# EDGAR Filing Document

**Accession Number:** 0001053425
**File Stem:** 0001752724-25-202961
**Filing Date:** 2025-8
**Character Count:** 145572
**Document Hash:** 591d17b988b1eb00dd20cc5ab3c3f9fa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-202961.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001752724-25-202961

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD SERIES FUND INC
- **CENTRAL INDEX KEY:** 0001053425

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08629
- **FILM NUMBER:** 251251563

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

## Series and Classes Contracts Data

### HARTFORD ULTRASHORT BOND HLS FUND (Series ID: S000003218)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000008622 | IA           | HUBAX           |
| C000008623 | IB           | HUBBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD SERIES FUND INC

- **b. Investment Company Act file number:** 811-08629

- **c. CIK number of Registrant:** 0001053425

- **d. LEI of Registrant:** L2SH4E1KCLEHYZJ8SW12

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** HARTFORD ULTRASHORT BOND HLS FUND

- **b. EDGAR series identifier (if any):** S000003218

- **c. LEI of Series:** 549300MGYSKEXXKZGP29

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $513807168.79

**Total Liabilities:** $4892430.60

**Net Assets:** $508914738.19

**Delayed Delivery Securities:** $1300000.00

**Cash Not Reported:** $228293.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3519.35000000 | **1-Year:** -18144.11000000 | **5-Year:** -4315.92000000 | **10-Year:** -2173.54000000 | **30-Year:** -835.95000000

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

- **3-Month:** -1.35000000 | **1-Year:** -25.46000000 | **5-Year:** -147.47000000 | **10-Year:** -856.19000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000008622 | 0.38%                | 0.28%                | 0.47%                |
| Class ID C000008623 | 0.38%                | 0.19%                | 0.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6655.67                 | $362609.99                                 |
| Month 2  | $4954.76                 | $-756170.56                                |
| Month 3  | $-846.48                 | $661199.62                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury                                 | U.S. Treasury Notes                                                         | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27625000 | PA      | $26819990.37  | 5.27%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                           | CUSIP: 3136AAL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291146 | PA      | $278420.99    | 0.05%             | 2041-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2025-A                                         | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2495000 | PA      | $2498045.65   | 0.49%             | 2027-12-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2021-NQM1                                   | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211339 | PA      | $189150.47    | 0.04%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                  | Huntington Auto Trust 2024-1                                                | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318009 | PA      | $318385.40    | 0.06%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-P1                                      | CUSIP: 14688NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187045 | PA      | $187245.53    | 0.04%             | 2027-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                               | Principal Life Global Funding II                                            | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483420.20   | 0.29%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                | BMW Vehicle Owner Trust 2025-A                                              | CUSIP: 096924AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1857000 | PA      | $1857004.64   | 0.36%             | 2027-10-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-C                                                | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146068 | PA      | $146192.18    | 0.03%             | 2026-11-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                  | Truist Financial Corp                                                       | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1255142.55   | 0.25%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                             | FIXED INC CLEARING CORP.REPO                                                | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     59796 | PA      | $59796.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                    | CUSIP: 38377YH94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1988396 | PA      | $1867260.31   | 0.37%             | 2040-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | Gm Financial Automobile Leasing Trust 2025-2                                | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1122120.72   | 0.22%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                      | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1304679.25   | 0.26%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                                     | CUSIP: 233853AS9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    875000 | PA      | $875853.20    | 0.17%             | 2025-08-08      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                   | Royal Bank of Canada                                                        | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $883549.75    | 0.17%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                               | Manufacturers & Traders Trust Co                                            | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2309989.17   | 0.45%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust 2023-B                                                | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252865 | PA      | $254887.27    | 0.05%             | 2032-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                | BMW Vehicle Lease Trust 2025-1                                              | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $801696.24    | 0.16%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                 | Goldman Sachs Bank USA/New York NY                                          | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1688823.84   | 0.33%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                                      | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1225000 | PA      | $1234938.38   | 0.24%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                    | PFS Financing Corp                                                          | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1113487.10   | 0.22%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2024-2                                    | CUSIP: 37964VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385557 | PA      | $386074.57    | 0.08%             | 2027-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2024-1                                                | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340000 | PA      | $1342790.01   | 0.26%             | 2031-05-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                                                 | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2578837.27   | 0.51%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                   | Bayer US Finance LLC                                                        | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    460000 | PA      | $467505.37    | 0.09%             | 2026-11-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2021-2                                  | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161783 | PA      | $150289.59    | 0.03%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                           | CUSIP: 31398NY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821171 | PA      | $816473.73    | 0.16%             | 2040-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-HX1 Mortgage Loan Trust                                           | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1377833 | PA      | $1182454.69   | 0.23%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                             | MFA 2021-NQM2 Trust                                                         | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390292 | PA      | $343689.01    | 0.07%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                              | DLLAA 2025-1 LLC                                                            | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2210000 | PA      | $2214160.55   | 0.44%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-B                              | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $727476.53    | 0.14%             | 2027-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2021-2                             | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1031196 | PA      | $1021387.49   | 0.20%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                | Nissan Auto Lease Trust 2024-A                                              | CUSIP: 65481CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960166 | PA      | $961257.62    | 0.19%             | 2026-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 23 SECURE FUND                               | Consumers 2023 Securitization Funding LLC                                   | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    653907 | PA      | $658485.38    | 0.13%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                                | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $957886.57    | 0.19%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2024-2                               | CUSIP: 80286YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199885 | PA      | $200006.93    | 0.04%             | 2027-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                                         | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5125000 | PA      | $5101718.25   | 1.00%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                             | CUSIP: 3140XGQ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260486 | PA      | $258515.56    | 0.05%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                    | CUSIP: 38383WRD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8529778 | PA      | $8517267.35   | 1.67%             | 2043-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2023-P5                                      | CUSIP: 14687RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21265 | PA      | $21272.24     | 0.00%             | 2027-04-12      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                    | SG Residential Mortgage Trust 2021-1                                        | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1612593 | PA      | $1347809.87   | 0.26%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC                                     | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2537211.88   | 0.50%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-2                                              | CUSIP: 14320AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313406 | PA      | $313452.45    | 0.06%             | 2026-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2017-4                                            | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254935 | PA      | $248377.28    | 0.05%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                  | Toronto-Dominion Bank/The                                                   | CUSIP: 89115A2K7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $927860.21    | 0.18%             | 2026-01-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2023-1                   | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925477 | PA      | $1928266.70   | 0.38%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                    | Wells Fargo Bank NA                                                         | CUSIP: 94988J6H5<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1702757.94   | 0.33%             | 2026-01-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                              | Kubota Credit Owner Trust 2024-1                                            | CUSIP: 50117BAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785726 | PA      | $787516.75    | 0.15%             | 2027-01-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2021-NQM7 Trust                                                        | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464232 | PA      | $430051.11    | 0.08%             | 2066-08-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                            | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1915000 | PA      | $1924061.01   | 0.38%             | 2040-01-18      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust 2024-2                                               | CUSIP: 16144CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351425 | PA      | $352201.81    | 0.07%             | 2027-05-26      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                              | Kubota Credit Owner Trust 2023-2                                            | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008282.50   | 0.20%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                           | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   3360275 | NS      | $3360275.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2024-D                                         | CUSIP: 34535VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $615329.33    | 0.12%             | 2027-10-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables XI LLC                                   | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    161879 | PA      | $162211.25    | 0.03%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                             | GLS Auto Receivables Issuer Trust 2025-2                                    | CUSIP: 37989BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1909362 | PA      | $1909733.02   | 0.38%             | 2026-04-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                          | CUSIP: 3137AA6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50887 | PA      | $50704.21     | 0.01%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                         | Mercedes-Benz Auto Lease Trust 2024-B                                       | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $724794.90    | 0.14%             | 2028-02-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trust                        | WF Card Issuance Trust                                                      | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2260000 | PA      | $2277699.87   | 0.45%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                   | USB Auto Owner Trust 2025-1                                                 | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $481022.74    | 0.09%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                              | DLLAD 2021-1 LLC                                                            | CUSIP: 233262AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127650 | PA      | $127169.85    | 0.02%             | 2026-09-21      | Fixed         | 0.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                 | Morgan Stanley Bank NA                                                      | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1253519.26   | 0.25%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                 | Protective Life Global Funding                                              | CUSIP: 74368CBQ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1531706.34   | 0.30%             | 2026-01-06      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                               | Manufacturers & Traders Trust Co                                            | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1853611.83   | 0.36%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2021-NQM3                               | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1106503 | PA      | $967716.46    | 0.19%             | 2056-11-27      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                  | CCG Receivables Trust 2023-1                                                | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480082 | PA      | $482569.06    | 0.09%             | 2030-09-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                      | GreatAmerica Leasing Receivables Funding LLC Series 2024-1                  | CUSIP: 39154TCH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    823385 | PA      | $824913.06    | 0.16%             | 2026-08-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                      | GLS Auto Select Receivables Trust 2023-2                                    | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459170 | PA      | $462675.94    | 0.09%             | 2028-06-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2024-B                                           | CUSIP: 12627SAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    793203 | PA      | $794644.59    | 0.16%             | 2028-01-18      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                             | MMAF Equipment Finance LLC 2023-A                                           | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442008 | PA      | $443280.10    | 0.09%             | 2026-11-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                                      | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1397351.52   | 0.27%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust       | World Omni Automobile Lease Securitization Trust 2025-A                     | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $661514.04    | 0.13%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                    | CUSIP: 38383UB82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    515970 | PA      | $509357.85    | 0.10%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                 | John Deere Owner Trust 2024-C                                               | CUSIP: 477911AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    686416 | PA      | $685736.33    | 0.13%             | 2027-08-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                        | DTE Electric Co                                                             | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    815000 | PA      | $816123.76    | 0.16%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                            | Rad CLO 7 Ltd                                                               | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2753437.50   | 0.54%             | 2036-04-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                               | FirstEnergy Pennsylvania Electric Co                                        | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501136.20    | 0.10%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Race Point CLO Ltd                                     | Race Point IX CLO Ltd                                                       | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-CBDO         | CORP              | KY        |    255785 | PA      | $255715.44    | 0.05%             | 2030-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2017-6                                  | CUSIP: 64830BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321588 | PA      | $312209.74    | 0.06%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding 2023-1 LLC                                            | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318222 | PA      | $320786.58    | 0.06%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2025-2 LLC                                       | CUSIP: 29375TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    686165 | PA      | $686306.12    | 0.13%             | 2026-05-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                     | Bank of America NA                                                          | CUSIP: 06428CAC8<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001613.46   | 0.39%             | 2025-08-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                              | Dllad 2024-1 LLC                                                            | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414376 | PA      | $416241.41    | 0.08%             | 2027-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-2 LLC                                       | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1018775 | PA      | $1023307.87   | 0.20%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                    | CNH Equipment Trust 2025-A                                                  | CUSIP: 12674BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1659088.99   | 0.33%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2023-3 LLC                                       | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2080228 | PA      | $2111466.07   | 0.41%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1913213.65   | 0.38%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                           | CUSIP: 3136A0SC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98133 | PA      | $97601.90     | 0.02%             | 2026-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                               | Madison Park Funding XXIV Ltd                                               | CUSIP: 55820NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    536718 | PA      | $536817.60    | 0.11%             | 2029-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                                       | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $1253243.00   | 0.25%             | 2026-01-26      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables XIII LLC                                 | CUSIP: 03237CAB8<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |   1568451 | PA      | $1581842.77   | 0.31%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                              | Kubota Credit Owner Trust 2025-1                                            | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2735000 | PA      | $2742661.28   | 0.54%             | 2027-12-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2024-A                                         | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2104252.92   | 0.41%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                              | Spire Inc                                                                   | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003471.26   | 0.20%             | 2026-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                   | FREMF 2015-K49 Mortgage Trust                                               | CUSIP: 30287TAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2491369.75   | 0.49%             | 2048-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                                         | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20500000 | PA      | $20445057.13  | 4.02%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                         | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25600000 | PA      | $25188750.08  | 4.95%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2024-A                                         | CUSIP: 345290AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14026 | PA      | $14030.27     | 0.00%             | 2026-07-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-2                                              | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1705612.89   | 0.34%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                  | Gray Oak Pipeline LLC                                                       | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1092746.67   | 0.21%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2024-A                              | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1504099.65   | 0.30%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2020-2R Mortgage Loan Trust                                            | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265905 | PA      | $248482.15    | 0.05%             | 2065-10-26      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                         | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11600000 | PA      | $11314531.19  | 2.22%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                    | Nissan Auto Receivables 2025-A Owner Trust                                  | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1805000 | PA      | $1823152.16   | 0.36%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2022-A                                    | CUSIP: 98164GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2655842.31   | 0.52%             | 2028-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust 2025-A                                                | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $578732.64    | 0.11%             | 2034-01-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                                  | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1606817.28   | 0.32%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust                                  | USAA Auto Owner Trust 2024-A                                                | CUSIP: 90327VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1774979.85   | 0.35%             | 2029-12-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2019-INV3                                        | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77068 | PA      | $76316.27     | 0.01%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                               | Lincoln Financial Global Funding                                            | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1207428.64   | 0.24%             | 2028-05-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                        | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    925000 | PA      | $927464.52    | 0.18%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                    | Volkswagen Auto Loan Enhanced Trust 2024-1                                  | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230735 | PA      | $1231842.54   | 0.24%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-4 LLC                                       | CUSIP: 29374MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155648 | PA      | $155677.76    | 0.03%             | 2025-10-21      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2022-A                                       | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    735000 | PA      | $728648.28    | 0.14%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                                  | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $945318.38    | 0.19%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust 2024-1                                      | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232831 | PA      | $233014.42    | 0.05%             | 2026-10-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                           | CUSIP: 3136AE5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793334 | PA      | $788734.69    | 0.15%             | 2041-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2024-3                                  | CUSIP: 30165AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148827 | PA      | $148908.00    | 0.03%             | 2027-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                         | Mercedes-Benz Auto Lease Trust 2023-A                                       | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485959 | PA      | $486045.22    | 0.10%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                    | DT Auto Owner Trust 2023-3                                                  | CUSIP: 23345WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33774 | PA      | $33799.07     | 0.01%             | 2027-08-16      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust                           | Tesla Electric Vehicle Trust 2023-1                                         | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    522206 | PA      | $522992.58    | 0.10%             | 2026-12-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-5 Mortgage Loan Trust                                             | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    796860 | PA      | $716650.87    | 0.14%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2021-NQM3                                   | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771319 | PA      | $720011.48    | 0.14%             | 2060-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                        | M&T Bank Auto Receivables Trust 2025-1                                      | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $495643.70    | 0.10%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                  | CCG Receivables Trust 2025-1                                                | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $415820.66    | 0.08%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust            | Porsche Financial Auto Securitization Trust 2023-2                          | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858219 | PA      | $864743.24    | 0.17%             | 2029-01-22      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2020-1                                  | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27334 | PA      | $26097.16     | 0.01%             | 2050-02-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                                                 | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000502.57   | 0.20%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                            | Southern Co/The                                                             | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001083.76   | 0.20%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                            | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1069937 | PA      | $1076935.59   | 0.21%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | Citibank NA                                                                 | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1636153.48   | 0.32%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                              | Kubota Credit Owner Trust 2025-2                                            | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $380186.43    | 0.07%             | 2028-04-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2024-A                              | CUSIP: 448988AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421634 | PA      | $422037.19    | 0.08%             | 2026-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                             | Flagship Credit Auto Trust 2023-3                                           | CUSIP: 33846BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99959 | PA      | $100041.45    | 0.02%             | 2027-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                       | Georgia Power Co                                                            | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2621377.50   | 0.52%             | 2026-09-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                           | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1261672.78   | 0.25%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                 | Williams Cos Inc/The                                                        | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1709688.67   | 0.34%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                | American Electric Power Co Inc                                              | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250987.43   | 0.25%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                    | CUSIP: 38379CVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3851448 | PA      | $3719233.20   | 0.73%             | 2039-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2022-3 LLC                                       | CUSIP: 29374FAB9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     83993 | PA      | $83912.33     | 0.02%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust               | Capital One Prime Auto Receivables Trust 2024-1                             | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268871 | PA      | $268940.91    | 0.05%             | 2027-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                | BPCE SA                                                                     | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1125000 | PA      | $1141066.46   | 0.22%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                  | Rio Tinto Finance USA PLC                                                   | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2275000 | PA      | $2286998.42   | 0.45%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                                     | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    565000 | PA      | $566689.69    | 0.11%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                            | Daimler Trucks Retail Trust 2024-1                                          | CUSIP: 233874AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206614 | PA      | $206858.65    | 0.04%             | 2026-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                     | UBS AG/Stamford CT                                                          | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1575000 | PA      | $1587803.93   | 0.31%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                   | Porsche Innovative Lease Owner Trust 2024-1                                 | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2575000 | PA      | $2582901.90   | 0.51%             | 2027-11-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust 2024-B                                             | CUSIP: 891943AB8<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |    333451 | PA      | $332924.43    | 0.07%             | 2027-02-22      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                            | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    212644 | PA      | $213826.46    | 0.04%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                                         | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30375000 | PA      | $29603467.71  | 5.82%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                                 | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1752429.68   | 0.34%             | 2026-08-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-1                            | CUSIP: 78435VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66833 | PA      | $66869.53     | 0.01%             | 2027-06-21      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust                             | BofA Auto Trust 2025-1                                                      | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $405243.93    | 0.08%             | 2027-11-22      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2078202.12   | 0.41%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2023-4                   | CUSIP: 379930AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122957 | PA      | $123085.72    | 0.02%             | 2026-11-16      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD                   | Octagon Investment Partners XVII Ltd                                        | CUSIP: 67590GBG3<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    189673 | PA      | $189651.92    | 0.04%             | 2031-01-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                                          | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2190000 | PA      | $2216190.65   | 0.44%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2024-NQM13 Trust                                                        | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |    357715 | PA      | $356319.10    | 0.07%             | 2064-06-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                | Australia & New Zealand Banking Group Ltd                                   | CUSIP: 05253MXZ2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |   3250000 | PA      | $3250000.00   | 0.64%             | 2025-08-27      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                                        | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1293154.78   | 0.25%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                         | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36690000 | PA      | $36679609.39  | 7.21%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables XII LLC                                  | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |    965954 | PA      | $975303.83    | 0.19%             | 2029-12-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2024-1                             | CUSIP: 023947AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    987603 | PA      | $989816.25    | 0.19%             | 2028-02-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-6                                           | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914424 | PA      | $798633.70    | 0.16%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust 2024-2                                      | CUSIP: 17331XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    417619 | PA      | $418179.09    | 0.08%             | 2026-11-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                     | Diageo Capital PLC                                                          | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $731277.66    | 0.14%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2022-2 Owner Trust                                   | CUSIP: 43815PAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $298711.65    | 0.06%             | 2028-12-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                        | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    775000 | PA      | $790833.66    | 0.16%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                                           | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506632.63   | 0.30%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                           | CUSIP: 31398MTQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55990 | PA      | $55727.63     | 0.01%             | 2039-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                    | CNH Equipment Trust 2024-C                                                  | CUSIP: 18978GAB0<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   1812664 | PA      | $1810282.78   | 0.36%             | 2028-02-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                 | Tesla Auto Lease Trust 2024-A                                               | CUSIP: 88166VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103213 | PA      | $103267.72    | 0.02%             | 2026-06-22      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                                     | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1584898.83   | 0.31%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                                       | CUSIP: 06675DCD2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $999863.14    | 0.20%             | 2025-07-13      | Fixed         | 4.52%                 | No            |                  2 | On Loan: —       |
| Westlake Flooring Master Trust                         | Westlake Flooring Master Trust                                              | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $271010.96    | 0.05%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2025-A                                                | CUSIP: 78437KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $660271.39    | 0.13%             | 2027-04-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables 2025-B Owner Trust                                  | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1005000 | PA      | $1006498.96   | 0.20%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust               | Capital One Prime Auto Receivables Trust 2022-1                             | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422128 | PA      | $420268.85    | 0.08%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2023-1                                              | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    476129 | PA      | $476626.12    | 0.09%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                      | GreatAmerica Leasing Receivables Funding LLC Series 2023-1                  | CUSIP: 39154TCB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113601 | PA      | $113660.96    | 0.02%             | 2026-02-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                                                 | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1602607.76   | 0.31%             | 2027-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                          | CUSIP: 3137F4XX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1018753 | PA      | $1013696.00   | 0.20%             | 2037-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust               | Capital One Prime Auto Receivables Trust 2023-1                             | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1708634 | PA      | $1712913.06   | 0.34%             | 2028-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust 2023-A                                                | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291780 | PA      | $292297.93    | 0.06%             | 2032-02-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                               | Dext ABS 2023-2 LLC                                                         | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    831794 | PA      | $838699.58    | 0.16%             | 2034-05-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39, LTD.                   | Octagon Investment Partners 39 Ltd                                          | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1067478 | PA      | $1067421.05   | 0.21%             | 2030-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2025-2 Owner Trust                                   | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $729317.16    | 0.14%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                                         | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6075000 | PA      | $6064994.84   | 1.19%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                         | GMF Floorplan Owner Revolving Trust Series 2025-1                           | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2640000 | PA      | $2653867.13   | 0.52%             | 2029-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2022-2                             | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260849 | PA      | $260775.60    | 0.05%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                | BMW Vehicle Owner Trust 2023-A                                              | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1881043 | PA      | $1892221.87   | 0.37%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                              | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1228720.24   | 0.24%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                                       | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    875000 | PA      | $888274.73    | 0.17%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                          | CUSIP: 3137AAQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301202 | PA      | $299505.50    | 0.06%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust         | Foursight Capital Automobile Receivables Trust 2023-2                       | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438563 | PA      | $440601.59    | 0.09%             | 2028-05-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                        | BRAVO Residential Funding Trust 2021-NQM2                                   | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192827 | PA      | $184091.28    | 0.04%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                | Nationwide Building Society                                                 | CUSIP: 638602BP6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2030000 | PA      | $2029137.39   | 0.40%             | 2025-07-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                          | CUSIP: 3137F66V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    349081 | PA      | $325216.16    | 0.06%             | 2041-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                        | Residential Mortgage Loan Trust 2020-1                                      | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15666 | PA      | $15505.42     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                    | Emera US Finance LP                                                         | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1443042.81   | 0.28%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                                  | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    975000 | PA      | $974956.12    | 0.19%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                    | CUSIP: 38380WZN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    261743 | PA      | $252309.49    | 0.05%             | 2046-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-N1                                      | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104805 | PA      | $102733.21    | 0.02%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                 | Chase Auto Owner Trust 2024-1                                               | CUSIP: 16144BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217644 | PA      | $217930.70    | 0.04%             | 2027-04-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                              | Chesapeake Funding II LLC                                                   | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    726214 | PA      | $729813.56    | 0.14%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2024-C                              | CUSIP: 448984AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2332160 | PA      | $2336246.58   | 0.46%             | 2027-03-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                               | International Flavors & Fragrances Inc                                      | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    699000 | PA      | $692222.28    | 0.14%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2023-2                                                | CUSIP: 44328UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67369 | PA      | $67422.64     | 0.01%             | 2031-01-21      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust       | World Omni Automobile Lease Securitization Trust 2024-A                     | CUSIP: 981946AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2525000 | PA      | $2559776.83   | 0.50%             | 2029-09-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust               | American Heritage Auto Receivables Trust 2024-1                             | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480016 | PA      | $480363.70    | 0.09%             | 2028-03-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables XV LLC                                   | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |   1315000 | PA      | $1322748.90   | 0.26%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2018-6                                            | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335693 | PA      | $332237.17    | 0.07%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                                   | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    725000 | PA      | $734214.78    | 0.14%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2024-1 Owner Trust                                   | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1939000 | PA      | $1955622.66   | 0.38%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                                         | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1300000.00   | 0.26%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                         | Apidos CLO XXXII                                                            | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   2721744 | PA      | $2720954.59   | 0.53%             | 2033-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                               | Equitable Financial Life Global Funding                                     | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1546094.87   | 0.30%             | 2025-12-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2025-A                                       | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1631276.73   | 0.32%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                              | DLLAA 2023-1 LLC                                                            | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72396 | PA      | $72480.72     | 0.01%             | 2026-07-20      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2024-2                   | CUSIP: 379931AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384521 | PA      | $385046.28    | 0.08%             | 2027-03-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                       | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    980000 | PA      | $986767.08    | 0.19%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust 2024-B                                             | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1624298.49   | 0.32%             | 2027-09-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                           | Stryker Corp                                                                | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1584529.16   | 0.31%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                | Cooperatieve Rabobank UA/NY                                                 | CUSIP: 21688ABM3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2575000 | PA      | $2591386.09   | 0.51%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables 2024-B Owner Trust                                  | CUSIP: 89237NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1733119 | PA      | $1736156.78   | 0.34%             | 2027-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                              | DLLST 2024-1 LLC                                                            | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126290 | PA      | $126384.81    | 0.02%             | 2026-01-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                            | Volkswagen Auto Lease Trust 2025-A                                          | CUSIP: 92868WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2280000 | PA      | $2285985.00   | 0.45%             | 2027-12-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                            | Nutrien Ltd                                                                 | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $582907.56    | 0.11%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2021-A                                       | CUSIP: 44933LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176760 | PA      | $176518.13    | 0.03%             | 2027-05-17      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                           | Voya CLO 2019-2 Ltd                                                         | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2484311 | PA      | $2486422.44   | 0.49%             | 2032-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                     | Pacific Life Global Funding II                                              | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1268316.44   | 0.25%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2020-2                                             | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    439439 | PA      | $416063.34    | 0.08%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-A                              | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1942128.84   | 0.38%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2019-AFC1 Trust                                                        | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    928615 | PA      | $897047.29    | 0.18%             | 2049-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2023-3                                | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1046687 | PA      | $1048503.53   | 0.21%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2022-4 LLC                                       | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    467618 | PA      | $469500.59    | 0.09%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                            | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    603617 | PA      | $611837.80    | 0.12%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                          | Volvo Financial Equipment LLC Series 2024-1                                 | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $811306.21    | 0.16%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                | Metropolitan Life Global Funding I                                          | CUSIP: 592179KD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1228253.94   | 0.24%             | 2026-01-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                          | CUSIP: 3137APJB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30368 | PA      | $30113.96     | 0.01%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                           | CUSIP: 31398MTP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130866 | PA      | $130316.15    | 0.03%             | 2039-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust 2025-B                                                | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $617305.64    | 0.12%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                                        | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1230116.02   | 0.24%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                    | CNH Equipment Trust 2024-A                                                  | CUSIP: 18978FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244230 | PA      | $244496.26    | 0.05%             | 2027-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Octagon Investments Partners 36, Ltd.                  | Octagon Investment Partners 36 Ltd                                          | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |    937167 | PA      | $937581.22    | 0.18%             | 2031-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                               | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008434.10   | 0.20%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust           | American Credit Acceptance Receivables Trust 2024-2                         | CUSIP: 02531BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283867 | PA      | $284016.99    | 0.06%             | 2027-02-12      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                               | Columbia Pipelines Holding Co LLC                                           | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $247986.51    | 0.05%             | 2026-08-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2023-N3                                      | CUSIP: 14686RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96099 | PA      | $96267.73     | 0.02%             | 2027-09-10      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2023-4 Owner Trust                                   | CUSIP: 438123AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150778 | PA      | $150912.45    | 0.03%             | 2026-06-22      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust Series 2023-P1                        | CUSIP: 96042UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225581 | PA      | $226275.38    | 0.04%             | 2027-02-16      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-4 Mortgage Loan Trust                                             | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1639631 | PA      | $1376354.19   | 0.27%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                   | Mercedes-Benz Auto Receivables Trust 2023-1                                 | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535333 | PA      | $535314.70    | 0.11%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                         | CPS Auto Receivables Trust 2024-A                                           | CUSIP: 22411CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58720 | PA      | $58777.66     | 0.01%             | 2027-09-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                       | ABN AMRO Bank NV                                                            | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1634843.52   | 0.32%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                     | BMW US Capital LLC                                                          | CUSIP: 05565ECP8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2658766.70   | 0.52%             | 2026-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-1 LLC                                       | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2644186 | PA      | $2663181.75   | 0.52%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                       | Bain Capital Credit CLO 2020-3 Ltd                                          | CUSIP: 05684CAW5<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | KY        |   2610000 | PA      | $2614322.16   | 0.51%             | 2034-10-23      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-4                                           | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |    354325 | PA      | $355764.66    | 0.07%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                                    | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $790569.10    | 0.16%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1210000 | PA      | $1231754.49   | 0.24%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN SYSTEMS                               | Northrop Grumman Systems Corp                                               | CUSIP: 538021AC0<br>LEI: 549300KYOZYCZII5OX23 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909954.70    | 0.18%             | 2026-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                               | PeaceHealth Obligated Group                                                 | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4091104.15   | 0.80%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                    | Nissan Auto Receivables 2022-A Owner Trust                                  | CUSIP: 65479QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2136000 | PA      | $2106773.97   | 0.41%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                 | Alliant Energy Finance LLC                                                  | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1325523.33   | 0.26%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                    | CUSIP: 38379CV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2601437 | PA      | $2509366.65   | 0.49%             | 2044-02-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                                         | CUSIP: 912797NU7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5525000 | PA      | $5412722.77   | 1.06%             | 2025-12-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                             | MFA 2020-NQM3 Trust                                                         | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171292 | PA      | $161056.34    | 0.03%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | Citibank NA                                                                 | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2418622.30   | 0.48%             | 2026-04-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2024-1                                         | CUSIP: 24702GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338095 | PA      | $338771.56    | 0.07%             | 2030-03-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2023-3                   | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4937522 | PA      | $4968682.71   | 0.98%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A               | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2710667.97   | 0.53%             | 2028-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                     | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1663251.48   | 0.33%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit               | Ford Credit Auto Owner Trust 2023-REV1                                      | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2536063.75   | 0.50%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                             | MMAF Equipment Finance LLC 2024-A                                           | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1306397 | PA      | $1309960.35   | 0.26%             | 2027-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                              | Kubota Credit Owner Trust 2023-2                                            | CUSIP: 500945AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359153 | PA      | $359529.62    | 0.07%             | 2026-07-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                                         | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    980000 | PA      | $981436.87    | 0.19%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp                                                 | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1403082.67   | 0.28%             | 2026-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                        | Citizens Auto Receivables Trust 2023-2                                      | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1736436 | PA      | $1749434.90   | 0.34%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust 2024-A                                             | CUSIP: 89238GAE1<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $656036.10    | 0.13%             | 2028-06-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                    | Wells Fargo Bank NA                                                         | CUSIP: 94988J6B8<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1750000.00   | 0.34%             | 2025-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM10 Trust                                                        | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |   1438000 | PA      | $1442861.88   | 0.28%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                         | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    925000 | PA      | $933334.33    | 0.18%             | 2027-01-12      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                                    | CUSIP: 38377YM49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1307893 | PA      | $1248261.53   | 0.25%             | 2041-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                                       | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1606814.00   | 0.32%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2025-2                   | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $390395.93    | 0.08%             | 2028-02-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                               | Toyota Motor Credit Corp                                                    | CUSIP: 89233GUU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | STIV             | CORP              | US        |   3300000 | PA      | $3289233.75   | 0.65%             | 2025-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                          | UBS AG/London                                                               | CUSIP: 902674ZZ6<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   2725000 | PA      | $2648789.46   | 0.52%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust                                              | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1165000 | PA      | $1167225.62   | 0.23%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                    | Elevance Health Inc                                                         | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    545000 | PA      | $545580.16    | 0.11%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                     | Elmwood CLO 15 Ltd                                                          | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1300000 | PA      | $1300000.00   | 0.26%             | 2035-04-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                   | Porsche Innovative Lease Owner Trust 2025-1                                 | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | PA      | $1049229.38   | 0.21%             | 2028-10-20      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                  | CCG Receivables Trust 2022-1                                                | CUSIP: 12511JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255005 | PA      | $254656.47    | 0.05%             | 2029-07-16      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Trust 2016-1 LLC                                              | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $170356.41    | 0.03%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MARS INC                                               | Mars Inc                                                                    | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2573880.54   | 0.51%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2023-1 LLC                                       | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291334 | PA      | $292249.22    | 0.06%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                                  | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    885000 | PA      | $886308.58    | 0.17%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                | Nissan Auto Lease Trust 2024-A                                              | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2509386.25   | 0.49%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                               | National Australia Bank Ltd/New York                                        | CUSIP: 63253QAA2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1225000 | PA      | $1228679.43   | 0.24%             | 2026-01-12      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                          | CUSIP: 3137F3TU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1363042 | PA      | $1331849.78   | 0.26%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                           | AutoZone Inc                                                                | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805053.34    | 0.16%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                                | NYSEG Storm Funding LLC                                                     | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2180625.30   | 0.43%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust 2024-A                                                | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241516 | PA      | $242592.97    | 0.05%             | 2032-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2021-NQM5 Trust                                                        | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350128 | PA      | $1976039.52   | 0.39%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2022-B                                         | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2450000 | PA      | $2442536.57   | 0.48%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                         | Mercedes-Benz Auto Lease Trust 2025-A                                       | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | PA      | $601756.88    | 0.12%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust     | GM Financial Consumer Automobile Receivables Trust 2024-1                   | CUSIP: 36268GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81221 | PA      | $81290.88     | 0.02%             | 2027-02-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                      | Bunker Hill Loan Depositary Trust 2019-3                                    | CUSIP: 12062BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84034 | PA      | $82973.17     | 0.02%             | 2059-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | Ellington Financial Mortgage Trust 2021-2                                   | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358173 | PA      | $299061.78    | 0.06%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                             | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1180000 | PA      | $1183631.08   | 0.23%             | 2026-09-22      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2018-1 Trust                                                            | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23563 | PA      | $23102.58     | 0.00%             | 2057-06-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | Ellington Financial Mortgage Trust 2019-2                                   | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32357 | PA      | $30701.50     | 0.01%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                             | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1226604.46   | 0.24%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                          | Volvo Financial Equipment LLC Series 2025-1                                 | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $395231.19    | 0.08%             | 2027-11-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-N1                                      | CUSIP: 14687QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127115 | PA      | $127184.66    | 0.02%             | 2027-04-12      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2024-2                                              | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950773 | PA      | $953160.46    | 0.19%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                                     | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003919.80   | 0.20%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2020-3 Mortgage Loan Trust                                             | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36361 | PA      | $35450.77     | 0.01%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                          | CUSIP: 3137A3JT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34409 | PA      | $34219.88     | 0.01%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                           | CUSIP: 31397ND77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278943 | PA      | $276964.96    | 0.05%             | 2038-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                 | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276105.56    | 0.05%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2023-2 LLC                                       | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667505 | PA      | $671501.71    | 0.13%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                               | Enterprise Products Operating LLC                                           | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    925000 | PA      | $927081.71    | 0.18%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-2                            | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $931793.02    | 0.18%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                    | CNH Equipment Trust 2024-B                                                  | CUSIP: 18978JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234472 | PA      | $235108.11    | 0.05%             | 2027-10-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-A                                                | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    877849 | PA      | $880018.25    | 0.17%             | 2026-11-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-1                            | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540919 | PA      | $541146.55    | 0.11%             | 2028-05-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp                                         | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1585945.53   | 0.31%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                  | Westlake Automobile Receivables Trust 2024-1                                | CUSIP: 96043RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74500 | PA      | $74547.90     | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2022-B                                    | CUSIP: 98163QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2479762.75   | 0.49%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-16

**Name of Applicant:** HARTFORD SERIES FUND INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer