BR LP / Aethon United Finance Corp                              | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    618000 | PA      | $647778.95    | 0.10%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                               | Affirm Master Trust Series 2025-3                                             | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010000 | PA      | $1014187.86   | 0.15%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                      | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $485771.34    | 0.07%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                      | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130000 | PA      | $1131811.16   | 0.17%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                 | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1114000 | PA      | $1083437.87   | 0.16%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                 | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    998000 | PA      | $1049511.42   | 0.16%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                         | ALA Trust 2025-OANA                                                           | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $603222.72    | 0.09%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC         | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    687000 | PA      | $690637.67    | 0.10%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                           | ATI Inc                                                                       | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    626000 | PA      | $661723.94    | 0.10%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631000 | PA      | $644648.82    | 0.10%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp                   | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    749000 | PA      | $741863.90    | 0.11%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                           | Allied Universal Holdco LLC                                                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    633000 | PA      | $667481.88    | 0.10%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5076000 | PA      | $4103410.28   | 0.62%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9096000 | PA      | $7689673.17   | 1.17%             | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1028000 | PA      | $909418.60    | 0.14%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2059000 | PA      | $1897255.89   | 0.29%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1699000 | PA      | $1611771.54   | 0.24%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1983000 | PA      | $1879951.28   | 0.28%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    909000 | PA      | $909461.60    | 0.14%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042426<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3729000 | PA      | $3729291.31   | 0.57%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2367000 | PA      | $2308864.23   | 0.35%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    489000 | PA      | $495300.45    | 0.08%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6106000 | PA      | $6182525.28   | 0.94%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11549000 | PA      | $11507044.56  | 1.74%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052425<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2366000 | PA      | $2425361.97   | 0.37%             | 2041-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    228000 | PA      | $231223.66    | 0.04%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2820000 | PA      | $2857007.48   | 0.43%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3270000 | PA      | $3355993.74   | 0.51%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271000 | PA      | $281676.54    | 0.04%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    757000 | PA      | $786912.11    | 0.12%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F070625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    737000 | PA      | $775775.02    | 0.12%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                              | Alpha Generation LLC Term Loan B                                              | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   1409296 | PA      | $1415532.62   | 0.21%             | 2031-09-30      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                              | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    677694 | PA      | $700125.74    | 0.11%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                              | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1155116.29   | 0.18%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                           | American Airlines Inc 2025 Term Loan                                          | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    440237 | PA      | $441833.20    | 0.07%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust          | AmeriCredit Automobile Receivables Trust 2022-2                               | CUSIP: 03065WAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $774618.08    | 0.12%             | 2028-04-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust          | AmeriCredit Automobile Receivables Trust 2025-1                               | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205000 | PA      | $1209249.31   | 0.18%             | 2030-05-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                     | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1618000 | PA      | $1656185.29   | 0.25%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                    | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1083000 | PA      | $1070267.47   | 0.16%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                    | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1160000 | PA      | $1219253.64   | 0.18%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                             | Antero Resources Corp                                                         | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1181930.96   | 0.18%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                   | Antofagasta PLC                                                               | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $1051189.43   | 0.16%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC             | Prime Security Services Borrower LLC 2025 Incremental Term Loan B             | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    936283 | PA      | $935052.00    | 0.14%             | 2032-03-07      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                              | Appalachian Power Co                                                          | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $1050996.44   | 0.16%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                 | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    636000 | PA      | $660409.43    | 0.10%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                      | Assurant Inc                                                                  | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    595000 | PA      | $527950.43    | 0.08%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                         | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    447000 | PA      | $429580.38    | 0.07%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                         | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    231000 | PA      | $217096.77    | 0.03%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                         | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1517413.69   | 0.23%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                         | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2709000 | PA      | $2730887.04   | 0.41%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                              | Atlas Warehouse Lending Co LP                                                 | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1390344.69   | 0.21%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                             | Atlassian Corp                                                                | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    835000 | PA      | $864423.62    | 0.13%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                         | Avant Loans Funding Trust 2024-REV1                                           | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240000 | PA      | $1251726.43   | 0.19%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                    | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1572874.06   | 0.24%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                    | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    594000 | PA      | $630766.75    | 0.10%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                              | Avilease Capital Ltd                                                          | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |    932000 | PA      | $925299.15    | 0.14%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                    | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                              | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1881497 | PA      | $1894799.13   | 0.29%             | 2030-06-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    878000 | PA      | $875196.05    | 0.13%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    133000 | PA      | $129049.59    | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                   | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    470000 | PA      | $489885.65    | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS Mortgage Trust 2023-C21                                                 | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1292164.68   | 0.20%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C5 Mortgage Trust                                                   | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1097474.91   | 0.17%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-ROIC                                                            | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1165455 | PA      | $1162709.90   | 0.18%             | 2030-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2025-COPT                                        | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1194291.50   | 0.18%             | 2042-08-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-VOLT                                                            | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $762148.22    | 0.12%             | 2044-12-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-ARIA                                                            | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560000 | PA      | $1576137.11   | 0.24%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                          | Banco de Credito del Peru S.A.                                                | CUSIP: 05971U2K2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1080000 | PA      | $1086750.00   | 0.16%             | 2037-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                          | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple              | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    568551 | PA      | $598559.37    | 0.09%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                          | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3996000 | PA      | $3990376.11   | 0.60%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                          | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2624108.74   | 0.40%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK21                                                               | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $900590.98    | 0.14%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR14                                                              | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2370000 | PA      | $2480391.76   | 0.38%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                    | BankUnited Inc                                                                | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1146012.67   | 0.17%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                                      | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2007000 | PA      | $1749407.37   | 0.27%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                                      | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $1976192.07   | 0.30%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAYER CORP/NJ                                     | Bayer Corp/NJ                                                                 | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |    670000 | PA      | $702082.38    | 0.11%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                              | Bayer US Finance LLC                                                          | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1139057.29   | 0.17%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                              | Bayer US Finance LLC                                                          | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    909000 | PA      | $984400.30    | 0.15%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS Mortgage Trust 2025-5C33                                                | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1220000 | PA      | $1285328.07   | 0.19%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                          | Bayview Opportunity Master Fund VI Trust 2021-INV6                            | CUSIP: 07335UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1168169 | PA      | $979966.92    | 0.15%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS Mortgage Trust 2025-5C34                                                | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180000 | PA      | $2284096.31   | 0.35%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                              | Beacon Funding Trust                                                          | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |    986000 | PA      | $1002294.30   | 0.15%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                          | Belrose Funding Trust II                                                      | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $646222.49    | 0.10%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V7 Mortgage Trust                                              | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2210000 | PA      | $2333893.48   | 0.35%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2025-V18 Mortgage Trust                                             | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2430000 | PA      | $2504537.33   | 0.38%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V12 Mortgage Trust                                             | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1528509.92   | 0.23%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V9 Mortgage Trust                                              | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2290000 | PA      | $2381081.54   | 0.36%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V11 Mortgage Trust                                             | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $925527.50    | 0.14%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove CLO 3 Ltd                                                         | CUSIP: 09076VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $370357.79    | 0.06%             | 2038-01-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C8 Mortgage Trust                                                   | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1114690.69   | 0.17%             | 2057-12-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                            | Boardwalk Pipelines LP                                                        | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    881000 | PA      | $834076.05    | 0.13%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2025-5C12 Mortgage Trust                                                  | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $863075.81    | 0.13%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    647000 | PA      | $716041.44    | 0.11%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    568000 | PA      | $638362.91    | 0.10%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                   | BofA Auto Trust 2024-1                                                        | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1028883 | PA      | $1039517.50   | 0.16%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                          | Brandywine Operating Partnership LP                                           | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    678000 | PA      | $647710.15    | 0.10%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                           | Brighthouse Financial Global Funding                                          | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1322260.78   | 0.20%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                  | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    983000 | PA      | $962789.92    | 0.15%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                  | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1395018.00   | 0.21%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                             | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2194347.43   | 0.33%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                             | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    161000 | PA      | $165008.36    | 0.03%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                             | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    326000 | PA      | $334478.34    | 0.05%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2025-BCAT                                        | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594137 | PA      | $595697.28    | 0.09%             | 2042-08-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-VLT6                                                            | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $489974.91    | 0.07%             | 2042-03-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                              | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    449000 | PA      | $322541.45    | 0.05%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                              | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1140453.16   | 0.17%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    684000 | PA      | $653677.25    | 0.10%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                       | CFE Fibra E                                                                   | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |    867710 | PA      | $868203.57    | 0.13%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2021-J3                                                             | CUSIP: 12565VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1836407 | PA      | $1539445.98   | 0.23%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2021-INV1                                                           | CUSIP: 12566PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1722731 | PA      | $1443034.08   | 0.22%             | 2051-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2022-B                                             | CUSIP: 12663BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1213249.44   | 0.18%             | 2029-10-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                               | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    994000 | PA      | $1043399.89   | 0.16%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                            | CACI International Inc                                                        | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    548000 | PA      | $567688.92    | 0.09%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                  | Cajun Global LLC                                                              | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $553402.52    | 0.08%             | 2055-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                               | Calpine Corporation 2024 Term Loan B10                                        | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    633000 | PA      | $633667.82    | 0.10%             | 2031-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust           | Capital One Multi-Asset Execution Trust                                       | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    631000 | PA      | $632795.45    | 0.10%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                          | Capital Power US Holdings Inc                                                 | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $858608.63    | 0.13%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2023-1                                                | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2130000 | PA      | $2156296.13   | 0.33%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | Carmax Auto Owner Trust 2022-3                                                | CUSIP: 14318MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1705010.58   | 0.26%             | 2028-02-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                   | Carmax Select Receivables Trust 2024-A                                        | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1226345.43   | 0.19%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | Carmax Auto Owner Trust 2024-3                                                | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1415000 | PA      | $1432834.66   | 0.22%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                   | Carmax Select Receivables Trust 2025-B                                        | CUSIP: 14320BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515000 | PA      | $1519615.90   | 0.23%             | 2030-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                 | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    978000 | PA      | $1010386.40   | 0.15%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                              | Carpenter Technology Corp                                                     | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    652000 | PA      | $663067.70    | 0.10%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2020-NP1                                       | CUSIP: 14687PAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147565 | PA      | $147545.07    | 0.02%             | 2027-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation               | Six Flags Entertainment Corporation 2024 Term Loan B                          | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    324933 | PA      | $321750.73    | 0.05%             | 2031-05-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                      | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    982000 | PA      | $1006013.60   | 0.15%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                  | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2253783.70   | 0.34%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                            | CenterPoint Energy Resources Corp                                             | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1430498.66   | 0.22%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                       | Cherry Securitization Trust 2025-1                                            | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $934625.79    | 0.14%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                            | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   2349000 | PA      | $2349268.28   | 0.36%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                | Cipher Compute LLC                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $984042.26    | 0.15%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                             | Citadel Securities LP 2024 First Lien Term Loan                               | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    738540 | PA      | $743251.89    | 0.11%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                          | Citadel Securities Global Holdings LLC                                        | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1744748.80   | 0.26%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                 | Citigroup Mortgage Loan Trust 2022-INV1                                       | CUSIP: 17290FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371186 | PA      | $326453.79    | 0.05%             | 2051-11-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                 | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1184089.71   | 0.18%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                 | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2173000 | PA      | $2153965.19   | 0.33%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust               | Citibank Credit Card Issuance Trust                                           | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1365000 | PA      | $1381879.86   | 0.21%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                   | Citizens Auto Receivables Trust 2024-2                                        | CUSIP: 17331XAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675000 | PA      | $1705407.28   | 0.26%             | 2031-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group Inc                                                  | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1956000 | PA      | $2051563.96   | 0.31%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                     | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    635000 | PA      | $658868.06    | 0.10%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                 | Clean Harbors Inc 2025 Term Loan                                              | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    949000 | PA      | $958684.55    | 0.15%             | 2032-10-08      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                           | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    923000 | PA      | $949715.71    | 0.14%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                                            | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1171073.26   | 0.18%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                          | Colonial Enterprises Inc                                                      | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    677000 | PA      | $684197.58    | 0.10%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                            | Colossus Acquireco LLC Term Loan B                                            | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    990518 | PA      | $990963.23    | 0.15%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                          | Columbia Pipelines Holding Co LLC                                             | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1511479.02   | 0.23%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co                                                          | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    656000 | PA      | $671161.50    | 0.10%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CART                                              | CONE Trust 2024-DFW1                                                          | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $699879.95    | 0.11%             | 2041-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20753AAA2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    360000 | PA      | $378764.50    | 0.06%             | 2043-04-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20754QAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    554458 | PA      | $565119.82    | 0.09%             | 2043-05-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 207932AB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    790000 | PA      | $825944.61    | 0.13%             | 2042-12-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                  | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1042398.47   | 0.16%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                       | Corp Nacional del Cobre de Chile                                              | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1382000 | PA      | $1478049.00   | 0.22%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                    | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1644000 | PA      | $1361944.71   | 0.21%             | 2055-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                    | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5018000 | PA      | $4329201.12   | 0.66%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                    | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2661000 | PA      | $2391469.81   | 0.36%             | 2055-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                    | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7415000 | PA      | $6655252.20   | 1.01%             | 2056-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                    | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5640000 | PA      | $5490407.80   | 0.83%             | 2056-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                    | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2563000 | PA      | $2557542.86   | 0.39%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                    | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4982000 | PA      | $4965164.83   | 0.75%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                    | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5670000 | PA      | $5725864.47   | 0.87%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                    | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8666000 | PA      | $8744612.67   | 1.32%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                    | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10354000 | PA      | $10545306.30  | 1.60%             | 2056-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                    | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2964000 | PA      | $3064266.58   | 0.46%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                    | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3513000 | PA      | $3627858.66   | 0.55%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2024-A                                             | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1005000 | PA      | $1025917.07   | 0.16%             | 2030-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2024-D                                             | CUSIP: 22411JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1555000 | PA      | $1558900.10   | 0.24%             | 2031-01-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                  | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    662000 | PA      | $675949.53    | 0.10%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                              | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3417000 | PA      | $3243384.55   | 0.49%             | 2030-07-01      | Fixed         | 3.30%                 | 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        |    880000 | PA      | $881937.41    | 0.13%             | 2042-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                         | DLLAD 2023-1 LLC                                                              | CUSIP: 233258AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1780000 | PA      | $1804136.98   | 0.27%             | 2030-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                  | DT Midstream Inc                                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1278537.65   | 0.19%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                        | DaVita Inc                                                                    | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    618000 | PA      | $643687.79    | 0.10%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                         | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $719261.25    | 0.11%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                           | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    448000 | PA      | $465927.48    | 0.07%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                           | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1074206.13   | 0.16%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                        | Driven Brands Funding LLC                                                     | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $549300.29    | 0.08%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2025-2                                           | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135000 | PA      | $1138205.24   | 0.17%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2025-INV4                                                                | CUSIP: 26846DAC8<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   1087051 | PA      | $1090873.86   | 0.17%             | 2070-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                          | EMRLD Borrower LP / Emerald Co-Issuer Inc                                     | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    651000 | PA      | $686695.63    | 0.10%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                      | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1280026.86   | 0.19%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                      | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    616000 | PA      | $637623.98    | 0.10%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                    | EPR Properties                                                                | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    522000 | PA      | $523083.00    | 0.08%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                    | EPR Properties                                                                | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    511000 | PA      | $515183.37    | 0.08%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    728000 | PA      | $742443.52    | 0.11%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                | Eastern Energy Gas Holdings LLC                                               | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    490000 | PA      | $474411.17    | 0.07%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                | Eastern Energy Gas Holdings LLC                                               | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    866000 | PA      | $914994.04    | 0.14%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2025-INV2                                                                | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |   1068390 | PA      | $1077298.09   | 0.16%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1449000 | PA      | $1662333.89   | 0.25%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                            | EquipmentShare.com Inc                                                        | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    883000 | PA      | $918700.57    | 0.14%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-3                                    | CUSIP: 30165AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1817869 | PA      | $1824622.79   | 0.28%             | 2028-09-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-4                                    | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $637293.38    | 0.10%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust                                           | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745000 | PA      | $754741.62    | 0.11%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-3                                    | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $890718.01    | 0.13%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                            | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    695000 | PA      | $675278.85    | 0.10%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                            | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    955000 | PA      | $954090.50    | 0.14%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                               | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    649000 | PA      | $668685.47    | 0.10%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                     | CUSIP: 31288RGS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1254187 | PA      | $1272972.89   | 0.19%             | 2055-09-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 3132AAVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    787073 | PA      | $749223.25    | 0.11%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 3132CXMF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1058505 | PA      | $1109647.36   | 0.17%             | 2039-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 3132CXMH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    612480 | PA      | $640991.31    | 0.10%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    921510 | PA      | $934224.09    | 0.14%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 3132DNQ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1784432 | PA      | $1609442.59   | 0.24%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 3132DNQK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1424752 | PA      | $1440448.99   | 0.22%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 3132DNTX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2127229 | PA      | $2148984.30   | 0.33%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 3132DT4V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    619270 | PA      | $638375.67    | 0.10%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 3132DUPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456416 | PA      | $471244.33    | 0.07%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 3132DUWS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3809232 | PA      | $3932995.84   | 0.60%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 3132E0Y63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1908525 | PA      | $1997821.35   | 0.30%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 3133KJQ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2039435 | PA      | $1821398.15   | 0.28%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1663859 | PA      | $1360570.88   | 0.21%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                    | Fannie Mae-Aces                                                               | CUSIP: 3136BXNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1530000 | PA      | $1516418.96   | 0.23%             | 2035-08-25      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H74A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2080000 | PA      | $1870705.20   | 0.28%             | 2032-03-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1640000 | PA      | $1519442.45   | 0.23%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2510000 | PA      | $2352392.33   | 0.36%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1600000 | PA      | $1554511.20   | 0.24%             | 2032-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    880000 | PA      | $881889.36    | 0.13%             | 2033-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137HAD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2260000 | PA      | $2226508.61   | 0.34%             | 2033-05-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    960000 | PA      | $992068.42    | 0.15%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.  | FREMF 2025-K169 Mortgage Trust                                                | CUSIP: 3137HK2C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1030000 | PA      | $1044331.21   | 0.16%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140JCV84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3042536 | PA      | $3138552.92   | 0.48%             | 2054-11-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140JCV92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4918781 | PA      | $5001107.25   | 0.76%             | 2055-10-01      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140LRB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389513 | PA      | $335721.77    | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140QKBP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3005235 | PA      | $2683662.07   | 0.41%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140QQ7F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401494 | PA      | $402724.68    | 0.06%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140W06Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178736 | PA      | $166560.31    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140W0N84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    990135 | PA      | $1036918.53   | 0.16%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140W0T96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449286 | PA      | $471878.45    | 0.07%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140W3BQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2893875 | PA      | $2991697.73   | 0.45%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140X7TQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3032415 | PA      | $2634614.63   | 0.40%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140X7YL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706634 | PA      | $615577.13    | 0.09%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1406359 | PA      | $1214747.88   | 0.18%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140XCYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375321 | PA      | $354103.43    | 0.05%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140XH3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1894474 | PA      | $1912142.34   | 0.29%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140XHPS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1710901 | PA      | $1599672.35   | 0.24%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529672 | PA      | $537621.44    | 0.08%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694718 | PA      | $705558.03    | 0.11%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140XHXH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2004685 | PA      | $1731370.94   | 0.26%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140XJU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    947404 | PA      | $812764.40    | 0.12%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140XRR23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1966916 | PA      | $2030145.29   | 0.31%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                               | CUSIP: 3140XRRZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    551885 | PA      | $568349.56    | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 31427MU74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1965897 | PA      | $1836262.52   | 0.28%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 31427MUZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    511344 | PA      | $537057.89    | 0.08%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                              | CUSIP: 31427NPS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    680020 | PA      | $685395.52    | 0.10%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                          | First Citizens BancShares Inc/NC                                              | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1322162.20   | 0.20%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                  | First National Master Note Trust                                              | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2530000 | PA      | $2581117.64   | 0.39%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2021-3INV                                             | CUSIP: 33852CAB9<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   1271846 | PA      | $1066940.78   | 0.16%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2021-4                                                | CUSIP: 33852FAA4<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    422399 | PA      | $354599.91    | 0.05%             | 2051-06-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust 2021-7                                                | CUSIP: 33852JAA6<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    687754 | PA      | $577363.03    | 0.09%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                          | Flex Ltd                                                                      | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    859000 | PA      | $857304.97    | 0.13%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                          | Florida Gas Transmission Co LLC                                               | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    923000 | PA      | $960341.44    | 0.15%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                      | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    405000 | PA      | $411810.74    | 0.06%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                      | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    658000 | PA      | $648353.88    | 0.10%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1039000 | PA      | $1054008.36   | 0.16%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2021-REV1                                        | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3285000 | PA      | $3259264.00   | 0.49%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                      | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    901000 | PA      | $847082.59    | 0.13%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                      | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    831000 | PA      | $891357.42    | 0.14%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                      | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    754000 | PA      | $760271.77    | 0.12%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                      | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    668000 | PA      | $685207.61    | 0.10%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    605000 | PA      | $641586.67    | 0.10%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1282258.13   | 0.19%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1054555.59   | 0.16%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1208508.68   | 0.18%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA1                                       | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $964040.15    | 0.15%             | 2042-01-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-HQA1                                       | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    540000 | PA      | $566733.13    | 0.09%             | 2042-03-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                       | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $781612.95    | 0.12%             | 2042-04-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-HQA1                                       | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    615933 | PA      | $618053.12    | 0.09%             | 2044-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-DNA2                                       | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    458713 | PA      | $460559.59    | 0.07%             | 2044-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                             | Freedom Mortgage Corp                                                         | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1220767.09   | 0.18%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                            | Fresenius Medical Care US Finance III Inc                                     | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $982939.73    | 0.15%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                       | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2105145.73   | 0.32%             | 2032-01-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                       | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1373913.35   | 0.21%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                       | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1368052.66   | 0.21%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics Inc                                                             | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   2279000 | PA      | $2467509.49   | 0.37%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2021-PJ8                                  | CUSIP: 36262WAB2<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   1450641 | PA      | $1217799.36   | 0.18%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2021-PJ9                                  | CUSIP: 36263CAB5<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    624169 | PA      | $523610.04    | 0.08%             | 2052-02-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2021-PJ2                                  | CUSIP: 36264DAB2<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   1766573 | PA      | $1481963.22   | 0.22%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2021-MM1                                  | CUSIP: 36264JAB9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   2085210 | PA      | $1749264.79   | 0.27%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2022-PJ6                                  | CUSIP: 36267JAF7<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   1955747 | PA      | $1715076.88   | 0.26%             | 2053-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                       | Gartner Inc                                                                   | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1184448.20   | 0.18%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                             | GENMAB A/S/GENMAB FINANCE LLC                                                 | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    641000 | PA      | $657372.13    | 0.10%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    570000 | PA      | $613923.13    | 0.09%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1151328.06   | 0.17%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    824000 | PA      | $862610.31    | 0.13%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                           | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $988340.59    | 0.15%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                           | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1402991.59   | 0.21%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2023-4                     | CUSIP: 379930AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $679315.96    | 0.10%             | 2029-04-16      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2024-2                     | CUSIP: 379931AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $402619.95    | 0.06%             | 2029-12-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust             | GM Financial Automobile Leasing Trust 2024-3                                  | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1630000 | PA      | $1632810.61   | 0.25%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1068883.95   | 0.16%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                       | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1800403.13   | 0.27%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                   | Hecla Mining Co                                                               | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    346000 | PA      | $348583.93    | 0.05%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    562000 | PA      | $596267.46    | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                       | Hexcel Corp                                                                   | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1129705.24   | 0.17%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                              | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    944000 | PA      | $950959.95    | 0.14%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                          | Host Hotels & Resorts LP                                                      | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    919000 | PA      | $960145.35    | 0.15%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                          | Hudson River Trading LLC 2024 Term Loan B                                     | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    756865 | PA      | $761016.20    | 0.12%             | 2030-03-18      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                             | Huntington Auto Trust 2024-1                                                  | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1326943 | PA      | $1340222.68   | 0.20%             | 2029-01-16      | Fixed         | 5.23%                 | 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        |    730000 | PA      | $740279.13    | 0.11%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                          | Icon Investments Six DAC                                                      | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1043000 | PA      | $1103485.95   | 0.17%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1318000 | PA      | $1378804.27   | 0.21%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    684000 | PA      | $649534.48    | 0.10%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                          | Indianapolis Power & Light Co                                                 | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1842894.30   | 0.28%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                          | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    342000 | PA      | $359215.62    | 0.05%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                           | Iron Mountain Information Management Services Inc                             | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    697000 | PA      | $665816.21    | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                 | Ivanhoe Mines Ltd                                                             | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    921000 | PA      | $953537.09    | 0.14%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                    | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    834000 | PA      | $781426.60    | 0.12%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                    | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    865000 | PA      | $904217.37    | 0.14%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2021-8                                               | CUSIP: 46592TAC7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    493889 | PA      | $413678.38    | 0.06%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2021-13                                              | CUSIP: 46592XAC8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    992794 | PA      | $832846.60    | 0.13%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2022-INV3                                          | CUSIP: 46593FAD4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1005729 | PA      | $880138.70    | 0.13%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2025-VIS3                                            | CUSIP: 46594EAC8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    914628 | PA      | $918444.95    | 0.14%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                            | JB Poindexter & Co Inc                                                        | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    618000 | PA      | $648112.74    | 0.10%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2022-INV1                                            | CUSIP: 465973AC9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    936025 | PA      | $821446.73    | 0.12%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                           | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1428373.40   | 0.22%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                           | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    739000 | PA      | $762674.30    | 0.12%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                           | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    759000 | PA      | $785436.82    | 0.12%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2021-14                                            | CUSIP: 46653QAC9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    109454 | PA      | $91683.67     | 0.01%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2021-INV6                                            | CUSIP: 46654FAD0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1692361 | PA      | $1487312.53   | 0.23%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2021-INV8                                          | CUSIP: 46654RAG7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    977482 | PA      | $858463.54    | 0.13%             | 2052-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2021-15                                            | CUSIP: 46654TAB4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1792322 | PA      | $1574088.56   | 0.24%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2022-3                                               | CUSIP: 46654UAB1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    100658 | PA      | $88401.83     | 0.01%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2022-1                                             | CUSIP: 46654WAE1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    156992 | PA      | $131699.20    | 0.02%             | 2052-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2022-4                                             | CUSIP: 46655GAD7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    893768 | PA      | $781596.63    | 0.12%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                                          | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1028822.61   | 0.16%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group / JSG Finance Inc                                           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    798000 | PA      | $833476.17    | 0.13%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                 | Japan Tobacco Inc                                                             | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    697000 | PA      | $744319.42    | 0.11%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                          | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    894000 | PA      | $892369.79    | 0.14%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                           | JetBlue Airways Corp / JetBlue Loyalty LP                                     | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    974000 | PA      | $982119.47    | 0.15%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 57 Ltd                                                                | CUSIP: 481954AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $904913.10    | 0.14%             | 2038-07-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 35 Ltd                                                                | CUSIP: 48254LAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1280000 | PA      | $1281410.56   | 0.19%             | 2038-01-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                | Kennedy-Wilson Inc                                                            | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $986820.82    | 0.15%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                        | Kenvue Inc                                                                    | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1002947.89   | 0.15%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                | Caturus Energy LLC                                                            | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1320485.14   | 0.20%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                    | KIND Commercial Mortgage Trust 2024-1                                         | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $691489.09    | 0.10%             | 2041-08-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    659000 | PA      | $673321.95    | 0.10%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                              | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1270075.59   | 0.19%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                  | LPL Holdings Inc                                                              | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    747000 | PA      | $769365.02    | 0.12%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                    | LSB Industries Inc                                                            | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    646000 | PA      | $647368.94    | 0.10%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-3                                             | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965000 | PA      | $974487.49    | 0.15%             | 2029-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2023-2                                             | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1120268.38   | 0.17%             | 2031-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lending Funding Trust 2020-2                                                  | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1414360 | PA      | $1393295.86   | 0.21%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                               | Lightning Power LLC                                                           | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    613000 | PA      | $652180.51    | 0.10%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                    | LoanCore 2022-CRE7 Issuer Ltd                                                 | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    346907 | PA      | $346546.86    | 0.05%             | 2037-01-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                   | LoanCore 2025 2025-CRE8 Issuer LLC                                            | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1080000 | PA      | $1080870.80   | 0.16%             | 2042-08-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                             | Louisville Gas and Electric Co                                                | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    669000 | PA      | $674778.82    | 0.10%             | 2055-08-15      | Fixed         | 5.85%                 | 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        |   1475000 | PA      | $1494827.25   | 0.23%             | 2029-09-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                           | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1514201.18   | 0.23%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                              | MAD Commercial Mortgage Trust 2025-11MD                                       | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $834039.11    | 0.13%             | 2042-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LXIII Ltd                                                | CUSIP: 55817GAS0<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1255463.75   | 0.19%             | 2038-07-21      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                      | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    760000 | PA      | $668093.20    | 0.10%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                    | Mariner Finance Issuance Trust 2021-A                                         | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1495000 | PA      | $1472229.95   | 0.22%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    758000 | PA      | $779371.58    | 0.12%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                        | MasTec Inc                                                                    | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1312301.13   | 0.20%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                            | Mauser Packaging Solutions Holding Co                                         | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    632000 | PA      | $609880.00    | 0.09%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                    | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1257083.38   | 0.19%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                           | Millrose Properties Inc                                                       | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    747000 | PA      | $764830.14    | 0.12%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1040831.91   | 0.16%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    907000 | PA      | $923189.23    | 0.14%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    713000 | PA      | $734214.43    | 0.11%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | MSBAM                                                                         | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $564567.19    | 0.09%             | 2058-03-15      | Fixed         | 5.63%                 | 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        |   1289661 | PA      | $1303113.26   | 0.20%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                               | Muthoot Finance Ltd                                                           | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    750000 | PA      | $761923.97    | 0.12%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                   | NGPL PipeCo LLC                                                               | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    750000 | PA      | $691158.43    | 0.10%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    537000 | PA      | $535428.08    | 0.08%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    796000 | PA      | $813340.06    | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    747000 | PA      | $746612.16    | 0.11%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                    | NRG Energy Inc 2024 Term Loan                                                 | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    722804 | PA      | $725821.71    | 0.11%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust 2025-INV2                                                     | CUSIP: 62957JAC5<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-MBS          | CORP              | US        |    692331 | PA      | $696279.98    | 0.11%             | 2060-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                             | Narragansett Electric Co/The                                                  | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1037972.04   | 0.16%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                              | National Fuel Gas Co                                                          | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1293292.86   | 0.20%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                          | Navoi Mining & Metallurgical Combinat                                         | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    741000 | PA      | $775923.72    | 0.12%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                      | Navient Corp                                                                  | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    814000 | PA      | $912345.04    | 0.14%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                          | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                    | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    913000 | PA      | $914827.65    | 0.14%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                          | Neuberger Berman Loan Advisers CLO 46 Ltd                                     | CUSIP: 64134QAN7<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |   1380000 | PA      | $1382027.22   | 0.21%             | 2037-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2020-RPL1                                 | CUSIP: 64828XAG8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $713002.77    | 0.11%             | 2059-11-25      | Variable      | 3.83%                 | 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        |   1025837 | PA      | $1037814.94   | 0.16%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | New York Life Global Funding                                                  | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1024090.68   | 0.16%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                           | Nissan Auto Lease Trust 2025-A                                                | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1555000 | PA      | $1574579.78   | 0.24%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                           | Nissan Motor Acceptance Co LLC                                                | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    918000 | PA      | $952796.16    | 0.14%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                             | Northrop Grumman Corp                                                         | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1298619.78   | 0.20%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                  | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    934000 | PA      | $970277.49    | 0.15%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                | nVent Finance Sarl                                                            | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   2361000 | PA      | $2376484.93   | 0.36%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                        | Nuveen LLC                                                                    | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    936000 | PA      | $984822.56    | 0.15%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM16 Trust                                                          | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |    574376 | PA      | $575173.60    | 0.09%             | 2065-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM17 Trust                                                          | CUSIP: 67122JAA8<br>LEI: 254900I0YTADJGNQ3O02 | Long             | ABS-MBS          | CORP              | US        |    988756 | PA      | $988624.59    | 0.15%             | 2065-08-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                     | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1100968.92   | 0.17%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2023-1                                               | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       707 | PA      | $707.77       | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                             | Oglethorpe Power Corp                                                         | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    620000 | PA      | $608300.16    | 0.09%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                             | Oglethorpe Power Corp                                                         | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    455000 | PA      | $451792.47    | 0.07%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                   | 180 Medical Inc                                                               | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1035981.35   | 0.16%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                          | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    643000 | PA      | $677001.49    | 0.10%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                        | OPAL BIDCO                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    901000 | PA      | $923451.80    | 0.14%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                   | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    688000 | PA      | $680277.34    | 0.10%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                   | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2947000 | PA      | $2612978.92   | 0.40%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                          | ORLEN SA                                                                      | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    300000 | PA      | $316661.28    | 0.05%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                               | PFS Financing Corp                                                            | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865000 | PA      | $869071.56    | 0.13%             | 2028-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                          | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    916000 | PA      | $966115.84    | 0.15%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                    | PSEG Power LLC                                                                | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    508000 | PA      | $527613.52    | 0.08%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2024-2 LLC                                         | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    587242 | PA      | $588659.67    | 0.09%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2024-1 LLC                                         | CUSIP: 69433BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1436182.58   | 0.22%             | 2030-11-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PANERA BREAD COMPANY                              | Panera Bread Company 2022 Term Loan A3                                        | CUSIP: 69841UAC5<br>LEI: 5493000FBB6F76YHEI41 | Long             | LON              | CORP              | US        |    412857 | PA      | $413373.21    | 0.06%             | 2027-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| PANERA BREAD COMPANY                              | Panera Bread Company 2022 Term Loan A5                                        | CUSIP: 69841UAD3<br>LEI: 5493000FBB6F76YHEI41 | Long             | LON              | CORP              | US        |    412857 | PA      | $415437.50    | 0.06%             | 2027-06-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1290000 | PA      | $1287362.23   | 0.20%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                           | Pfizer Investment Enterprises Pte Ltd                                         | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1160000 | PA      | $1175530.06   | 0.18%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                          | Piedmont Operating Partnership LP                                             | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    472000 | PA      | $477086.10    | 0.07%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                              | Pilgrim's Pride Corp                                                          | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    830000 | PA      | $767451.41    | 0.12%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                           | Pricoa Global Funding I                                                       | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    802000 | PA      | $809096.32    | 0.12%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                          | Principal Life Global Funding II                                              | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1402504.00   | 0.21%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                            | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $2199780.57   | 0.33%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                             | QXO Building Products Inc                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1295025.94   | 0.20%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                        | ROCK Trust 2024-CNTR                                                          | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $1161920.01   | 0.18%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | RAD CLO 27 Ltd                                                                | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    890000 | PA      | $891969.57    | 0.14%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                   | Rain Carbon Inc                                                               | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    645000 | PA      | $672467.65    | 0.10%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                   | Rand Parent LLC                                                               | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $974791.75    | 0.15%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                               | RATE Mortgage Trust 2021-HB1                                                  | CUSIP: 75409XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1434210 | PA      | $1199567.30   | 0.18%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                | Regal Rexnord Corp                                                            | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1338644.08   | 0.20%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                          | Regeneron Pharmaceuticals Inc                                                 | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    942000 | PA      | $575448.95    | 0.09%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                       | Regatta XXVIII Funding Ltd                                                    | CUSIP: 75901PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    870000 | PA      | $871212.78    | 0.13%             | 2037-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                             | Rentokil Terminix Funding LLC                                                 | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1439197.06   | 0.22%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                               | Resideo Funding Inc 2025 Incremental Term Loan                                | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    427000 | PA      | $428601.25    | 0.06%             | 2032-08-13      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                   | Residential Mortgage Loan Trust 2020-1                                        | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3071 | PA      | $3057.75      | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                | RGA Global Funding                                                            | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1978000 | PA      | $1994285.47   | 0.30%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    783000 | PA      | $817349.43    | 0.12%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                       | Rollins Inc                                                                   | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136783.59    | 0.02%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                        | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    946000 | PA      | $987728.06    | 0.15%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                   | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    947000 | PA      | $954449.51    | 0.14%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                   | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    963000 | PA      | $984806.21    | 0.15%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                   | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1217000 | PA      | $1222557.28   | 0.19%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                            | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1585000 | PA      | $1624868.01   | 0.25%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                   | SEB Funding LLC                                                               | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1147125 | PA      | $1146342.09   | 0.17%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                       | SBNA Auto Receivables Trust 2024-A                                            | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    863248 | PA      | $866322.55    | 0.13%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co                                                                  | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    643000 | PA      | $648077.91    | 0.10%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                          | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    337673 | PA      | $336264.91    | 0.05%             | 2031-12-04      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                    | SWCH Commercial Mortgage Trust 2025-DATA                                      | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580000 | PA      | $1567746.63   | 0.24%             | 2042-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                          | Sammons Financial Group Global Funding                                        | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    667000 | PA      | $684160.12    | 0.10%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-2                                 | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $628668.81    | 0.10%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2022-7                                 | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3670000 | PA      | $3744545.41   | 0.57%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2025-2                                 | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010000 | PA      | $1021494.41   | 0.15%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-1                                 | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278314 | PA      | $278494.90    | 0.04%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2025-4                                 | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1995000 | PA      | $2001456.22   | 0.30%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2025-S2                                                | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348212 | PA      | $326408.65    | 0.05%             | 2055-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                             | Silver Point Clo 4 Ltd                                                        | CUSIP: 82809EAJ9<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |   1620000 | PA      | $1622261.52   | 0.25%             | 2037-04-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                          | Solstice Advanced Materials Inc                                               | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    682000 | PA      | $688420.41    | 0.10%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                    | Solventum Corp                                                                | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    716000 | PA      | $745269.61    | 0.11%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                        | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    664000 | PA      | $655957.63    | 0.10%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                            | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    353000 | PA      | $357863.49    | 0.05%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    631000 | PA      | $634402.35    | 0.10%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust               | Starwood Mortgage Residential Trust 2020-1                                    | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11360 | PA      | $10971.01     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                        | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   4794220 | PA      | $4794219.86   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                | SunCoke Energy Inc                                                            | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    709000 | PA      | $658990.91    | 0.10%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                           | Talen Energy Supply LLC                                                       | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    773000 | PA      | $788756.75    | 0.12%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp           | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    901000 | PA      | $911754.09    | 0.14%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp           | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    817000 | PA      | $829866.22    | 0.13%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                         | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    674000 | PA      | $694367.61    | 0.11%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    380000 | PA      | $376464.52    | 0.06%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                   | TEXAS Commercial Mortgage Trust 2025-TWR                                      | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170000 | PA      | $1168889.44   | 0.18%             | 2042-04-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2019-HY1                                            | CUSIP: 89177EAD1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $697681.72    | 0.11%             | 2048-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                      | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    504000 | PA      | $510658.70    | 0.08%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                 | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    693000 | PA      | $722327.21    | 0.11%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                  | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    673000 | PA      | $706068.53    | 0.11%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                         | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1401831.57   | 0.21%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                  | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1717000 | PA      | $1689927.99   | 0.26%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                  | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    869000 | PA      | $872172.13    | 0.13%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                  | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    757000 | PA      | $768631.09    | 0.12%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                         | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2504000 | PA      | $2509002.99   | 0.38%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                         | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    817000 | PA      | $779702.64    | 0.12%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                    | US Bank C&I Credit-Linked Notes Series 2025-2                                 | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    588006 | PA      | $584031.55    | 0.09%             | 2032-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                 | Union Electric Co                                                             | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    606000 | PA      | $556481.82    | 0.08%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                    | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1417759.15   | 0.21%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                    | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1425187.55   | 0.22%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7373000 | PA      | $6760263.37   | 1.02%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22496400 | PA      | $21225704.79  | 3.22%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22768000 | PA      | $22317976.36  | 3.38%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16449000 | PA      | $16370610.32  | 2.48%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20187000 | PA      | $19841612.95  | 3.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17560000 | PA      | $17600470.36  | 2.67%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                           | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6847000 | PA      | $6823864.60   | 1.03%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                        | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    686000 | PA      | $683549.76    | 0.10%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                             | Universal Health Services Inc                                                 | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    507000 | PA      | $447872.40    | 0.07%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                  | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    946000 | PA      | $988999.48    | 0.15%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                             | VSP Optical Group Inc                                                         | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1048321.51   | 0.16%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                             | Vale Overseas Ltd                                                             | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    436000 | PA      | $436566.80    | 0.07%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                           | Verdant Receivables 2025-1 LLC                                                | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2525000 | PA      | $2575040.20   | 0.39%             | 2033-05-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                                          | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1205000 | PA      | $1235486.74   | 0.19%             | 2031-12-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-9                                             | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |   1414333 | PA      | $1417049.53   | 0.21%             | 2070-10-27      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                              | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1081332.01   | 0.16%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                         | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2203000 | PA      | $2203261.36   | 0.33%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                         | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |    910000 | PA      | $908584.49    | 0.14%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                         | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |   1500000 | PA      | $1517452.64   | 0.23%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                          | Viper Energy Partners LLC                                                     | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    588000 | PA      | $600436.20    | 0.09%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1819418.13   | 0.28%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                      | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    591000 | PA      | $626251.48    | 0.09%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                      | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1699000 | PA      | $1754866.52   | 0.27%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust               | Volkswagen Auto Loan Enhanced Trust 2023-1                                    | CUSIP: 92867WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2328601.65   | 0.35%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                     | VoltaGrid LLC                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    680000 | PA      | $674036.90    | 0.10%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                      | Vontier Corp                                                                  | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $945328.22    | 0.14%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                 | WBI Operating LLC                                                             | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    688000 | PA      | $692616.48    | 0.10%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                     | LUXCO3 SHARES                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3060 | NS      | $55110.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                           | Warwick Capital CLO 6 Ltd                                                     | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1665000 | PA      | $1670119.88   | 0.25%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                          | Watco Cos LLC / Watco Finance Corp                                            | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    982000 | PA      | $1029005.39   | 0.16%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                          | Weekley Homes LLC / Weekley Finance Corp                                      | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $681019.65    | 0.10%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                        | Weibo Corp                                                                    | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    680000 | PA      | $645928.74    | 0.10%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust      | Wells Fargo Mortgage Backed Securities 2022-2 Trust                           | CUSIP: 949930AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208082 | PA      | $174163.58    | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                              | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1873000 | PA      | $1861270.99   | 0.28%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                              | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3836258.26   | 0.58%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2019-C51                                | CUSIP: 95001VAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065504 | PA      | $1026586.41   | 0.16%             | 2052-06-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2021-C61                                | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1008112.67   | 0.15%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2025-5C3                                | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $868908.08    | 0.13%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2025-C65                                | CUSIP: 95004WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1710000 | PA      | $1760319.14   | 0.27%             | 2058-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-1                                  | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1489416 | PA      | $1496866.19   | 0.23%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-2                                  | CUSIP: 96042YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1535000 | PA      | $1559750.19   | 0.24%             | 2030-03-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                             | Windfall Mining Group Inc / Groupe Minier Windfall Inc                        | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |    462000 | PA      | $482842.38    | 0.07%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                       | Workday Inc                                                                   | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1234700.98   | 0.19%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                 | World Omni Auto Receivables Trust 2024-B                                      | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1794370 | PA      | $1811419.98   | 0.27%             | 2029-09-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust  | World Omni Automobile Lease Securitization Trust 2025-A                       | CUSIP: 98164PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1652842.26   | 0.25%             | 2030-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                      | World Omni Select Auto Trust 2025-A                                           | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $846938.77    | 0.13%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    978000 | PA      | $991466.39    | 0.15%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                     | ZF North America Capital Inc                                                  | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    648000 | PA      | $640775.77    | 0.10%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                        | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    617000 | PA      | $665224.34    | 0.10%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) MAR26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       183 | NC      | $-51456.88    | -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        |        81 | NC      | $9660.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT MAR26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        49 | NC      | $-50534.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                           | JP Morgan REPO 3.75% 1-2-2026                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                            | MGM China Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $448393.50    | 0.07%             | 2027-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2024 Term Loan B                                         | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1382368 | PA      | $1382941.47   | 0.21%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                     | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    856000 | PA      | $594807.39    | 0.09%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-21

**Name of Applicant:** LORD ABBETT SERIES FUND INC

**Signature:** Michael Hebert

**Name of Signer:** Michael Hebert

**Title:** Chief Financial Officer