# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0002071691-26-005177
**Filing Date:** 2026-2
**Character Count:** 230024
**Document Hash:** 1557a23687cbd6c0d5f52379afd24770
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005177.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0002071691-26-005177

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 26694211

**BUSINESS ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### EQ/PIMCO Ultra Short Bond Portfolio (Series ID: S000009195)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000024987 | Class IB     |  |
| C000104191 | Class K      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Advisors Trust

- **b. Investment Company Act file number:** 811-07953

- **c. CIK number of Registrant:** 0001027263

- **d. LEI of Registrant:** 549300Q691FLN6WHB832

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

  - **Street Address 1:** 1345 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** EQ/PIMCO Ultra Short Bond Portfolio

- **b. EDGAR series identifier (if any):** S000009195

- **c. LEI of Series:** YZAY4E0VG7W3MZK8EE78

**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:** $799827434.75

**Total Liabilities:** $821388.98

**Net Assets:** $799006045.77

**Cash Not Reported:** $952300.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5707.44000000 | **1-Year:** 24689.50000000 | **5-Year:** 12259.92000000 | **10-Year:** 21425.71000000 | **30-Year:** 54786.79000000

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

- **3-Month:** 427.41000000 | **1-Year:** 210.32000000 | **5-Year:** 46.66000000 | **10-Year:** 187.77000000 | **30-Year:** 42.31000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024987 | 0.39%                | 0.29%                | 0.39%                |
| Class ID C000104191 | 0.29%                | 0.39%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-174888.00              | $144106.65                                 |
| Month 2  | $10156.90                | $298063.80                                 |
| Month 3  | $75632.67                | $191578.42                                 |

**Designated Index Information**

- **Index Name:** Ex-Derivatives Securities Portfolio

- **Index Identifier:** AX-G10230

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO Bank NV                                                    | ABN AMRO Bank NV                                                                                | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1008405.40   | 0.13%             | 2027-09-18      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                    | ABN AMRO Bank NV                                                                                | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $500760.65    | 0.06%             | 2028-12-03      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Ares XXVII CLO Ltd.                                                 | Ares XXVII CLO Ltd., Series 2013-2A, Class AR3                                                  | CUSIP: 00190YBP9<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3201030.40   | 0.40%             | 2034-10-28      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                               | ARI Fleet Lease Trust, Series 2025-B, Class A2                                                  | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007267.40   | 0.13%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                          | AerCap Ireland Capital DAC                                                                      | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5300000 | PA      | $5231108.48   | 0.65%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                     | Air Lease Corp.                                                                                 | CUSIP: 00913XAF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |   2600000 | PA      | $2595596.90   | 0.32%             | 2026-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp.                                                     | Air Lease Corp.                                                                                 | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5216000 | PA      | $5243083.56   | 0.66%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                      | Aircastle Ltd.                                                                                  | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $3000639.30   | 0.38%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                | American Airlines Pass-Through Trust, Series 2014-1, Class A                                    | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570870 | PA      | $566388.36    | 0.07%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                                 | American Home Mortgage Assets Trust, Series 2006-1, Class 2A1                                   | CUSIP: 02660WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    983041 | PA      | $883424.22    | 0.11%             | 2046-05-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                        | American Honda Finance Corp.                                                                    | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4119247.86   | 0.52%             | 2027-07-09      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                        | American Honda Finance Corp.                                                                    | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003689.20   | 0.25%             | 2027-08-13      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                        | American Honda Finance Corp.                                                                    | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1904721.31   | 0.24%             | 2027-03-08      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                | American Tower Corp.                                                                            | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999968.60    | 0.13%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                | American Tower Corp.                                                                            | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3410095.24   | 0.43%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                | American Tower Corp.                                                                            | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3733565.74   | 0.47%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                                        | AMETEK, Inc.                                                                                    | CUSIP: 03111CAC7<br>LEI: 549300WZDEF9KKE40E98 | Long             | STIV             | CORP              | US        |   1600000 | PA      | $1597956.80   | 0.20%             | 2026-01-12      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp.                                                      | Amphenol Corp.                                                                                  | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1302773.03   | 0.16%             | 2027-11-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 21 Ltd.                                       | Anchorage Capital CLO 21 Ltd., Series 2021-21A, Class AR                                        | CUSIP: 03331KAJ8<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1200152.40   | 0.15%             | 2034-10-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Credit Funding 19 Ltd.                                    | Anchorage Credit Funding 19 Ltd., Series 2025-19A, Class A                                      | CUSIP: 03331VAA3<br>LEI: 636700NIUPSXWN2YAM51 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998596.00   | 0.25%             | 2040-10-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XXXV                                                     | Apidos CLO XXXV, Series 2021-35A, Class A                                                       | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500395.50    | 0.06%             | 2034-04-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ares LIX CLO Ltd.                                                   | Ares LIX CLO Ltd., Series 2021-59A, Class A                                                     | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3202252.80   | 0.40%             | 2034-04-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Ares LX CLO Ltd.                                                    | Ares LX CLO Ltd., Series 2021-60A, Class AR                                                     | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400038.80    | 0.05%             | 2034-07-18      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                               | ARI Fleet Lease Trust, Series 2024-B, Class A2                                                  | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    728902 | PA      | $733994.74    | 0.09%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                               | Arroyo Mortgage Trust, Series 2021-1R, Class A1                                                 | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361526 | PA      | $327344.68    | 0.04%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                               | Athene Global Funding                                                                           | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6036535.20   | 0.76%             | 2027-03-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                               | Athene Global Funding                                                                           | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003050.40   | 0.25%             | 2027-01-07      | Floating      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                               | Athene Global Funding                                                                           | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2803885.56   | 0.35%             | 2026-07-16      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                               | Athene Global Funding                                                                           | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802589.20    | 0.10%             | 2028-09-18      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XVI Ltd.                                     | Atlas Senior Loan Fund XVI Ltd., Series 2021-16A, Class AR                                      | CUSIP: 04940AAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3498309.50   | 0.44%             | 2034-01-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XVII Ltd.                                    | Atlas Senior Loan Fund XVII Ltd., Series 2021-17A, Class AR                                     | CUSIP: 04942FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $349500.20    | 0.04%             | 2034-10-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                          | Aviation Capital Group LLC                                                                      | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $4057337.63   | 0.51%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                        | Avolon Holdings Funding Ltd.                                                                    | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    601000 | PA      | $598271.46    | 0.07%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| BCAP LLC Trust                                                      | BCAP LLC Trust, Series 2006-AA2, Class A1                                                       | CUSIP: 05530MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110701 | PA      | $104442.45    | 0.01%             | 2037-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                  | BMW US Capital LLC                                                                              | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4403000 | PA      | $4420272.97   | 0.55%             | 2027-03-19      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                                  | BMW US Capital LLC                                                                              | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803706.88    | 0.10%             | 2028-03-21      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE SA                                                                                         | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $430117.60    | 0.05%             | 2027-01-18      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE SA                                                                                         | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $800394.80    | 0.10%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BofA Auto Trust                                                     | BofA Auto Trust, Series 2025-1A, Class A2B                                                      | CUSIP: 05594BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1975629 | PA      | $1977029.27   | 0.25%             | 2027-11-22      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                        | Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR                                         | CUSIP: 05683EAW2<br>LEI: 254900JJEDONFKODOF95 | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3202787.20   | 0.40%             | 2034-07-19      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                        | Bain Capital Credit CLO Ltd., Series 2019-3A, Class ARR                                         | CUSIP: 05683TBA6<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499200.00    | 0.06%             | 2034-10-21      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                                           | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102958.78   | 0.14%             | 2027-07-22      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                                           | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    645000 | PA      | $645256.13    | 0.08%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                                           | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2112553.59   | 0.26%             | 2027-09-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | Bank of Montreal                                                                                | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1403562.58   | 0.18%             | 2027-09-10      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                 | Bank of New York Mellon Corp. (The)                                                             | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1273738.44   | 0.16%             | 2028-06-09      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                           | Bank of Nova Scotia (The)                                                                       | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300143.22    | 0.04%             | 2026-03-02      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                        | Barclays plc                                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1700117.64   | 0.21%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                        | Barclays plc                                                                                    | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $2714743.08   | 0.34%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                        | Barclays plc                                                                                    | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1413393.66   | 0.18%             | 2028-03-12      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                              | Bear Stearns ARM Trust, Series 2004-10, Class 15A1                                              | CUSIP: 07384M4G4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6196 | PA      | $6161.70      | 0.00%             | 2035-01-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                              | Bear Stearns ARM Trust, Series 2004-10, Class 21A1                                              | CUSIP: 07384M4H2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120570 | PA      | $116999.36    | 0.01%             | 2035-01-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                              | Bear Stearns ARM Trust, Series 2003-3, Class 3A2                                                | CUSIP: 07384MUR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4137 | PA      | $3936.91      | 0.00%             | 2033-05-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                              | Bear Stearns ARM Trust, Series 2003-8, Class 2A1                                                | CUSIP: 07384MZS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       448 | PA      | $427.66       | 0.00%             | 2034-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                              | Bear Stearns ARM Trust, Series 2003-8, Class 4A1                                                | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1811 | PA      | $1799.62      | 0.00%             | 2034-01-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                            | Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1                                             | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253624 | PA      | $134809.01    | 0.02%             | 2035-09-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                              | Bear Stearns ARM Trust, Series 2007-3, Class 1A1                                                | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463276 | PA      | $416284.53    | 0.05%             | 2047-05-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Beast Mortgage Trust                                                | Beast Mortgage Trust, Series 2021-1818, Class A                                                 | CUSIP: 07403PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $934341.10    | 0.12%             | 2036-03-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Berry Global, Inc.                                                  | Berry Global, Inc.                                                                              | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2896954.71   | 0.36%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                  | Berry Global, Inc.                                                                              | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   5109000 | PA      | $5104092.29   | 0.64%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Black Hills Corp.                                                   | Black Hills Corp.                                                                               | CUSIP: 092113AL3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499476.00   | 0.31%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                   | Black Hills Corp.                                                                               | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148589.63    | 0.02%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                      | BNP Paribas SA                                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $999038.20    | 0.13%             | 2027-01-13      | Variable      | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                                | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495664.75    | 0.06%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7940000 | PA      | $7925046.60   | 0.99%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                        | Brooklyn Union Gas Co. (The)                                                                    | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599061.24    | 0.07%             | 2026-03-10      | Fixed         | 3.41%                 | Yes           |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                 | BWAY Mortgage Trust, Series 2021-1450, Class A                                                  | CUSIP: 12430YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2454621.25   | 0.31%             | 2036-09-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                     | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class ASB                                      | CUSIP: 12532CAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465767 | PA      | $464076.86    | 0.06%             | 2050-06-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                           | CGI, Inc.                                                                                       | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   2800000 | PA      | $2750484.80   | 0.34%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                   | Cigna Group (The)                                                                               | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497504.40    | 0.06%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                          | CNH Industrial Capital LLC                                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $7976593.26   | 1.00%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd.                                                     | CQS US CLO Ltd., Series 2021-1A, Class AR                                                       | CUSIP: 12659UAL6<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000334.00   | 0.13%             | 2035-01-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                              | Alternative Loan Trust, Series 2007-OA7, Class A1A                                              | CUSIP: 126680AA5<br>LEI: 549300QTQ6MX6ER06N64 | Long             | ABS-MBS          | CORP              | US        |     19108 | PA      | $17760.25     | 0.00%             | 2047-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                              | Alternative Loan Trust, Series 2005-62, Class 2A1                                               | CUSIP: 12668ATT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17125 | PA      | $14891.62     | 0.00%             | 2035-12-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                              | Alternative Loan Trust, Series 2005-61, Class 2A1                                               | CUSIP: 12668AVP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4378 | PA      | $4165.65      | 0.00%             | 2035-12-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                     | CHL Mortgage Pass-Through Trust, Series 2005-25, Class A11                                      | CUSIP: 126694HQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53455 | PA      | $24072.77     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Reperforming Loan REMIC Trust                                       | Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1                                       | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4004 | PA      | $3891.10      | 0.00%             | 2035-06-25      | Floating      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                     | CHL Mortgage Pass-Through Trust, Series 2005-3, Class 1A2                                       | CUSIP: 12669GTQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30059 | PA      | $29002.57     | 0.00%             | 2035-04-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                | Campbell's Co. (The)                                                                            | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5210453.56   | 0.65%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                  | Canadian Imperial Bank of Commerce                                                              | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $400147.64    | 0.05%             | 2028-01-13      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                  | Canadian Imperial Bank of Commerce                                                              | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3002298.30   | 0.38%             | 2028-09-08      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                            | Capital One Prime Auto Receivables Trust, Series 2023-2, Class A3                               | CUSIP: 14044EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1572482 | PA      | $1590621.47   | 0.20%             | 2028-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                      | Carvana Auto Receivables Trust, Series 2024-P4, Class A2                                        | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346294 | PA      | $346559.13    | 0.04%             | 2028-02-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                             | CarMax Auto Owner Trust, Series 2025-3, Class A2B                                               | CUSIP: 14290FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2000986.60   | 0.25%             | 2028-08-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                             | CarMax Auto Owner Trust, Series 2024-1, Class A3                                                | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1789682 | PA      | $1803679.03   | 0.23%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                             | CarMax Auto Owner Trust, Series 2024-2, Class A2A                                               | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22452 | PA      | $22466.90     | 0.00%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                             | CarMax Auto Owner Trust, Series 2025-2, Class A2A                                               | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5164748 | PA      | $5181697.97   | 0.65%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                             | CarMax Auto Owner Trust, Series 2025-4, Class A2B                                               | CUSIP: 14320HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2001789.40   | 0.25%             | 2029-03-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CarVal CLO I Ltd.                                                   | CarVal CLO I Ltd., Series 2018-1A, Class AR                                                     | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2218026 | PA      | $2219673.51   | 0.28%             | 2031-07-16      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO III Ltd.                                                 | CarVal CLO III Ltd., Series 2019-2A, Class AR2                                                  | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2228710 | PA      | $2228894.76   | 0.28%             | 2032-07-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                      | Carvana Auto Receivables Trust, Series 2025-P4, Class A2                                        | CUSIP: 14689AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6012113.40   | 0.75%             | 2029-03-12      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VI CLO Ltd.                                           | Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3                                            | CUSIP: 15032DAZ4<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1199068.80   | 0.15%             | 2034-04-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                            | CenterPoint Energy, Inc.                                                                        | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7913299.20   | 0.99%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                              | Chase Auto Owner Trust, Series 2025-1A, Class A2                                                | CUSIP: 16145NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2923176 | PA      | $2931868.50   | 0.37%             | 2028-07-25      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                           | Chesapeake Funding II LLC, Series 2024-1A, Class A2                                             | CUSIP: 165183DJ0<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1027995 | PA      | $1027990.97   | 0.13%             | 2036-05-15      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                             | Citigroup Global Markets Holdings, Inc.                                                         | CUSIP: 17291LZM0<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7001400.00   | 0.88%             | 2026-01-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                 | Citibank Credit Card Issuance Trust, Series 2017-A6, Class A6                                   | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4033613.60   | 0.50%             | 2029-05-14      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                       | Citigroup Mortgage Loan Trust, Series 2005-11, Class A1A                                        | CUSIP: 17307GW53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       236 | PA      | $239.79       | 0.00%             | 2035-05-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                       | Citigroup Mortgage Loan Trust, Series 2005-11, Class A2A                                        | CUSIP: 17307GW79<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20309 | PA      | $20775.11     | 0.00%             | 2035-10-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                 | Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A1                                    | CUSIP: 17307GXP8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      1120 | PA      | $1141.48      | 0.00%             | 2035-09-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust, Inc.                                 | Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A2                                    | CUSIP: 17307GXQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      2519 | PA      | $2517.50      | 0.00%             | 2035-09-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                       | Citigroup Mortgage Loan Trust, Series 2005-12, Class 2A1                                        | CUSIP: 17307GY69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22420 | PA      | $21875.11     | 0.00%             | 2035-08-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                       | Citigroup Mortgage Loan Trust, Series 2007-AMC2, Class A3A                                      | CUSIP: 17311XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27426 | PA      | $19938.38     | 0.00%             | 2037-01-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                     | Citigroup, Inc.                                                                                 | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997706.80    | 0.12%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                                     | Citizens Auto Receivables Trust, Series 2023-1, Class A3                                        | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536535 | PA      | $540194.57    | 0.07%             | 2028-01-18      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                          | Constellation Brands, Inc.                                                                      | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2693727.36   | 0.34%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                            | Cooperatieve Rabobank UA                                                                        | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   7000000 | PA      | $7012990.60   | 0.88%             | 2026-08-28      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                  | Cornell University, Series 2025                                                                 | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2208706.06   | 0.28%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                            | Cox Communications, Inc.                                                                        | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3779909.78   | 0.47%             | 2026-09-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                  | Credit Agricole SA                                                                              | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $401954.08    | 0.05%             | 2026-07-05      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                  | Credit Agricole SA                                                                              | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    905000 | PA      | $908577.47    | 0.11%             | 2027-03-11      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                  | Credit Agricole SA                                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $498970.95    | 0.06%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                                    | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1700000 | PA      | $1695703.25   | 0.21%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                | Credit Suisse First Boston Mortgage Securities Corp., Series 2002-P1A, Class A                  | CUSIP: 22540VK43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       161 | PA      | $155.71       | 0.00%             | 2032-03-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                  | Crown Castle, Inc.                                                                              | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8167724.56   | 1.02%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                        | CubeSmart LP                                                                                    | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1092475.45   | 0.14%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                              | Alternative Loan Trust, Series 2006-OA22, Class A1                                              | CUSIP: 23245PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81070 | PA      | $76240.25     | 0.01%             | 2047-02-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Dllad LLC                                                           | Dllad LLC, Series 2024-1A, Class A2                                                             | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    753440 | PA      | $757337.81    | 0.09%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                                              | Dell International LLC                                                                          | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1104832.19   | 0.14%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-B Securities Mortgage Loan Trust                       | Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB4, Class A1B1                      | CUSIP: 251513AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       328 | PA      | $274.14       | 0.00%             | 2036-10-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                    | Deutsche Bank AG                                                                                | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $499984.40    | 0.06%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                            | Diamondback Energy, Inc.                                                                        | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1984766.80   | 0.25%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                              | Keurig Dr Pepper, Inc.                                                                          | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692322.26    | 0.09%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                  | Elevation CLO Ltd., Series 2018-3A, Class A1R2                                                  | CUSIP: 28623VAN9<br>LEI: 5493005VN5WX000OV470 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2994297.00   | 0.37%             | 2035-01-25      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LP                                                 | Emera US Finance LP                                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299242.68    | 0.04%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                  | Energy Transfer LP                                                                              | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    725000 | PA      | $725097.37    | 0.09%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                      | Enterprise Fleet Financing LLC, Series 2024-3, Class A2                                         | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220415 | PA      | $221248.89    | 0.03%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                   | Eversource Energy, Series U                                                                     | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4325513.28   | 0.54%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                   | Eversource Energy                                                                               | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    693000 | PA      | $694565.21    | 0.09%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                 | Expedia Group, Inc.                                                                             | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2401000 | PA      | $2402732.32   | 0.30%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                  | F&G Global Funding                                                                              | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118532.86    | 0.01%             | 2026-06-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                                           | CUSIP: 3128JPHS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3695 | PA      | $3824.51      | 0.00%             | 2035-11-01      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                                           | CUSIP: 3128JRN77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28248 | PA      | $29018.57     | 0.00%             | 2036-10-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                                           | CUSIP: 3128NFFX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81418 | PA      | $83301.60     | 0.01%             | 2036-07-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                                           | CUSIP: 3128NHPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26143 | PA      | $26758.62     | 0.00%             | 2036-09-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                | FHLB                                                                                            | CUSIP: 3130ALED2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |  30000000 | PA      | $29162769.00  | 3.65%             | 2027-02-24      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                | FHLB                                                                                            | CUSIP: 3130ALGJ7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |  17550000 | PA      | $17445033.45  | 2.18%             | 2026-03-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                                           | CUSIP: 31336CLR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1275 | PA      | $1300.64      | 0.00%             | 2034-01-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                | FHLB                                                                                            | CUSIP: 313385TN6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGA              | US        |   1700000 | PA      | $1690934.75   | 0.21%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                | FHLB                                                                                            | CUSIP: 313385UM6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGA              | US        |   2900000 | PA      | $2877942.89   | 0.36%             | 2026-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                | FHLB                                                                                            | CUSIP: 313385YM2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGA              | US        |   3000000 | PA      | $2949541.80   | 0.37%             | 2026-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 2411, Class FJ                                                                    | CUSIP: 31339D4L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       135 | PA      | $134.24       | 0.00%             | 2029-12-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 413, Class F25                                                                    | CUSIP: 3133Q3LH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3332780 | PA      | $3343691.38   | 0.42%             | 2054-05-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 2142, Class Z                                                                     | CUSIP: 3133TKDP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       453 | PA      | $457.44       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 330, Class F4                                                                     | CUSIP: 31351DDT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1085884 | PA      | $1072874.68   | 0.13%             | 2037-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 343, Class F4                                                                     | CUSIP: 31351DEC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325962 | PA      | $319457.96    | 0.04%             | 2037-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2014-42, Class FA                                                                  | CUSIP: 3136AKPQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297397 | PA      | $292044.17    | 0.04%             | 2044-07-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2014-86, Class PA                                                                  | CUSIP: 3136AMHN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139252 | PA      | $124653.87    | 0.02%             | 2044-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2015-64, Class KF                                                                  | CUSIP: 3136AP3B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    868693 | PA      | $853909.52    | 0.11%             | 2045-09-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2016-11, Class AF                                                                  | CUSIP: 3136ARPW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    981358 | PA      | $976637.54    | 0.12%             | 2046-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2016-84, Class DF                                                                  | CUSIP: 3136AUKR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272740 | PA      | $267515.02    | 0.03%             | 2046-11-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2016-97, Class CF                                                                  | CUSIP: 3136AUPW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    648887 | PA      | $636545.40    | 0.08%             | 2056-12-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2017-108, Class AF                                                                 | CUSIP: 3136B0SA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631047 | PA      | $621926.93    | 0.08%             | 2048-01-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2019-9, Class FA                                                                   | CUSIP: 3136B33L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197108 | PA      | $195550.89    | 0.02%             | 2049-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2019-53, Class FA                                                                  | CUSIP: 3136B5K95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100444 | PA      | $1076147.97   | 0.13%             | 2049-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2019-41, Class FD                                                                  | CUSIP: 3136B5TY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619459 | PA      | $612198.28    | 0.08%             | 2059-08-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2019-60, Class WF                                                                  | CUSIP: 3136B6VA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    559590 | PA      | $554383.41    | 0.07%             | 2059-10-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2020-22, Class FA                                                                  | CUSIP: 3136B9HC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2687371 | PA      | $2623980.16   | 0.33%             | 2050-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2024-38, Class FA                                                                  | CUSIP: 3136BR4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2747690 | PA      | $2751108.23   | 0.34%             | 2051-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2024-95, Class KF                                                                  | CUSIP: 3136BTS53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1289732 | PA      | $1293429.69   | 0.16%             | 2054-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2024-90, Class FB                                                                  | CUSIP: 3136BTXD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2389109 | PA      | $2400044.80   | 0.30%             | 2053-11-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2025-16, Class FM                                                                  | CUSIP: 3136BU5M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405470 | PA      | $407189.96    | 0.05%             | 2055-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2024-103, Class FC                                                                 | CUSIP: 3136BUQH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3337387 | PA      | $3347943.94   | 0.42%             | 2055-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2025-6, Class FA                                                                   | CUSIP: 3136BUTN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723485 | PA      | $726761.27    | 0.09%             | 2055-02-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2025-4, Class FB                                                                   | CUSIP: 3136BUU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    748298 | PA      | $750882.48    | 0.09%             | 2053-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2025-12, Class FG                                                                  | CUSIP: 3136BVFH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    634581 | PA      | $637462.10    | 0.08%             | 2055-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2025-12, Class EF                                                                  | CUSIP: 3136BVGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438298 | PA      | $439766.65    | 0.06%             | 2055-03-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2025-18, Class FM                                                                  | CUSIP: 3136BVKH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6629056 | PA      | $6650177.39   | 0.83%             | 2054-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2025-40, Class FP                                                                  | CUSIP: 3136BWGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2277937 | PA      | $2291131.83   | 0.29%             | 2054-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2025-54, Class FM                                                                  | CUSIP: 3136BWNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456095 | PA      | $457643.35    | 0.06%             | 2055-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2025-95, Class F                                                                   | CUSIP: 3136BXN67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    924363 | PA      | $925710.31    | 0.12%             | 2053-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2025-88, Class KF                                                                  | CUSIP: 3136BXZS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595717 | PA      | $597885.90    | 0.07%             | 2055-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 3807, Class FM                                                                    | CUSIP: 3137A6NJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115914 | PA      | $115313.90    | 0.01%             | 2041-02-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 3850, Class FC                                                                    | CUSIP: 3137A96V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99992 | PA      | $99212.46     | 0.01%             | 2041-04-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 3898, Class TF                                                                    | CUSIP: 3137ADYR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9008 | PA      | $8963.04      | 0.00%             | 2039-07-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 3927, Class FH                                                                    | CUSIP: 3137AFEP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117519 | PA      | $116581.54    | 0.01%             | 2041-09-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 4283, Class JF                                                                    | CUSIP: 3137B6GT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    946254 | PA      | $936303.78    | 0.12%             | 2043-12-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 4367, Class GF                                                                    | CUSIP: 3137BCL48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    785173 | PA      | $775572.69    | 0.10%             | 2037-03-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 4615, Class AF                                                                    | CUSIP: 3137BRYG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267050 | PA      | $263515.11    | 0.03%             | 2038-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 4678, Class AF                                                                    | CUSIP: 3137BWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1243494 | PA      | $1228519.49   | 0.15%             | 2042-12-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 4779, Class WF                                                                    | CUSIP: 3137F4BX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1180232 | PA      | $1157027.50   | 0.14%             | 2044-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 4774, Class BF                                                                    | CUSIP: 3137F4UZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1406463 | PA      | $1370264.65   | 0.17%             | 2048-02-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 4875, Class F                                                                     | CUSIP: 3137FLA87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    818398 | PA      | $803158.06    | 0.10%             | 2049-04-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 4913, Class FC                                                                    | CUSIP: 3137FNJC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    981876 | PA      | $970273.12    | 0.12%             | 2044-06-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 4906, Class WF                                                                    | CUSIP: 3137FNWL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    607884 | PA      | $600143.54    | 0.08%             | 2038-12-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 4948, Class E                                                                     | CUSIP: 3137FQZF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    336432 | PA      | $310951.52    | 0.04%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5115, Class EM                                                                    | CUSIP: 3137H0W53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4049450 | PA      | $3635652.72   | 0.46%             | 2044-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5484, Class FA                                                                    | CUSIP: 3137HHKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1519496 | PA      | $1524718.43   | 0.19%             | 2054-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5493, Class FK                                                                    | CUSIP: 3137HHWV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2119946 | PA      | $2127067.22   | 0.27%             | 2055-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5513, Class MF                                                                    | CUSIP: 3137HKEX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13625941 | PA      | $13679687.04  | 1.71%             | 2054-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5517, Class VF                                                                    | CUSIP: 3137HKP40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4592376 | PA      | $4611377.66   | 0.58%             | 2055-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5528, Class FA                                                                    | CUSIP: 3137HKR30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5269819 | PA      | $5284443.43   | 0.66%             | 2055-04-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5548, Class AF                                                                    | CUSIP: 3137HLJG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3076274 | PA      | $3094853.52   | 0.39%             | 2055-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5549, Class CF                                                                    | CUSIP: 3137HLSA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3598586 | PA      | $3620833.62   | 0.45%             | 2052-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5549, Class FA                                                                    | CUSIP: 3137HLST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4919265 | PA      | $4946030.77   | 0.62%             | 2055-06-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5557, Class FM                                                                    | CUSIP: 3137HLZ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    727585 | PA      | $730038.96    | 0.09%             | 2055-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5560, Class FB                                                                    | CUSIP: 3137HLZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    708012 | PA      | $712288.41    | 0.09%             | 2055-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5564, Class PF                                                                    | CUSIP: 3137HMDP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1570019 | PA      | $1577344.02   | 0.20%             | 2055-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5565, Class FA                                                                    | CUSIP: 3137HMGJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1134481 | PA      | $1138971.09   | 0.14%             | 2055-08-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5565, Class FB                                                                    | CUSIP: 3137HMGK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590737 | PA      | $592821.78    | 0.07%             | 2055-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5580, Class FP                                                                    | CUSIP: 3137HMXT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494792 | PA      | $497488.65    | 0.06%             | 2055-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5584, Class DF                                                                    | CUSIP: 3137HNCM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481040 | PA      | $482855.18    | 0.06%             | 2055-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5601, Class F                                                                     | CUSIP: 3137HNQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    888590 | PA      | $892155.02    | 0.11%             | 2055-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 5593, Class FB                                                                    | CUSIP: 3137HNV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    784075 | PA      | $787296.47    | 0.10%             | 2055-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                                            | CUSIP: 3138E1BZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1345920 | PA      | $1337961.31   | 0.17%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2003-W8, Class 3F2                                                                 | CUSIP: 31393CX40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4934 | PA      | $4917.39      | 0.00%             | 2042-05-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2005-38, Class F                                                                   | CUSIP: 31394DSB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7330 | PA      | $7266.74      | 0.00%             | 2035-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Structured Pass-Through Certificates, Series T-57, Class 1A1                              | CUSIP: 31394JD87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1618 | PA      | $1689.50      | 0.00%             | 2043-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2006-5, Class 3A2                                                                  | CUSIP: 31394VL73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10655 | PA      | $10915.40     | 0.00%             | 2035-05-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Structured Pass-Through Certificates, Series T-62, Class 1A1                              | CUSIP: 31395HHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77288 | PA      | $71285.82     | 0.01%             | 2044-10-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC Structured Pass-Through Certificates, Series T-63, Class 1A1                              | CUSIP: 31395M2F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100762 | PA      | $98231.76     | 0.01%             | 2045-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2006-118, Class A2                                                                 | CUSIP: 31396L4T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32526 | PA      | $31950.54     | 0.00%             | 2036-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2007-109, Class GF                                                                 | CUSIP: 31396X2G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244711 | PA      | $244902.11    | 0.03%             | 2037-12-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2007-84, Class FN                                                                  | CUSIP: 31396XLZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93443 | PA      | $92982.30     | 0.01%             | 2037-08-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 3222, Class FN                                                                    | CUSIP: 31397ASY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4545 | PA      | $4509.57      | 0.00%             | 2036-09-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 3241, Class FM                                                                    | CUSIP: 31397C6D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2727 | PA      | $2703.53      | 0.00%             | 2036-11-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC, Series 3245, Class NF                                                                    | CUSIP: 31397CNM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92533 | PA      | $91943.67     | 0.01%             | 2036-11-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2010-74, Class AF                                                                  | CUSIP: 31398RV36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73183 | PA      | $72945.33     | 0.01%             | 2037-07-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                                            | CUSIP: 31402RNW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1554 | PA      | $1580.40      | 0.00%             | 2035-07-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                                            | CUSIP: 31404Q5M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38425 | PA      | $38226.60     | 0.00%             | 2044-03-01      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                                            | CUSIP: 31405PRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       330 | PA      | $328.44       | 0.00%             | 2044-07-01      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                                            | CUSIP: 31406BEX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1153 | PA      | $1179.17      | 0.00%             | 2035-01-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                                            | CUSIP: 31406DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2717 | PA      | $2702.55      | 0.00%             | 2044-10-01      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                                            | CUSIP: 31407UMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29523 | PA      | $30253.90     | 0.00%             | 2034-11-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                                            | CUSIP: 31408DXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12134 | PA      | $12521.32     | 0.00%             | 2035-12-01      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                                            | CUSIP: 31409BB48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13897 | PA      | $14395.50     | 0.00%             | 2036-03-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                 | First Horizon Alternative Mortgage Securities Trust, Series 2004-AA1, Class A1                  | CUSIP: 32051D3G5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10810 | PA      | $10789.75     | 0.00%             | 2034-06-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                           | First Horizon Mortgage Pass-Through Trust, Series 2005-AR3, Class 2A1                           | CUSIP: 32051GQL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16824 | PA      | $11098.78     | 0.00%             | 2035-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                                                | 522 Funding CLO Ltd., Series 2020-6A, Class A1R2                                                | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1801040.40   | 0.23%             | 2034-10-23      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Flex Ltd.                                                           | Flex Ltd.                                                                                       | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   5600000 | PA      | $5587792.00   | 0.70%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                        | Ford Credit Auto Lease Trust, Series 2025-A, Class A2B                                          | CUSIP: 345282AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2091691 | PA      | $2092237.39   | 0.26%             | 2027-08-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                        | Ford Credit Auto Owner Trust, Series 2024-B, Class A2A                                          | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1187477 | PA      | $1189051.09   | 0.15%             | 2027-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                        | Ford Credit Auto Owner Trust, Series 2024-C, Class A2A                                          | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2452400 | PA      | $2454911.69   | 0.31%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                                       | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300321.00    | 0.04%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                                       | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501310.00    | 0.06%             | 2026-03-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                                       | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011690.00   | 0.13%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                                       | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4895533.16   | 0.61%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                                       | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200000.22    | 0.03%             | 2026-11-05      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                                       | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    725000 | PA      | $723695.00    | 0.09%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                                       | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    760000 | PA      | $758008.80    | 0.09%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                             | GA Global Funding Trust                                                                         | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2896971.82   | 0.36%             | 2026-01-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                             | GA Global Funding Trust                                                                         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2944263.00   | 0.37%             | 2027-01-06      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp.                                                          | GATX Corp.                                                                                      | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199024.46    | 0.02%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                          | GCAT Trust, Series 2021-NQM3, Class A1                                                          | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    954690 | PA      | $842091.86    | 0.11%             | 2066-05-25      | Variable      | 1.09%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                 | GMF Floorplan Owner Revolving Trust, Series 2023-1, Class A1                                    | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4025182.40   | 0.50%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                             | GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1                                             | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4696 | PA      | $4496.93      | 0.00%             | 2035-09-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                              | GSAA Home Equity Trust, Series 2007-6, Class A4                                                 | CUSIP: 36245RAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63615 | PA      | $42552.42     | 0.01%             | 2047-05-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                           | GS Mortgage-Backed Securities Corp. Trust, Series 2021-RPL1, Class A1                           | CUSIP: 36261WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3060512 | PA      | $2875770.69   | 0.36%             | 2060-12-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                 | GS Mortgage-Backed Securities Trust, Series 2021-GR2, Class A9                                  | CUSIP: 36262JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1783392 | PA      | $1653191.03   | 0.21%             | 2052-02-25      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                  | GM Financial Consumer Automobile Receivables Trust, Series 2022-4, Class A4                     | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005726.80   | 0.13%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2025-2, Class A2A                                 | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2752269 | PA      | $2760997.02   | 0.35%             | 2027-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                        | GE Aerospace                                                                                    | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    516000 | PA      | $516611.98    | 0.06%             | 2026-05-05      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                  | General Motors Financial Co., Inc.                                                              | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    506000 | PA      | $507702.69    | 0.06%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                | Glencore Funding LLC                                                                            | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2400189.60   | 0.30%             | 2026-10-01      | Floating      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                               | Global Payments, Inc.                                                                           | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979962.40    | 0.12%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2025-3, Class A2B                                 | CUSIP: 379965AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1199719.68   | 0.15%             | 2027-10-20      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2024-3, Class A2A                                 | CUSIP: 38012QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1026597 | PA      | $1027006.60   | 0.13%             | 2027-01-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                  | GM Financial Consumer Automobile Receivables Trust, Series 2024-4, Class A2A                    | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    974122 | PA      | $975270.81    | 0.12%             | 2027-10-18      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                     | Goldman Sachs Group, Inc. (The)                                                                 | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011058.50   | 0.13%             | 2027-10-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                     | Goldman Sachs Group, Inc. (The)                                                                 | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994890.00    | 0.12%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2013-H13, Class FT                                                                 | CUSIP: 38375B2L5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58601 | PA      | $58485.30     | 0.01%             | 2063-05-20      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2012-H08, Class FC                                                                 | CUSIP: 38375BQS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154326 | PA      | $154509.20    | 0.02%             | 2062-04-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2012-H12, Class FA                                                                 | CUSIP: 38375BRW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192093 | PA      | $191085.59    | 0.02%             | 2062-04-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2012-H12, Class FB                                                                 | CUSIP: 38375BRY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    219743 | PA      | $221437.45    | 0.03%             | 2062-02-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2017-H08, Class FM                                                                 | CUSIP: 38376R2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2963396 | PA      | $2979796.21   | 0.37%             | 2067-03-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2015-H32, Class FA                                                                 | CUSIP: 38376RMP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    869097 | PA      | $871707.57    | 0.11%             | 2065-12-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2016-H14, Class FA                                                                 | CUSIP: 38376RVV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    455748 | PA      | $457374.26    | 0.06%             | 2066-06-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2016-H17, Class FK                                                                 | CUSIP: 38376RXQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141847 | PA      | $142479.03    | 0.02%             | 2066-07-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2017-H07, Class FG                                                                 | CUSIP: 38376RY26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    989981 | PA      | $989627.33    | 0.12%             | 2067-02-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2016-H20, Class PT                                                                 | CUSIP: 38376RYV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    722117 | PA      | $741587.41    | 0.09%             | 2066-09-20      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2015-H04, Class FA                                                                 | CUSIP: 38378U8L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    368273 | PA      | $368837.47    | 0.05%             | 2064-12-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2018-H18, Class FC                                                                 | CUSIP: 38380LMV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223191 | PA      | $222725.69    | 0.03%             | 2065-08-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-H09, Class FG                                                                 | CUSIP: 38380Q4V1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1235619 | PA      | $1265797.29   | 0.16%             | 2071-06-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2025-118, Class FA                                                                 | CUSIP: 38381ND21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    488554 | PA      | $490771.08    | 0.06%             | 2055-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2025-98, Class GF                                                                  | CUSIP: 38381NNT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2545717 | PA      | $2556644.83   | 0.32%             | 2055-06-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2019-54, Class KF                                                                  | CUSIP: 38381R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    944307 | PA      | $927965.19    | 0.12%             | 2044-05-20      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2019-90, Class F                                                                   | CUSIP: 38381XFA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1085051 | PA      | $1062863.91   | 0.13%             | 2049-07-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2020-17, Class EU                                                                  | CUSIP: 38382CP47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184157 | PA      | $165454.34    | 0.02%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2020-63, Class PF                                                                  | CUSIP: 38382FGN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3950916 | PA      | $3850573.32   | 0.48%             | 2050-04-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2021-122, Class FA                                                                 | CUSIP: 38382WCY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9449055 | PA      | $8287141.34   | 1.04%             | 2051-07-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2023-H26, Class DF                                                                 | CUSIP: 38383KKA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2462781 | PA      | $2450729.24   | 0.31%             | 2073-09-20      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2024-13, Class FA                                                                  | CUSIP: 38384GP87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120296 | PA      | $120808.64    | 0.02%             | 2054-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2025-H22, Class F                                                                  | CUSIP: 38384LA58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    299261 | PA      | $300229.44    | 0.04%             | 2075-10-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2025-H20, Class FA                                                                 | CUSIP: 38384LB73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300913 | PA      | $301446.04    | 0.04%             | 2075-09-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2025-H18, Class FL                                                                 | CUSIP: 38384LTU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2966539 | PA      | $2992066.52   | 0.37%             | 2075-08-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2025-89, Class PF                                                                  | CUSIP: 38385GMK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    487720 | PA      | $490568.91    | 0.06%             | 2055-05-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2025-100, Class FA                                                                 | CUSIP: 38385GQ77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    473890 | PA      | $475872.53    | 0.06%             | 2055-06-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                   | GreenPoint Mortgage Funding Trust, Series 2005-AR5, Class 1A1                                   | CUSIP: 39538WEA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5534 | PA      | $5327.81      | 0.00%             | 2045-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Guggenheim CLO Ltd.                                                 | Guggenheim CLO Ltd., Series 2022-2A, Class A1R                                                  | CUSIP: 40172PAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $349991.95    | 0.04%             | 2035-01-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                           | HCA, Inc.                                                                                       | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500091.40    | 0.06%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                           | HCA, Inc.                                                                                       | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1609383.84   | 0.20%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                           | HCA, Inc.                                                                                       | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802840.00    | 0.10%             | 2028-03-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                           | HCA, Inc.                                                                                       | CUSIP: 40412DA74<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   1200000 | PA      | $1199069.04   | 0.15%             | 2026-01-07      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                           | HCA, Inc.                                                                                       | CUSIP: 40412DAD1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |    700000 | PA      | $698986.82    | 0.09%             | 2026-01-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                   | HSBC Holdings plc                                                                               | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $905454.18    | 0.11%             | 2027-08-14      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                   | HSBC Holdings plc                                                                               | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1313521.95   | 0.16%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                      | HSBC USA, Inc.                                                                                  | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005275.30   | 0.13%             | 2027-03-04      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                      | HarborView Mortgage Loan Trust, Series 2006-1, Class 2A1A                                       | CUSIP: 41161PA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31115 | PA      | $29143.77     | 0.00%             | 2036-03-19      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                      | HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A                                       | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3679 | PA      | $3585.57      | 0.00%             | 2035-05-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                     | Hertz Vehicle Financing III LLC, Series 2023-1A, Class A                                        | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2909733.27   | 0.36%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                             | Hyundai Capital America                                                                         | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988380.70    | 0.12%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                             | Hyundai Capital America                                                                         | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001491.70   | 0.13%             | 2027-06-24      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                             | Hyundai Capital America                                                                         | CUSIP: 44891ADS3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2805908.00   | 0.35%             | 2027-03-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                             | Hyundai Capital America                                                                         | CUSIP: 44891CCW1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015633.80   | 0.25%             | 2027-01-08      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                      | Hyundai Auto Receivables Trust, Series 2024-C, Class A2B                                        | CUSIP: 448976AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1248530 | PA      | $1248959.78   | 0.16%             | 2027-09-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                             | Hyundai Auto Lease Securitization Trust, Series 2025-C, Class A2B                               | CUSIP: 44935GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4000720.40   | 0.50%             | 2028-01-18      | Floating      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                             | Hyundai Auto Lease Securitization Trust, Series 2025-A, Class A2B                               | CUSIP: 44935WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2981914 | PA      | $2982104.97   | 0.37%             | 2027-06-15      | Floating      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                    | IndyMac INDX Mortgage Loan Trust, Series 2004-AR11, Class 2A                                    | CUSIP: 45660N6S9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16151 | PA      | $15263.41     | 0.00%             | 2034-12-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                    | IndyMac INDX Mortgage Loan Trust, Series 2006-AR14, Class 1A1A                                  | CUSIP: 45668GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1803 | PA      | $0.00         | 0.00%             | 2046-11-25      | Floating      | 0.35%                 | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                                            | JP Morgan Mortgage Trust, Series 2021-12, Class A11                                             | CUSIP: 46592WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688495 | PA      | $638277.16    | 0.08%             | 2052-02-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                            | JP Morgan Mortgage Trust, Series 2024-9, Class A11                                              | CUSIP: 46593DAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098207 | PA      | $1100214.38   | 0.14%             | 2055-02-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                | JPMorgan Chase & Co.                                                                            | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498610.70    | 0.06%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                | JPMorgan Chase & Co.                                                                            | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2402670.96   | 0.30%             | 2027-09-22      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                | JPMorgan Chase & Co.                                                                            | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5022521.50   | 0.63%             | 2028-01-23      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust                | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-FL12, Class A                 | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275649 | PA      | $272122.61    | 0.03%             | 2031-12-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Jabil, Inc.                                                         | Jabil, Inc.                                                                                     | CUSIP: 46652MAE5<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7986357.60   | 1.00%             | 2026-01-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                | Jackson National Life Global Funding                                                            | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1200732.36   | 0.15%             | 2028-09-12      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                | Jackson National Life Global Funding                                                            | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1405320.56   | 0.18%             | 2026-04-10      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                | Jackson National Life Global Funding                                                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3020769.60   | 0.38%             | 2027-01-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Jamestown CLO XVIII Ltd.                                            | Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R                                            | CUSIP: 47047RAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3195168.00   | 0.40%             | 2035-07-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Jamestown CLO XVI Ltd.                                              | Jamestown CLO XVI Ltd., Series 2021-16A, Class AR                                               | CUSIP: 47048RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1399381.20   | 0.18%             | 2034-07-25      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 16 Ltd.                                                     | KKR CLO 16 Ltd., Series 16, Class A1R3                                                          | CUSIP: 48251BBE9<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100539.00   | 0.14%             | 2034-10-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 41 Ltd.                                                     | KKR CLO 41 Ltd., Series 2022-41A, Class A1                                                      | CUSIP: 48255PAA3<br>LEI: 254900UD92WBBLUHGZ35 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1800504.00   | 0.23%             | 2035-04-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Kommunalbanken A/S                                                  | Kommunalbanken A/S                                                                              | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   7350000 | PA      | $7361617.41   | 0.92%             | 2028-03-03      | Floating      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                               | Kraft Heinz Foods Co.                                                                           | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3086393.17   | 0.39%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                              | Kyndryl Holdings, Inc.                                                                          | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    654000 | PA      | $643294.87    | 0.08%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LCM 31 Ltd.                                                         | LCM 31 Ltd., Series 31A, Class AR                                                               | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1600451.20   | 0.20%             | 2034-07-20      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                               | Las Vegas Sands Corp.                                                                           | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1391932.08   | 0.17%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                            | Lloyds Banking Group plc                                                                        | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1604551.68   | 0.20%             | 2028-11-26      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                           | MFA Trust, Series 2020-NQM2, Class A1                                                           | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279363 | PA      | $274139.45    | 0.03%             | 2065-04-25      | Variable      | 1.38%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                     | M&T Bank Auto Receivables Trust, Series 2025-1A, Class A2B                                      | CUSIP: 55287XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    993629 | PA      | $994408.83    | 0.12%             | 2028-05-15      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                             | MPLX LP                                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2987988.30   | 0.37%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLVI Ltd.                                      | Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR                                      | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $699173.30    | 0.09%             | 2034-10-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                            | Marvell Technology, Inc.                                                                        | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    576000 | PA      | $572167.76    | 0.07%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                       | Massachusetts Educational Financing Authority, Series 2008-1, Class A1                          | CUSIP: 57563NAA6<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | ABS-O            | CORP              | US        |     24414 | PA      | $24082.17     | 0.00%             | 2038-04-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust II                                         | Master Credit Card Trust II, Series 2024-1A, Class A                                            | CUSIP: 576339DZ5<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   5000000 | PA      | $4998633.00   | 0.63%             | 2028-01-21      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                               | MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7                                | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5095 | PA      | $5059.13      | 0.00%             | 2034-11-21      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                        | MASTR Alternative Loan Trust, Series 2003-5, Class 6A1                                          | CUSIP: 576434FH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99943 | PA      | $101634.99    | 0.01%             | 2033-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MRFC Mortgage Pass-Through Trust                                    | MRFC Mortgage Pass-Through Trust, Series 2000-TBC3, Class A1                                    | CUSIP: 585525EN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       611 | PA      | $599.08       | 0.00%             | 2030-12-15      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Mellon Residential Funding Corp. Mortgage Pass-Through Certificates | Mellon Residential Funding Corp. Mortgage Pass-Through Certificates, Series 2001-TBC1, Class A1 | CUSIP: 585525FC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1918 | PA      | $1864.68      | 0.00%             | 2031-11-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                      | Mercedes-Benz Auto Lease Trust, Series 2024-B, Class A2A                                        | CUSIP: 58769GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    394332 | PA      | $394517.91    | 0.05%             | 2026-12-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                             | Mercedes-Benz Finance North America LLC                                                         | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5100000.00   | 0.64%             | 2026-01-09      | Floating      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                              | Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 5A                                 | CUSIP: 59020UL78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6827 | PA      | $6580.51      | 0.00%             | 2035-11-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                           | Molson Coors Beverage Co.                                                                       | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2983194.90   | 0.37%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                              | Morgan Stanley Bank NA                                                                          | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5009136.00   | 0.63%             | 2027-10-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                                  | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1601237.60   | 0.20%             | 2027-01-28      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                  | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C33, Class ASB                  | CUSIP: 61767CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745016 | PA      | $742421.58    | 0.09%             | 2050-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396527.56    | 0.05%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                      | Morgan Stanley Private Bank NA                                                                  | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001624.50   | 0.13%             | 2028-07-06      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                              | NXP BV                                                                                          | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $599832.00    | 0.08%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                              | NXP BV                                                                                          | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1198560.00   | 0.15%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                        | Navient Refinance Loan Trust, Series 2025-C, Class A                                            | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1842199 | PA      | $1842543.14   | 0.23%             | 2055-10-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                          | Navient Student Loan Trust, Series 2017-5A, Class A                                             | CUSIP: 63940CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1555791 | PA      | $1561821.16   | 0.20%             | 2066-07-26      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                           | Navient Private Education Refi Loan Trust, Series 2020-DA, Class A                              | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    562800 | PA      | $535791.22    | 0.07%             | 2069-05-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                           | Navient Private Education Refi Loan Trust, Series 2020-GA, Class A                              | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466320 | PA      | $437904.25    | 0.05%             | 2069-09-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                           | Navient Private Education Refi Loan Trust, Series 2020-IA, Class A1B                            | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1853273 | PA      | $1842585.01   | 0.23%             | 2069-04-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                           | Navient Private Education Refi Loan Trust, Series 2021-FA, Class A                              | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5694621 | PA      | $5085651.09   | 0.64%             | 2070-02-18      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                          | Navient Student Loan Trust, Series 2023-BA, Class A1B                                           | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665888 | PA      | $671784.37    | 0.08%             | 2072-03-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                           | Nelnet Student Loan Trust, Series 2025-DA, Class A1A                                            | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1701575.56   | 0.21%             | 2054-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                           | Nelnet Student Loan Trust, Series 2005-3, Class A5                                              | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    619945 | PA      | $615149.33    | 0.08%             | 2035-12-24      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                           | Nelnet Student Loan Trust, Series 2013-5A, Class A                                              | CUSIP: 64033GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    432708 | PA      | $428618.67    | 0.05%             | 2037-01-25      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                           | Nelnet Student Loan Trust, Series 2016-1A, Class A                                              | CUSIP: 64033UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1845076 | PA      | $1841426.66   | 0.23%             | 2065-09-25      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                           | Nelnet Student Loan Trust, Series 2019-2A, Class A                                              | CUSIP: 64034NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422736 | PA      | $421593.56    | 0.05%             | 2067-06-27      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                           | Nelnet Student Loan Trust, Series 2025-CA, Class A1B                                            | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860088 | PA      | $864932.85    | 0.11%             | 2065-06-22      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                 | New Residential Mortgage Loan Trust, Series 2021-NQ2R, Class A1                                 | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571462 | PA      | $549255.06    | 0.07%             | 2058-10-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                        | New York Life Global Funding                                                                    | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11021860.30  | 1.38%             | 2027-06-11      | Floating      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                               | NextEra Energy Capital Holdings, Inc.                                                           | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5002202.00   | 0.63%             | 2026-01-29      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                     | Nissan Motor Acceptance Co. LLC                                                                 | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1090881.00   | 0.14%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                     | Nissan Motor Acceptance Co. LLC                                                                 | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3897120.00   | 0.49%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                               | Nomura Holdings, Inc.                                                                           | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1700000 | PA      | $1700510.17   | 0.21%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital XII-B Ltd.                                       | Northwoods Capital XII-B Ltd., Series 2018-12BA, Class AR                                       | CUSIP: 66858CAN7<br>LEI: 549300R06FSYRU75ZW78 | Long             | ABS-CBDO         | CORP              | KY        |   1808956 | PA      | $1806884.32   | 0.23%             | 2031-06-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                           | OBX Trust, Series 2024-NQM5, Class A1                                                           | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    785508 | PA      | $792240.82    | 0.10%             | 2064-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                         | ONEOK, Inc.                                                                                     | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1204157.88   | 0.15%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                        | Oracle Corp.                                                                                    | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4959679.50   | 0.62%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PHEAA Student Loan Trust                                            | PHEAA Student Loan Trust, Series 2016-2A, Class A                                               | CUSIP: 69343VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    738354 | PA      | $738353.69    | 0.09%             | 2065-11-25      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                         | PNC Bank NA                                                                                     | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4101630.57   | 0.51%             | 2028-07-21      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                        | Pacific Gas and Electric Co.                                                                    | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3999989.20   | 0.50%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                      | Pacific Life Global Funding II                                                                  | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13017550.00  | 1.63%             | 2026-06-04      | Floating      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                      | Pacific Life Global Funding II                                                                  | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5005380.00   | 0.63%             | 2027-02-04      | Floating      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                                        | Pagaya AI Debt Grantor Trust, Series 2025-6, Class A1                                           | CUSIP: 69549BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5628049 | PA      | $5630221.27   | 0.70%             | 2026-09-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                 | PenFed Auto Receivables Owner Trust, Series 2025-A, Class A3                                    | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400849.60    | 0.05%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                               | FirstEnergy Pennsylvania Electric Co.                                                           | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3206598.08   | 0.40%             | 2026-03-30      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                         | Penske Truck Leasing Co. LP                                                                     | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $695235.17    | 0.09%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                         | Penske Truck Leasing Co. LP                                                                     | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299965.59    | 0.04%             | 2027-04-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                         | Penske Truck Leasing Co. LP                                                                     | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1908611.94   | 0.24%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                     | Plains All American Pipeline LP                                                                 | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1955889.00   | 0.24%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                                | Porsche Innovative Lease Owner Trust, Series 2024-2A, Class A2A                                 | CUSIP: 73328NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263422 | PA      | $263486.93    | 0.03%             | 2026-12-21      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                                            | Regatta XVI Funding Ltd., Series 2019-2A, Class A1R                                             | CUSIP: 75888TAL9<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   3459897 | PA      | $3465377.47   | 0.43%             | 2033-01-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II                            | Reliance Standard Life Global Funding II                                                        | CUSIP: 75951AAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5490000 | PA      | $5375264.49   | 0.67%             | 2026-09-28      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                                          | RALI Trust, Series 2005-QO1, Class A1                                                           | CUSIP: 761118EN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6726 | PA      | $4630.89      | 0.00%             | 2035-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                  | RGA Global Funding                                                                              | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490499.10    | 0.06%             | 2026-11-30      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Romark CLO V Ltd.                                                   | Romark CLO V Ltd., Series 2021-5A, Class AR                                                     | CUSIP: 77588PAN2<br>LEI: 549300NIP2J0NPQTYT18 | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3902979.60   | 0.49%             | 2035-01-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                        | Royal Caribbean Cruises Ltd.                                                                    | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   7300000 | PA      | $7430014.46   | 0.93%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                        | Royal Caribbean Cruises Ltd.                                                                    | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    300000 | PA      | $300618.03    | 0.04%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | Royal Bank of Canada                                                                            | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $700707.28    | 0.09%             | 2027-10-18      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | Royal Bank of Canada                                                                            | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $301164.48    | 0.04%             | 2028-10-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                           | SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3                             | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321053 | PA      | $323091.27    | 0.04%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                     | SBA Tower Trust                                                                                 | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1506042.15   | 0.19%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| SLM Student Loan Trust                                              | SLM Student Loan Trust, Series 2010-1, Class A                                                  | CUSIP: 78445XAA4<br>LEI: 549300WLW67V4O2Z6P70 | Long             | ABS-O            | CORP              | US        |    888091 | PA      | $844444.51    | 0.11%             | 2025-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                              | SLM Student Loan Trust, Series 2012-3, Class A                                                  | CUSIP: 78447AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2734028 | PA      | $2720986.39   | 0.34%             | 2038-12-27      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                    | SMB Private Education Loan Trust, Series 2020-PTA, Class A2A                                    | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    586618 | PA      | $555420.95    | 0.07%             | 2054-09-15      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| S&P Global, Inc.                                                    | S&P Global, Inc.                                                                                | CUSIP: 78513KZX2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | STIV             | CORP              | US        |   3800000 | PA      | $3800000.00   | 0.48%             | 2029-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                        | Sabine Pass Liquefaction LLC                                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    441000 | PA      | $441522.41    | 0.06%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                        | Santander Holdings USA, Inc.                                                                    | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007264.10   | 0.13%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO XXVII Ltd.                                             | Sculptor CLO XXVII Ltd., Series 27A, Class A1R                                                  | CUSIP: 81124UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2298976.50   | 0.29%             | 2034-07-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                              | Sequoia Mortgage Trust, Series 2003-4, Class 2A1                                                | CUSIP: 81743PBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128764 | PA      | $129300.81    | 0.02%             | 2033-07-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                              | Sequoia Mortgage Trust, Series 10, Class 2A1                                                    | CUSIP: 81743VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        14 | PA      | $14.12        | 0.00%             | 2027-10-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                              | Sequoia Mortgage Trust, Series 2005-2, Class A2                                                 | CUSIP: 81744FGZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64020 | PA      | $60111.88     | 0.01%             | 2035-03-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                          | Shire Acquisitions Investments Ireland DAC                                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    900000 | PA      | $894456.90    | 0.11%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Silver Rock CLO II Ltd.                                             | Silver Rock CLO II Ltd., Series 2021-2A, Class AR                                               | CUSIP: 82812LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1098738.30   | 0.14%             | 2035-01-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| United States Small Business Administration                         | United States Small Business Administration, Series 2008-20G, Class 1                           | CUSIP: 83162CRX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125860 | PA      | $127064.36    | 0.02%             | 2028-07-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                         | United States Small Business Administration, Series 2008-20H, Class 1                           | CUSIP: 83162CRY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118010 | PA      | $120007.44    | 0.02%             | 2028-08-01      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                    | SoFi Consumer Loan Program Trust, Series 2025-3, Class A                                        | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    759338 | PA      | $761636.61    | 0.10%             | 2034-08-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                      | Southern California Edison Co., Series 20C                                                      | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2593348.42   | 0.32%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                      | Southern California Edison Co., Series D                                                        | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2820991.04   | 0.35%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                      | Southern California Edison Co.                                                                  | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1302817.88   | 0.16%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                      | Southern California Edison Co.                                                                  | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1202759.04   | 0.15%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                      | Southern California Edison Co.                                                                  | CUSIP: 8424C1A57<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | STIV             | CORP              | US        |    800000 | PA      | $799552.72    | 0.10%             | 2026-01-05      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                      | Southern California Edison Co.                                                                  | CUSIP: 8424C1A65<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999327.90    | 0.13%             | 2026-01-06      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Southwest Airlines Co.                                              | Southwest Airlines Co.                                                                          | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990977.00    | 0.12%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                          | Spectra Energy Partners LP                                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1392969.48   | 0.17%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                 | Starwood Mortgage Residential Trust, Series 2021-2, Class A1                                    | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1288251 | PA      | $1224976.73   | 0.15%             | 2065-05-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                 | Starwood Mortgage Residential Trust, Series 2020-3, Class A1                                    | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135862 | PA      | $133082.19    | 0.02%             | 2065-04-25      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust              | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-BA, Class A2                | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4013028.40   | 0.50%             | 2028-05-22      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                      | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-19, Class 2A1                       | CUSIP: 863579JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6061 | PA      | $5628.59      | 0.00%             | 2035-01-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                      | Structured Adjustable Rate Mortgage Loan Trust, Series 2005-17, Class 3A1                       | CUSIP: 863579VM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16836 | PA      | $14537.82     | 0.00%             | 2035-08-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                      | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2                        | CUSIP: 86359BGG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5114 | PA      | $4942.27      | 0.00%             | 2034-02-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                      | Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1                      | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5041 | PA      | $4882.79      | 0.00%             | 2034-10-19      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                      | Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A1                       | CUSIP: 86359LPD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15352 | PA      | $14928.72     | 0.00%             | 2035-07-19      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                      | Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A2                       | CUSIP: 86359LPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6469 | PA      | $6458.62      | 0.00%             | 2035-07-19      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                      | Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 1A1                      | CUSIP: 86360JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250840 | PA      | $177567.66    | 0.02%             | 2036-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                      | Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 2A1                      | CUSIP: 86360QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2295 | PA      | $2287.49      | 0.00%             | 2036-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                               | Sumitomo Mitsui Financial Group, Inc.                                                           | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3805000 | PA      | $3806653.27   | 0.48%             | 2026-01-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                       | Synchrony Card Issuance Trust, Series 2025-A1, Class A                                          | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1527274.50   | 0.19%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXII Ltd.                                              | Symphony CLO XXII Ltd., Series 2020-22A, Class A1AR                                             | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    670457 | PA      | $670282.33    | 0.08%             | 2033-04-18      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| TR Finance LLC                                                      | TR Finance LLC                                                                                  | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99686.44     | 0.01%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                                      | Tesla Sustainable Energy Trust, Series 2024-1A, Class A2                                        | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1188728 | PA      | $1193533.02   | 0.15%             | 2050-06-21      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                           | Towd Point Mortgage Trust, Series 2018-3, Class A1                                              | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532503 | PA      | $524717.79    | 0.07%             | 2058-05-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                           | Towd Point Mortgage Trust, Series 2019-HY2, Class A1                                            | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269702 | PA      | $274619.32    | 0.03%             | 2058-05-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                           | Towd Point Mortgage Trust, Series 2019-HY3, Class A1A                                           | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270530 | PA      | $270728.33    | 0.03%             | 2059-10-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                           | Towd Point Mortgage Trust, Series 2020-1, Class A1                                              | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1137253 | PA      | $1099410.00   | 0.14%             | 2060-01-25      | Variable      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                           | Towd Point Mortgage Trust, Series 2021-SJ2, Class A1A                                           | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $254813.56    | 0.03%             | 2061-12-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                 | Toyota Auto Receivables Owner Trust, Series 2025-B, Class A2B                                   | CUSIP: 89231HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3304709 | PA      | $3310061.82   | 0.41%             | 2028-03-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                           | Toyota Motor Credit Corp.                                                                       | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4765000 | PA      | $4780242.28   | 0.60%             | 2026-08-07      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                            | Toyota Lease Owner Trust, Series 2025-A, Class A2B                                              | CUSIP: 89239NAC9<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |   4591800 | PA      | $4593437.53   | 0.57%             | 2027-07-20      | Floating      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                 | Toyota Auto Receivables Owner Trust, Series 2024-D, Class A2B                                   | CUSIP: 89239TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    824439 | PA      | $824684.26    | 0.10%             | 2027-08-16      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                       | Trillium Credit Card Trust II, Series 2025-1A, Class A                                          | CUSIP: 89621ACC1<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | CA        |   2600000 | PA      | $2608459.36   | 0.33%             | 2030-09-26      | Floating      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XX Ltd.                                                | Trinitas CLO XX Ltd., Series 2022-20A, Class A1R                                                | CUSIP: 89640EAN8<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1197657.60   | 0.15%             | 2035-07-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XVII Ltd.                                              | Trinitas CLO XVII Ltd., Series 2021-17A, Class AR                                               | CUSIP: 89642JAL9<br>LEI: 254900E0LENORBQRRG46 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3499118.00   | 0.44%             | 2034-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Tulane University                                                   | University of Tulane, Series 2007C                                                              | CUSIP: 899062BQ5<br>LEI: N/A                  | Long             | STIV             | MUN               | US        |   1880000 | PA      | $1754331.59   | 0.22%             | 2036-02-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                                    | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $997799.50    | 0.12%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Inflation Linked Notes                                                            | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3010000 | PA      | $3237770.54   | 0.41%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd.                                           | Verdelite Static CLO Ltd., Series 2024-1A, Class A                                              | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1459925 | PA      | $1458598.25   | 0.18%             | 2032-07-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                | Verizon Master Trust, Series 2024-6, Class A1B                                                  | CUSIP: 92348KDF7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4019139.20   | 0.50%             | 2030-08-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                          | Verus Securitization Trust, Series 2023-5, Class A1                                             | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |    448283 | PA      | $449867.74    | 0.06%             | 2068-06-25      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                          | Verus Securitization Trust, Series 2023-1, Class A1                                             | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245908 | PA      | $245137.10    | 0.03%             | 2067-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                          | Verus Securitization Trust, Series 2024-1, Class A1                                             | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    902086 | PA      | $906474.89    | 0.11%             | 2069-01-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                     | Virginia Electric and Power Co., Series A                                                       | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2696000 | PA      | $2694742.32   | 0.34%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                          | VMware LLC                                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2459615.50   | 0.31%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | Volkswagen Group of America Finance LLC                                                         | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010364.00   | 0.13%             | 2026-09-12      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | Volkswagen Group of America Finance LLC                                                         | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1396257.15   | 0.17%             | 2026-08-14      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                       | Voya CLO Ltd., Series 2019-2A, Class AR                                                         | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2766834 | PA      | $2768499.89   | 0.35%             | 2032-07-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                       | WaMu Mortgage Pass-Through Certificates Trust, Series 2002-AR2, Class A                         | CUSIP: 929227LE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       314 | PA      | $306.89       | 0.00%             | 2034-02-27      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                       | WaMu Mortgage Pass-Through Certificates Trust, Series 2002-AR17, Class 1A                       | CUSIP: 929227XB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       697 | PA      | $674.89       | 0.00%             | 2042-11-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                       | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR13, Class A1A1                     | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14028 | PA      | $13638.05     | 0.00%             | 2045-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                       | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR15, Class A1A1                     | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6276 | PA      | $5933.11      | 0.00%             | 2045-11-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                       | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR1, Class A                         | CUSIP: 92922FLD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89210 | PA      | $90588.67     | 0.01%             | 2034-03-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                       | WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR3, Class A1A                       | CUSIP: 92925CDA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10488 | PA      | $9708.83      | 0.00%             | 2046-02-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                       | WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR7, Class 3A                        | CUSIP: 93363CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39683 | PA      | $36771.14     | 0.00%             | 2046-07-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                       | WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR15, Class 2A                       | CUSIP: 93363QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8576 | PA      | $7744.97      | 0.00%             | 2046-11-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                       | WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR1, Class A5                        | CUSIP: 939336PB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64110 | PA      | $63538.66     | 0.01%             | 2033-03-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                               | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001682.80   | 0.25%             | 2028-01-24      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                           | Westinghouse Air Brake Technologies Corp.                                                       | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    940000 | PA      | $934762.13    | 0.12%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                    | Weyerhaeuser Co.                                                                                | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1033153.45   | 0.13%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                                    | Weyerhaeuser Co.                                                                                | CUSIP: 969133AJ6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1250015.29   | 0.16%             | 2026-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                           | Williams Cos., Inc. (The)                                                                       | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503303.00   | 0.19%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                                 | Wind River CLO Ltd., Series 2016-1KRA, Class A1R3                                               | CUSIP: 97314DAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    298390 | PA      | $298394.28    | 0.04%             | 2034-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                                      | THL Credit Wind River CLO Ltd., Series 2017-3A, Class AR2                                       | CUSIP: 97316LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4003364.00   | 0.50%             | 2035-04-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                   | World Omni Auto Receivables Trust, Series 2024-C, Class A2A                                     | CUSIP: 98164NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175736 | PA      | $175936.68    | 0.02%             | 2028-01-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust                    | World Omni Automobile Lease Securitization Trust, Series 2024-A, Class A2B                      | CUSIP: 981946AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132464 | PA      | $132474.27    | 0.02%             | 2027-02-16      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                    | ABN AMRO Bank NV                                                                                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197549.54    | 0.02%             | 2027-06-16      | Variable      | 1.54%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                     | Goldman Sachs Group, Inc. (The)                                                                 | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300202.50    | 0.04%             | 2027-03-09      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                              | Standard Chartered plc                                                                          | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1498820.70   | 0.19%             | 2026-04-12      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                 | U.S. Treasury 5 Year Note                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       986 | NC      | $-205259.97   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets plc                                                 | NatWest Markets plc                                                                             | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501050.00    | 0.06%             | 2026-09-29      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                 | 3 Month SOFR                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       270 | NC      | $-64077.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | U.S. Treasury 2 Year Note                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1465 | NC      | $-125989.81   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | U.S. Treasury 10 Year Note                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2 | NC      | $388.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                     | Nissan Motor Acceptance Co. LLC                                                                 | CUSIP: N/A<br>LEI: 7D6DIU2QXTUJRFNNJA49       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974280.00    | 0.12%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                 | U.S. Treasury 10 Year Ultra Note                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -158 | NC      | $12471.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | U.S. Treasury Ultra Bond                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -99 | NC      | $115178.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer