# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001410368-26-016293
**Filing Date:** 2026-2
**Character Count:** 369877
**Document Hash:** 25b8e45c1b9e85284a0399ad33b3d072
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-016293.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0001410368-26-016293

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHWESTERN MUTUAL SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000742212

**ORGANIZATION NAME:**
- **EIN:** 391603401
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 26664734

**BUSINESS ADDRESS:**
- **STREET 1:** 720 E WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4142992508

**MAIL ADDRESS:**
- **STREET 1:** 720 EAST WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTHWESTERN MUTUAL VARIABLE LIFE SERIES FUND INC
- **DATE OF NAME CHANGE:** 19940830

## Series and Classes Contracts Data

### Short-Term Bond Portfolio (Series ID: S000018233)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000050281 | Short-Term Bond Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHWESTERN MUTUAL SERIES FUND INC

- **b. Investment Company Act file number:** 811-03990

- **c. CIK number of Registrant:** 0000742212

- **d. LEI of Registrant:** 549300T1UBX7MDSNZA55

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

  - **Street Address 1:** 720 E WISCONSIN AVE

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-271-1444

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

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

- **b. EDGAR series identifier (if any):** S000018233

- **c. LEI of Series:** BEEDB5U9NNUVQYFFEL15

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $405688234.68

**Total Liabilities:** $3515706.61

**Net Assets:** $402172528.07

**Delayed Delivery Securities:** $3328547.30

**Cash Not Reported:** $6914070.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1547.88000000 | **1-Year:** -23398.89000000 | **5-Year:** -17836.66000000 | **10-Year:** -2198.03000000 | **30-Year:** -648.52000000

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

- **3-Month:** -118.52000000 | **1-Year:** -1251.87000000 | **5-Year:** -1074.89000000 | **10-Year:** -604.50000000 | **30-Year:** -255.98000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050281 | 0.29%                | 0.38%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $104329.77               | $-137140.67                                |
| Month 2  | $137825.59               | $315030.53                                 |
| Month 3  | $213523.81               | $-199521.23                                |

### Schedule of Portfolio Investments

| Name                                                   | Title                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES CORP/THE                                           | AES Corp/The                                                     | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    815000 | PA      | $814055.52    | 0.20%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                        | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189755.36    | 0.05%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                        | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206909.34    | 0.05%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                        | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401019.16    | 0.10%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                         | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205090.35    | 0.05%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    270000 | PA      | $275104.68    | 0.07%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    842000 | PA      | $864940.32    | 0.22%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust                                              | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $337265.71    | 0.08%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust                                              | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $357357.59    | 0.09%             | 2033-07-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust Series 2025-3                                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145454.27    | 0.04%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2025-X2                        | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    471075 | PA      | $471523.37    | 0.12%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                              | ALA Trust 2025-OANA                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $260974.53    | 0.06%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                         | Alinea CLO 2018-1 Ltd                                            | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5186 | PA      | $5185.36      | 0.00%             | 2031-07-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                         | Alinea CLO 2018-1 Ltd                                            | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249984.09    | 0.06%             | 2031-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2024-B                 | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145252 | PA      | $146658.63    | 0.04%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2024-B                 | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145252 | PA      | $146547.32    | 0.04%             | 2032-09-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2025-A                 | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207580 | PA      | $208635.79    | 0.05%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2025-B                 | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232476 | PA      | $233358.87    | 0.06%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2025-B                 | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260373 | PA      | $261932.05    | 0.07%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                     | Ally Bank Auto Credit-Linked Notes Series 2024-A                 | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118595 | PA      | $120642.37    | 0.03%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                            | ALLY AUTO RECEIVABLES TRUST 2023-A                               | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3682 | PA      | $3684.85      | 0.00%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                            | ALLY AUTO RECEIVABLES TRUST 2023-A                               | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165680 | PA      | $167187.61    | 0.04%             | 2034-01-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                            | Ameren Corp                                                      | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    323000 | PA      | $315266.89    | 0.08%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                | American Electric Power Co Inc                                   | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    675000 | PA      | $695720.51    | 0.17%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217497.31    | 0.05%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                              | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355907.67    | 0.09%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    625000 | PA      | $634589.35    | 0.16%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                 | American Honda Finance Corp                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    675000 | PA      | $704100.42    | 0.18%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                    | American Tower Corp                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    379000 | PA      | $375994.09    | 0.09%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                    | American Tower Corp                                              | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    931000 | PA      | $924674.87    | 0.23%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | AmeriCredit Automobile Receivables Trust 2021-2                  | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | PA      | $574190.17    | 0.14%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust               | Americredit Automobile Receivables Trust 2023-1                  | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $385962.81    | 0.10%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                            | Cencora Inc                                                      | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    124000 | PA      | $122901.12    | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                            | Cencora Inc                                                      | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    330000 | PA      | $334184.41    | 0.08%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                          | Amphenol Corp                                                    | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205384.13    | 0.05%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables X LLC                         | CUSIP: 03236VAF8<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $415282.16    | 0.10%             | 2028-12-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2021-1                                  | CUSIP: 03465CAA3<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    199993 | PA      | $175866.83    | 0.04%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2021-2                                  | CUSIP: 03465DAB9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     60456 | PA      | $52884.58     | 0.01%             | 2066-04-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2020-3                                  | CUSIP: 03465LAC9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     28256 | PA      | $27381.25     | 0.01%             | 2065-04-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2025-5                                  | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |    916984 | PA      | $925316.51    | 0.23%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO                                          | Anthelion CLO 2025-1 Ltd                                         | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $391474.06    | 0.10%             | 2036-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                   | Appalachian Power Co                                             | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    899000 | PA      | $890415.31    | 0.22%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                         | AptarGroup Inc                                                   | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196376.80    | 0.05%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                      | Arbys Funding LLC                                                | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994875 | PA      | $968985.87    | 0.24%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust 2024-B                                     | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221100 | PA      | $222691.46    | 0.06%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                               | Aspen Insurance Holdings Ltd                                     | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    255000 | PA      | $265835.91    | 0.07%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551110.07    | 0.14%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                            | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437085.55    | 0.11%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                            | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441645.90    | 0.11%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                  | Atlassian Corp                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220971.62    | 0.05%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                           | AutoZone Inc                                                     | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    430000 | PA      | $443473.19    | 0.11%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding 2024-1 LLC                                 | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $244338.14    | 0.06%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding 2023-1 LLC                                 | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140155 | PA      | $140849.74    | 0.04%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding 2023-1 LLC                                 | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $383492.98    | 0.10%             | 2030-12-16      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                         | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110303.41    | 0.03%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                         | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120953.22    | 0.03%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                         | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $106419.39    | 0.03%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC               | Avis Budget Rental Car Funding AESOP LLC                         | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99949.73     | 0.02%             | 2030-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                      | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    245000 | PA      | $244200.40    | 0.06%             | 2026-02-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    185000 | PA      | $192764.75    | 0.05%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    390000 | PA      | $403272.09    | 0.10%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                        | BAE Systems PLC                                                  | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $455388.98    | 0.11%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                   | BAT International Finance PLC                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $472377.30    | 0.12%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                   | BAT International Finance PLC                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $1017846.13   | 0.25%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                             | BINOM Securitization Trust 2021-INV1                             | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120885 | PA      | $112487.57    | 0.03%             | 2056-06-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                     | BMW US Capital LLC                                               | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    970000 | PA      | $979991.55    | 0.24%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer                    | BRE Grand Islander Timeshare Issuer 2019-A LLC                   | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103000 | PA      | $102347.46    | 0.03%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                              | BPR Trust 2021-TY                                                | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $449453.48    | 0.11%             | 2038-09-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2021-VIEW                                               | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $254690.28    | 0.06%             | 2036-06-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VOLT                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455000 | PA      | $455283.01    | 0.11%             | 2044-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VOLT                                               | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685000 | PA      | $687128.50    | 0.17%             | 2044-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                               | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $406689.47    | 0.10%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    415000 | PA      | $409705.89    | 0.10%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                             | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395190.77    | 0.10%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    760000 | PA      | $770081.93    | 0.19%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                | Bank of New York Mellon/The                                      | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    560000 | PA      | $569223.19    | 0.14%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2024-BNK47                                                  | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77219 | PA      | $78818.96     | 0.02%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                        | BANK5 2024-5YR9                                                  | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292775 | PA      | $295869.81    | 0.07%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2024-5YR11                                                 | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $339804.43    | 0.08%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2024-5YR12                                                 | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $567806.98    | 0.14%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2024-5YR12                                                 | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $235260.56    | 0.06%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                 | Banque Federative du Credit Mutuel SA                            | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $400233.43    | 0.10%             | 2026-01-26      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                            | Bacardi Ltd                                                      | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    969000 | PA      | $976231.01    | 0.24%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                     | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $565594.78    | 0.14%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                     | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $336848.59    | 0.08%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion Clo XV Ltd                                             | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   1322904 | PA      | $1321914.99   | 0.33%             | 2033-01-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion CLO X Ltd                                              | CUSIP: 07132JBN3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249532.59    | 0.06%             | 2035-01-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion CLO XII Ltd                                            | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250358.82    | 0.06%             | 2031-05-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion Clo XXI Ltd                                            | CUSIP: 07134WAS2<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250154.44    | 0.06%             | 2034-07-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                    | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    104267 | PA      | $104560.65    | 0.03%             | 2031-12-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                    | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    231548 | PA      | $231964.17    | 0.06%             | 2048-07-27      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                    | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    435311 | PA      | $435309.80    | 0.11%             | 2048-07-27      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                  | Becton Dickinson & Co                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    805000 | PA      | $815648.00    | 0.20%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-V19 Mortgage Trust                                | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $165268.06    | 0.04%             | 2058-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                       | Benchmark 2024-V8 Mortgage Trust                                 | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176645 | PA      | $179747.04    | 0.04%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2024-V11 Mortgage Trust                                | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $287418.01    | 0.07%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                               | Benchmark 2025-B41 Mortgage Trust                                | CUSIP: 081935AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181476 | PA      | $182106.15    | 0.05%             | 2068-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                             | BFLD Commercial Mortgage Trust 2025-5MW                          | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $156715.31    | 0.04%             | 2042-10-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                           | Blue Owl Asset Leasing Trust 2024-1 LLC                          | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206554 | PA      | $207347.58    | 0.05%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                           | Blue Owl Asset Leasing Trust 2024-1 LLC                          | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111264.67    | 0.03%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                   | BlueMountain CLO 2018-3 Ltd                                      | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    180259 | PA      | $180252.47    | 0.04%             | 2030-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                   | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    735000 | PA      | $743163.37    | 0.18%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2024-5C4 Mortgage Trust                                      | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $567624.46    | 0.14%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    420000 | PA      | $407178.47    | 0.10%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329371.87    | 0.08%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                          | Boeing Co/The                                                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    807000 | PA      | $827995.17    | 0.21%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                | Booz Allen Hamilton Inc                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $986422.36    | 0.25%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                | Booz Allen Hamilton Inc                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107473.00    | 0.03%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                | Brighthouse Financial Global Funding                             | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143434.62    | 0.04%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                      | Brown & Brown Inc                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217577.38    | 0.05%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                 | Bunge Ltd Finance Corp                                           | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198760.75    | 0.05%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                 | Bunge Ltd Finance Corp                                           | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606702.62    | 0.15%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-GPA3                           | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264877 | PA      | $265451.54    | 0.07%             | 2039-12-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-MDHS                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365311 | PA      | $365875.51    | 0.09%             | 2041-05-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-MDHS                           | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365311 | PA      | $366101.82    | 0.09%             | 2041-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-GW                                                 | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $591105.54    | 0.15%             | 2042-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-SLCT                           | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $189881.33    | 0.05%             | 2042-01-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-SLCT                           | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499197.90    | 0.12%             | 2042-01-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                      | CBRE Services Inc                                                | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212908.85    | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Centragas                                              | CENT 2025-CITY                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455000 | PA      | $460533.98    | 0.11%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                              | CIM Trust 2021-R6                                                | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72100 | PA      | $66895.97     | 0.02%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                    | COMM 2014-CCRE15 Mortgage Trust                                  | CUSIP: 12591RBD1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    151465 | PA      | $148960.25    | 0.04%             | 2047-02-10      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                        | CSL Finance PLC                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199775.53    | 0.05%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                  | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    386000 | PA      | $384045.24    | 0.10%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    345000 | PA      | $346142.58    | 0.09%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218540.13    | 0.05%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1023556.35   | 0.25%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                        | CVS Health Corp                                                  | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1176447.00   | 0.29%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2025-INV2 Mortgage Loan Trust                               | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |    373177 | PA      | $377074.06    | 0.09%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2025-4 Mortgage Loan Trust                                  | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |    190358 | PA      | $192619.64    | 0.05%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2025-10 Mortgage Loan Trust                                 | CUSIP: 12675XAD8<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |    368194 | PA      | $369479.30    | 0.09%             | 2070-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                     | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    615000 | PA      | $625653.76    | 0.16%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                | Canadian Natural Resources Ltd                                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $438800.57    | 0.11%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                               | Canadian Pacific Railway Co                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $308849.68    | 0.08%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                 | Canyon Capital CLO 2019-2 Ltd                                    | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $548988.58    | 0.14%             | 2034-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245718.75    | 0.06%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2023-2                                   | CUSIP: 142921AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $593168.65    | 0.15%             | 2028-11-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2023-2                                   | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $398242.53    | 0.10%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2024-1                                   | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $296139.74    | 0.07%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2023-3                                   | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $666646.03    | 0.17%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2023-3                                   | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $215009.80    | 0.05%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2024-2                                   | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103012.86    | 0.03%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | Carmax Select Receivables Trust 2024-A                           | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136964.33    | 0.03%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                        | Carmax Select Receivables Trust 2024-A                           | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $583060.87    | 0.14%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2024-3                                   | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $127321.66    | 0.03%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-N2                           | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $409951.77    | 0.10%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2024-N2                           | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $923923.73    | 0.23%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                               | Celanese US Holdings LLC                                         | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    445000 | PA      | $437891.13    | 0.11%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                           | Centene Corp                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $984492.86    | 0.24%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                    | Cheniere Energy Inc                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94839.02     | 0.02%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                               | Cheniere Corpus Christi Holdings LLC                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    547000 | PA      | $552289.76    | 0.14%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384806.70    | 0.10%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                      | Citigroup Mortgage Loan Trust Inc                                | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    203630 | PA      | $180105.68    | 0.04%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                      | Citigroup Mortgage Loan Trust Inc                                | CUSIP: 17328PAX1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    282819 | PA      | $248857.53    | 0.06%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 25                                   | CK Hutchison International 25 Ltd                                | CUSIP: 178909AA5<br>LEI: 25490034BP1Z4Y4HOG05 | Long             | DBT              | CORP              | KY        |    590000 | PA      | $588926.77    | 0.15%             | 2030-09-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                             | Clarus Capital Funding 2024-1 LLC                                | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51414 | PA      | $51598.65     | 0.01%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                             | Clarus Capital Funding 2024-1 LLC                                | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $155703.42    | 0.04%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                               | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    830000 | PA      | $815246.69    | 0.20%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                     | CNO Global Funding                                               | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    218000 | PA      | $220800.33    | 0.05%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                    | CNH Equipment Trust 2024-B                                       | CUSIP: 18978JAD0<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $248782.43    | 0.06%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                  | Coca-Cola Europacific Partners PLC                               | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194869.15    | 0.05%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-1 Mortgage Loan Trust                                  | CUSIP: 19688EAB4<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    177344 | PA      | $154962.15    | 0.04%             | 2066-06-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2024-INV4 Mortgage Loan Trust                               | CUSIP: 19688QAC5<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |    478261 | PA      | $483916.23    | 0.12%             | 2069-05-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2024-6 Mortgage Loan Trust                                  | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    487914 | PA      | $490278.25    | 0.12%             | 2069-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                               | Columbia Pipelines Holding Co LLC                                | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90826.77     | 0.02%             | 2026-08-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                           | Comcast Corp                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236266.63    | 0.06%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                     | Conagra Brands Inc                                               | CUSIP: 20600HA61<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |    885000 | PA      | $884413.78    | 0.22%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                         | CUSIP: 20754VAA5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    162224 | PA      | $162998.39    | 0.04%             | 2045-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                         | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    263548 | PA      | $263689.19    | 0.07%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                         | CUSIP: 20755JAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    283836 | PA      | $283919.67    | 0.07%             | 2045-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                               | Constellation Energy Generation LLC                              | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    163000 | PA      | $168160.23    | 0.04%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                       | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2275000 | PA      | $2269622.88   | 0.56%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae                                                       | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1045000 | PA      | $1055132.73   | 0.26%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                 | Cox Communications Inc                                           | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233758.62    | 0.06%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                 | Cox Communications Inc                                           | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212537.07    | 0.05%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                     | Credit Agricole SA                                               | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    330000 | PA      | $336964.96    | 0.08%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                   | Cross 2024-H6 Mortgage Trust                                     | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301961 | PA      | $302571.43    | 0.08%             | 2069-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                | Crown Castle Towers LLC                                          | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $174428.24    | 0.04%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                 | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    570000 | PA      | $569895.21    | 0.14%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                 | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     80000 | PA      | $79789.20     | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    615000 | PA      | $604829.26    | 0.15%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    580000 | PA      | $571645.00    | 0.14%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    285000 | PA      | $289453.50    | 0.07%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    395000 | PA      | $400745.88    | 0.10%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    295000 | PA      | $306107.37    | 0.08%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                      | Crown Castle Inc                                                 | CUSIP: 22823QAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |   1095000 | PA      | $1092193.08   | 0.27%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                     | CyrusOne Data Centers Issuer I LLC                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $736827.23    | 0.18%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                              | DLLAA 2023-1 LLC                                                 | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313459 | PA      | $316781.09    | 0.08%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                            | DBC 2025-DBC Mortgage Trust                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $610471.10    | 0.15%             | 2042-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                          | DTE Energy Co                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437447.66    | 0.11%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                          | DTE Energy Co                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298885.00    | 0.07%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                          | DTE Energy Co                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    410000 | PA      | $423028.50    | 0.11%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                              | DLLST 2024-1 LLC                                                 | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97749 | PA      | $98172.15     | 0.02%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                              | DLLST 2024-1 LLC                                                 | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40398.16     | 0.01%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                          | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165054.04    | 0.04%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                          | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191822.88    | 0.05%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                          | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350528.74    | 0.09%             | 2027-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                          | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    370000 | PA      | $371595.89    | 0.09%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                  | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    390000 | PA      | $396044.49    | 0.10%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    385000 | PA      | $388204.37    | 0.10%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                 | Darden Restaurants Inc                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    560000 | PA      | $562609.80    | 0.14%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                   | Deephaven Residential Mortgage Trust 2021-2                      | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83305 | PA      | $74880.18     | 0.02%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2023-3                              | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100825.50    | 0.03%             | 2029-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2024-1                              | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101636.87    | 0.03%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                | Dell International LLC / EMC Corp                                | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    540000 | PA      | $547691.26    | 0.14%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2025-1                              | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101561.36    | 0.03%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2024-2                              | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100948.48    | 0.03%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                           | Dell Equipment Finance Trust 2024-2                              | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $413492.30    | 0.10%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                    | Delta Air Lines Inc                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366473.93    | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                               | Dext ABS 2025-2 LLC                                              | CUSIP: 252153AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99961.20     | 0.02%             | 2036-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                     | Diageo Capital PLC                                               | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1080000 | PA      | $1078329.90   | 0.27%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                     | Diageo Capital PLC                                               | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1080000 | PA      | $1106472.78   | 0.28%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                 | Diamondback Energy Inc                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    455000 | PA      | $461576.31    | 0.11%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                    | Dollar General Corp                                              | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    632000 | PA      | $632940.85    | 0.16%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                    | Dollar General Corp                                              | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    347000 | PA      | $355668.11    | 0.09%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust 2025-2                              | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $194868.16    | 0.05%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 45 Senior Loan Fund                                       | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    515000 | PA      | $515863.02    | 0.13%             | 2030-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                       | Duke Energy Corp                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281508.09    | 0.07%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2024-INV2                                                   | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    408912 | PA      | $409130.09    | 0.10%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2024-INV2                                                   | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    232434 | PA      | $232830.12    | 0.06%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2025-INV4                                                   | CUSIP: 26846DAD6<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |    191336 | PA      | $191695.46    | 0.05%             | 2070-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                        | EMD Finance LLC                                                  | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1037275.23   | 0.26%             | 2028-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                      | EOG Resources Inc                                                | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326264.41    | 0.08%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                               | EQT Corp                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397715.05    | 0.10%             | 2026-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                   | ERAC USA Finance LLC                                             | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    735000 | PA      | $744617.78    | 0.19%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                   | ERAC USA Finance LLC                                             | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286804.81    | 0.07%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                               | Eagle Funding Luxco Sarl                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    680000 | PA      | $692641.20    | 0.17%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                               | eBay Inc                                                         | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1029384.36   | 0.26%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                   | Edison International                                             | CUSIP: 28103BAL6<br>LEI: 549300I7ROF15MAEVP56 | Long             | STIV             | CORP              | US        |    865000 | PA      | $862998.82    | 0.21%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2025-INV2                                                   | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    185807 | PA      | $187216.83    | 0.05%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2025-NQM6                                                   | CUSIP: 281916AE6<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $400184.96    | 0.10%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2025-INV5                                                   | CUSIP: 28224UAE4<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |    239074 | PA      | $239543.66    | 0.06%             | 2070-12-01      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2025-NQM5                                                   | CUSIP: 28225KAC9<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |    235795 | PA      | $236237.85    | 0.06%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                             | Elara HGV Timeshare Issuer 2023-A LLC                            | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94025 | PA      | $97250.85     | 0.02%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                             | Elara HGV Timeshare Issuer 2023-A LLC                            | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129101 | PA      | $133499.06    | 0.03%             | 2038-02-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                             | Elara HGV Timeshare Issuer 2019-A LLC                            | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49425 | PA      | $49147.21     | 0.01%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                               | Element Fleet Management Corp                                    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $361021.41    | 0.09%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                               | Element Fleet Management Corp                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $383255.58    | 0.10%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                     | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $233325.44    | 0.06%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $199666.55    | 0.05%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $181855.29    | 0.05%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                               | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    875000 | PA      | $889040.36    | 0.22%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                               | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329304.47    | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | Enel Finance International NV                                    | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    645000 | PA      | $636820.79    | 0.16%             | 2026-07-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | Enel Finance International NV                                    | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199644.33    | 0.05%             | 2028-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2023-2 LLC                            | CUSIP: 29375NAB1<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    179861 | PA      | $180861.09    | 0.04%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-3 LLC                            | CUSIP: 29375QAC2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152113.13    | 0.04%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                         | Enterprise Fleet Financing 2024-3 LLC                            | CUSIP: 29375QAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102324.06    | 0.03%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                               | Equitable America Global Funding                                 | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    465000 | PA      | $469705.14    | 0.12%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                               | Equitable America Global Funding                                 | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154759.49    | 0.04%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                               | Equitable America Global Funding                                 | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205829.38    | 0.05%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                            | Exelon Corp                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205631.68    | 0.05%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2022-4                       | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    701284 | PA      | $706692.02    | 0.18%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-5                       | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $465928.42    | 0.12%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-4                       | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135711.46    | 0.03%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2025-4                       | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $481276.13    | 0.12%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2023-1                       | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $81199.61     | 0.02%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust             | Exeter Select Automobile Receivables Trust 2025-1                | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $257308.90    | 0.06%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust             | Exeter Select Automobile Receivables Trust 2025-2                | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $141030.26    | 0.04%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust             | Exeter Select Automobile Receivables Trust 2025-2                | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $287524.39    | 0.07%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                 | Extra Space Storage LP                                           | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    595000 | PA      | $593145.63    | 0.15%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                            | Extended Stay America Trust 2025-ESH                             | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $230359.15    | 0.06%             | 2042-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801690.53    | 0.20%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                            | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13024 | PA      | $13634.82     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                            | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4431 | PA      | $4619.42      | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                            | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230961 | PA      | $217475.54    | 0.05%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                            | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       720 | PA      | $739.71       | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86548 | PA      | $89002.71     | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22155 | PA      | $21494.38     | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250798 | PA      | $215702.57    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274416 | PA      | $282780.10    | 0.07%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308613 | PA      | $317918.16    | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    433143 | PA      | $383817.82    | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1484338 | PA      | $1455886.36   | 0.36%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120173 | PA      | $117732.60    | 0.03%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471153 | PA      | $482129.41    | 0.12%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                            | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24965 | PA      | $23729.34     | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                            | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20457 | PA      | $21503.42     | 0.01%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Gold Pool                                            | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17598 | PA      | $18553.33     | 0.00%             | 2038-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55679 | PA      | $57838.05     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44103 | PA      | $43494.93     | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71377 | PA      | $68723.65     | 0.02%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468245 | PA      | $402474.76    | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31368HNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31319 | PA      | $31560.45     | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                | CUSIP: 3136AYQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125048 | PA      | $118514.74    | 0.03%             | 2047-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40450 | PA      | $41084.29     | 0.01%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.       | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137HAZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    312135 | PA      | $317532.38    | 0.08%             | 2030-06-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6120 | PA      | $6432.29      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57016 | PA      | $57368.27     | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3138EH4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31230 | PA      | $31081.17     | 0.01%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3138EHGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97675 | PA      | $100457.23    | 0.02%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3138EJ4B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49958 | PA      | $52838.79     | 0.01%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42605 | PA      | $41108.97     | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54187 | PA      | $53577.71     | 0.01%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19939 | PA      | $20728.04     | 0.01%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57509 | PA      | $59903.64     | 0.01%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2229 | PA      | $2327.16      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31402QVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       781 | PA      | $814.16       | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1400 | PA      | $1462.66      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33663 | PA      | $34968.09     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36070 | PA      | $37467.80     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140BYP65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243417 | PA      | $242812.71    | 0.06%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140EU4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160206 | PA      | $151652.90    | 0.04%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41338 | PA      | $38855.67     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140HMPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37402 | PA      | $37957.87     | 0.01%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140JLY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8477 | PA      | $8155.23      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103111 | PA      | $107513.59    | 0.03%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16836 | PA      | $16690.28     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116840 | PA      | $115950.80    | 0.03%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QA3Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62203 | PA      | $61639.77     | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24707 | PA      | $23730.09     | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7769 | PA      | $7475.20      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49773 | PA      | $48276.16     | 0.01%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15509 | PA      | $15294.97     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641319 | PA      | $548822.34    | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278541 | PA      | $280361.38    | 0.07%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370544 | PA      | $379449.09    | 0.09%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1712709 | PA      | $1712696.01   | 0.43%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293052 | PA      | $300110.09    | 0.07%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41294 | PA      | $42286.21     | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523376 | PA      | $539395.85    | 0.13%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184457 | PA      | $191020.70    | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1640310 | PA      | $1668145.41   | 0.41%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192986 | PA      | $197510.73    | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22196 | PA      | $22729.19     | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201346 | PA      | $213281.06    | 0.05%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140X4T22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14263 | PA      | $14460.74     | 0.00%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20690 | PA      | $20055.66     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39756 | PA      | $40881.46     | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516600 | PA      | $529014.74    | 0.13%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2070266 | PA      | $2074043.72   | 0.52%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140XRDC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755012 | PA      | $757025.37    | 0.19%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397135 | PA      | $413490.86    | 0.10%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    783626 | PA      | $797649.35    | 0.20%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140Y7H84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697425 | PA      | $701307.23    | 0.17%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140Y7LJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    506439 | PA      | $515770.33    | 0.13%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1033 | PA      | $1092.07      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31416BQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24659 | PA      | $25350.42     | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5442 | PA      | $5670.29      | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15711 | PA      | $15584.90     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22075 | PA      | $21902.03     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117700 | PA      | $116706.88    | 0.03%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31418C7G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17287 | PA      | $17490.71     | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236283 | PA      | $221964.14    | 0.06%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183374 | PA      | $149707.21    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102200 | PA      | $95100.19     | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164001 | PA      | $155735.90    | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1320734 | PA      | $1258300.44   | 0.31%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529906 | PA      | $531541.56    | 0.13%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784866 | PA      | $769093.89    | 0.19%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26777 | PA      | $27535.89     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28011 | PA      | $28214.62     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31425UTP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30686 | PA      | $31876.46     | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195001 | PA      | $200409.62    | 0.05%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58399 | PA      | $60664.22     | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31425YBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18725 | PA      | $19457.04     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254610 | PA      | $261839.25    | 0.07%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31427M6N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    671273 | PA      | $682680.69    | 0.17%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65880 | PA      | $67868.42     | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31427NWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    571787 | PA      | $595251.02    | 0.15%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31427PB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378762 | PA      | $384841.15    | 0.10%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31427QQL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17456 | PA      | $17502.20     | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                             | FedEx Corp                                                       | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    913000 | PA      | $911043.34    | 0.23%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                 | Federation des Caisses Desjardins du Quebec                      | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    263000 | PA      | $264714.85    | 0.07%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93063 | PA      | $95262.77     | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3142GS5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474850 | PA      | $477198.19    | 0.12%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2112058 | PA      | $2173107.59   | 0.54%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | Ellington Financial Mortgage Trust 2021-3                        | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126493 | PA      | $106678.74    | 0.03%             | 2066-09-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | Ellington Financial Mortgage Trust 2019-2                        | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22238 | PA      | $21631.96     | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                         | Finance of America HECM Buyout 2024-HB1                          | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25636 | PA      | $25630.52     | 0.01%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                               | FirstEnergy Transmission LLC                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156199.55    | 0.04%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                       | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    369000 | PA      | $368068.23    | 0.09%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213345.53    | 0.05%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                       | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338427.10    | 0.08%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485027.92    | 0.12%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                             | Fiserv Inc                                                       | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296912.62    | 0.07%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                       | FirstEnergy Corp                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    678000 | PA      | $675295.01    | 0.17%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                | Flagstar Mortgage Trust 2020-1NV                                 | CUSIP: 33851YAL0<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     82144 | PA      | $78653.28     | 0.02%             | 2050-03-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2023-A                              | CUSIP: 344928AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $914246.93    | 0.23%             | 2029-01-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                       | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $155621.74    | 0.04%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                       | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $246111.20    | 0.06%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                       | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $443060.16    | 0.11%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust               | Ford Credit Floorplan Master Owner Trust A                       | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $284514.13    | 0.07%             | 2029-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2023-B                              | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $286302.51    | 0.07%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    485000 | PA      | $491040.88    | 0.12%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                         | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    385000 | PA      | $387091.78    | 0.10%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                         | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306959.21    | 0.08%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit Bsl VII Ltd                                      | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     94057 | PA      | $94046.64     | 0.02%             | 2032-07-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit Bsl VII Ltd                                      | CUSIP: 34956NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $460229.47    | 0.11%             | 2032-07-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit Bsl VII Ltd                                      | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    585000 | PA      | $586050.65    | 0.15%             | 2032-07-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                           | Fortinet Inc                                                     | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    675000 | PA      | $670495.47    | 0.17%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                    | Fortive Corp                                                     | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    538000 | PA      | $535837.57    | 0.13%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit BSL VIII Ltd                                     | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    160748 | PA      | $160725.57    | 0.04%             | 2032-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit BSL VIII Ltd                                     | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $570359.03    | 0.14%             | 2032-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit BSL IX Ltd                                       | CUSIP: 34962XAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    590000 | PA      | $593126.07    | 0.15%             | 2033-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit BSL XV Ltd                                       | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |    460000 | PA      | $460228.43    | 0.11%             | 2033-10-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit BSL XVIII Ltd                                    | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250882.19    | 0.06%             | 2036-04-23      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                               | Fortitude Group Holdings LLC                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    570000 | PA      | $593703.92    | 0.15%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                               | Fortitude Global Funding                                         | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390076.87    | 0.10%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209174.93    | 0.05%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206438.91    | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2023-HQA3                          | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |    147854 | PA      | $149194.01    | 0.04%             | 2043-11-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2021-DNA5                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     60938 | PA      | $61109.45     | 0.02%             | 2034-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2021-DNA7                          | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     33414 | PA      | $33382.37     | 0.01%             | 2041-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2021-DNA7                          | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $377794.20    | 0.09%             | 2041-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2022-DNA5                          | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    235510 | PA      | $239938.54    | 0.06%             | 2042-06-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2024-HQA1                          | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    660517 | PA      | $662475.38    | 0.16%             | 2044-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA1                          | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |     99000 | PA      | $99000.14     | 0.02%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac Stacr Remic Trust 2025-Dna3                          | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    379031 | PA      | $379647.63    | 0.09%             | 2045-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA4                          | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    545750 | PA      | $546433.93    | 0.14%             | 2045-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2025-DNA4                          | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    199500 | PA      | $199656.48    | 0.05%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                   | Freeport-McMoRan Inc                                             | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183043.99    | 0.05%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                   | Freeport-McMoRan Inc                                             | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    153000 | PA      | $152529.41    | 0.04%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                   | Freeport-McMoRan Inc                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95029.34     | 0.02%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                    | Frontier Issuer LLC                                              | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $489017.58    | 0.12%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                    | Frontier Issuer LLC                                              | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $113412.65    | 0.03%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    805000 | PA      | $807988.09    | 0.20%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                          | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    535000 | PA      | $548248.71    | 0.14%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                              | GATX Corp                                                        | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358114.86    | 0.09%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                              | GATX Corp                                                        | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    213000 | PA      | $212236.96    | 0.05%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                              | GATX Corp                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395556.08    | 0.10%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2019-NQM2 Trust                                             | CUSIP: 36167FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63445 | PA      | $62741.91     | 0.02%             | 2060-01-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2025-NQM1 Trust                                             | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277406 | PA      | $279196.95    | 0.07%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2428 | PA      | $2296.25      | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33173 | PA      | $31182.52     | 0.01%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       427 | PA      | $397.54       | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25568 | PA      | $23794.29     | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28038 | PA      | $26036.19     | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    374833 | PA      | $340897.58    | 0.08%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20447 | PA      | $20838.75     | 0.01%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104514 | PA      | $106813.60    | 0.03%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15949 | PA      | $16485.66     | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8428 | PA      | $8676.71      | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110372 | PA      | $113361.61    | 0.03%             | 2049-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118452 | PA      | $113391.46    | 0.03%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    869486 | PA      | $799516.88    | 0.20%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159916 | PA      | $152336.82    | 0.04%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 3617G1SL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47396 | PA      | $45029.62     | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 3617MHSU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11726 | PA      | $11143.11     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 3617MHSV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17063 | PA      | $16207.10     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 3617MHSW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4086 | PA      | $3878.81      | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 3617MLYC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9580 | PA      | $9096.26      | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 3617MLYN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40737 | PA      | $38703.53     | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 3617MRJ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16239 | PA      | $15416.43     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 3617MRJ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19327 | PA      | $18333.69     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 3617N3MD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38658 | PA      | $36670.98     | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 3617N3ME3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29265 | PA      | $27748.38     | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                         | GMF Floorplan Owner Revolving Trust                              | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $217948.53    | 0.05%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| General Motors                                         | GMF Floorplan Owner Revolving Trust                              | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $531920.13    | 0.13%             | 2029-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36202D4N8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113268 | PA      | $114761.29    | 0.03%             | 2034-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36202ENN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28939 | PA      | $29981.53     | 0.01%             | 2037-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133811 | PA      | $134709.40    | 0.03%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62836 | PA      | $58862.56     | 0.01%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae I Pool                                                | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82806 | PA      | $86314.35     | 0.02%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                    | GS Mortgage-Backed Securities Trust 2022-GR2                     | CUSIP: 36250BAE6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      1522 | PA      | $1511.25      | 0.00%             | 2044-07-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                     | Galton Funding Mortgage Trust 2017-1                             | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17280 | PA      | $15724.89     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                  | Galton Funding Mortgage Trust 2020-H1                            | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $239132.44    | 0.06%             | 2060-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                     | Galton Funding Mortgage Trust 2019-1                             | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18481 | PA      | $17979.95     | 0.00%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                     | Galton Funding Mortgage Trust 2019-1                             | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8040 | PA      | $7628.95      | 0.00%             | 2059-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                     | Galton Funding Mortgage Trust 2019-H1                            | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $248043.95    | 0.06%             | 2059-10-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                            | Gartner Inc                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    435000 | PA      | $433593.12    | 0.11%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                  | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301042.04    | 0.07%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                  | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    393000 | PA      | $399435.85    | 0.10%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                  | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    373000 | PA      | $379472.88    | 0.09%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                  | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    780000 | PA      | $794376.96    | 0.20%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr      | GM Financial Consumer Automobile Receivables Trust 2023-1        | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $156263.10    | 0.04%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1072107.14   | 0.27%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    590000 | PA      | $609379.98    | 0.15%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392736.35    | 0.10%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                      | GreatAmerica Leasing Receivables Funding LLC                     | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250889.55    | 0.06%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                       | HF Sinclair Corp                                                 | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    370000 | PA      | $382348.51    | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                       | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                          | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $485899.24    | 0.12%             | 2037-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited        | HOMES 2025-NQM4 Trust                                            | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227817 | PA      | $228621.57    | 0.06%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2024-1                                     | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $683839.21    | 0.17%             | 2031-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited        | HOMES 2025-NQM2 Trust                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232086 | PA      | $233600.20    | 0.06%             | 2070-02-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                          | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    580000 | PA      | $573925.99    | 0.14%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                          | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209206.19    | 0.05%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    870000 | PA      | $896774.83    | 0.22%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                          | CUSIP: 40412DA58<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999448.20    | 0.25%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $325980.40    | 0.08%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $575461.43    | 0.14%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $507298.11    | 0.13%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2023-1                                     | CUSIP: 40443DAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90564 | PA      | $90643.37     | 0.02%             | 2028-04-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2024-2                                     | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101094.79    | 0.03%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2024-2                                     | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $209364.22    | 0.05%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                       | Hardee's Funding LLC                                             | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264338 | PA      | $262867.81    | 0.07%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls' Jr Funding LLC         | Hardee's Funding LLC                                             | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1068750 | PA      | $1034199.34   | 0.26%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                           | Hardee's Funding LLC                                             | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138475 | PA      | $129305.02    | 0.03%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                               | Harley-Davidson Financial Services Inc                           | CUSIP: 41282KA65<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |   1110000 | PA      | $1109275.84   | 0.28%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                               | Health Care Service Corp A Mutual Legal Reserve Co               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297251.56    | 0.07%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                            | Heineken NV                                                      | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   1972000 | PA      | $1954874.46   | 0.49%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                           | Highmark Inc                                                     | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202702.93    | 0.05%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust 2022-1D                             | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54934 | PA      | $54707.89     | 0.01%             | 2034-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust 2025-1                              | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179472 | PA      | $182068.36    | 0.05%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust 2025-1                              | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305484 | PA      | $309542.10    | 0.08%             | 2042-05-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust 2020-A                              | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88953 | PA      | $87809.08     | 0.02%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust 2023-1                              | CUSIP: 432917AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292650 | PA      | $300252.55    | 0.07%             | 2038-01-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                           | Hilton Grand Vacations Trust 2023-1                              | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54652 | PA      | $56496.89     | 0.01%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                  | Amrize Finance US LLC                                            | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556355.29    | 0.14%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                  | Amrize Finance US LLC                                            | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209608.98    | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                         | Home Partners of America 2022-1 Trust                            | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284906 | PA      | $283549.98    | 0.07%             | 2039-04-17      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2023-2                                     | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119351 | PA      | $119682.34    | 0.03%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2023-2                                     | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $126297.01    | 0.03%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                             | Humana Inc                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144344.04    | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                             | Humana Inc                                                       | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    495000 | PA      | $514739.85    | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                               | Huntington Ingalls Industries Inc                                | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160194.90    | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2025-1           | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    472262 | PA      | $476265.68    | 0.12%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2024-1           | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292388 | PA      | $297279.14    | 0.07%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2024-2           | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341853 | PA      | $345521.32    | 0.09%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                           | Hudson Yards 2025-SPRL Mortgage Trust                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $357692.45    | 0.09%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                          | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270871.11    | 0.07%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                          | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359956.69    | 0.09%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                          | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202277.68    | 0.05%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                          | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    465000 | PA      | $472086.94    | 0.12%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    455000 | PA      | $459010.08    | 0.11%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                          | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404301.09    | 0.10%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                | HYT Commercial Mortgage Trust 2024-RGCY                          | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $345643.43    | 0.09%             | 2041-09-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-B                   | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $206851.09    | 0.05%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-B                   | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $430735.63    | 0.11%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                               | Icon Investments Six DAC                                         | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    935000 | PA      | $954023.81    | 0.24%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $571270.65    | 0.14%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                | Imperial Brands Finance PLC                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $423381.86    | 0.11%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                      | Imperial Fund Mortgage Trust 2021-NQM2                           | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180134 | PA      | $155081.18    | 0.04%             | 2056-09-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                      | Imperial Fund Mortgage Trust 2021-NQM1                           | CUSIP: 452764AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66446 | PA      | $58157.09     | 0.01%             | 2056-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                      | Imperial Fund Mortgage Trust 2022-NQM4                           | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570137 | PA      | $568058.35    | 0.14%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                     | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    575000 | PA      | $583602.36    | 0.15%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                       | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    188000 | PA      | $185696.37    | 0.05%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                       | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323125.12    | 0.08%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                       | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346332.36    | 0.09%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                       | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109517.18    | 0.03%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                               | Intercontinental Exchange Inc                                    | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    595000 | PA      | $595188.02    | 0.15%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                               | Intercontinental Exchange Inc                                    | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    389000 | PA      | $386121.01    | 0.10%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                               | International Business Machines Corp                             | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1396191.49   | 0.35%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE                               | International Flavors & Fragrances Inc                           | CUSIP: 4595A3AF4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |    685000 | PA      | $683903.73    | 0.17%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                              | IQVIA Inc                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    255000 | PA      | $268800.17    | 0.07%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                         | Chase Auto Credit Linked Notes Series 2025-1                     | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291782 | PA      | $293990.49    | 0.07%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2020-INV1                               | CUSIP: 46591VBH1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     54297 | PA      | $48730.80     | 0.01%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust Series 2025-DSC1                        | CUSIP: 46593TAA0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    530294 | PA      | $535535.68    | 0.13%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                           | Jack in the Box Funding LLC                                      | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1088725 | PA      | $1053881.55   | 0.26%             | 2052-02-26      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust          | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $384643.86    | 0.10%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                              | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350633.93    | 0.09%             | 2027-04-22      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378881.06    | 0.09%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400884.07    | 0.10%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                              | Jabil Inc                                                        | CUSIP: 46652MA96<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   1085000 | PA      | $1083809.65   | 0.27%             | 2026-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2025-DSC2                               | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    242545 | PA      | $244080.69    | 0.06%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2025-HE3                                | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |    243028 | PA      | $243101.08    | 0.06%             | 2056-03-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                             | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    615000 | PA      | $617449.75    | 0.15%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                             | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $362319.32    | 0.09%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                               | Jackson National Life Global Funding                             | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    435000 | PA      | $438504.26    | 0.11%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                      | Japan Tobacco Inc                                                | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    870000 | PA      | $885494.72    | 0.22%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 18 Ltd                                                   | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   1570000 | PA      | $1569532.97   | 0.39%             | 2035-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR Clo 33 Ltd                                                   | CUSIP: 48254QAF1<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |    990000 | PA      | $989004.22    | 0.25%             | 2034-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR Clo 33 Ltd                                                   | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |    640000 | PA      | $639740.74    | 0.16%             | 2034-07-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                  | KKR CLO 40 Ltd                                                   | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1105000 | PA      | $1106409.07   | 0.28%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                | KT Corp                                                          | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200260.34    | 0.05%             | 2028-02-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                   | Keurig Dr Pepper Inc                                             | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108747.27    | 0.03%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                   | Keurig Dr Pepper Inc                                             | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    665000 | PA      | $678921.36    | 0.17%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                      | Kinder Morgan Inc                                                | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    460000 | PA      | $475638.52    | 0.12%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                | Korea Electric Power Corp                                        | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1003452.82   | 0.25%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                               | Korea Hydro & Nuclear Power Co Ltd                               | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    250000 | PA      | $256242.00    | 0.06%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                               | Korea Housing Finance Corp                                       | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    960000 | PA      | $974949.66    | 0.24%             | 2028-02-24      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                 | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114996.23    | 0.03%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    190000 | PA      | $202783.77    | 0.05%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    679000 | PA      | $692010.37    | 0.17%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                 | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253651.15    | 0.06%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $466182.00    | 0.12%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                   | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385492.50    | 0.10%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                         | Lowe's Cos Inc                                                   | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245441.38    | 0.06%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                        | LSTAR Commercial Mortgage Trust 2017-5                           | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $331371.82    | 0.08%             | 2050-03-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                             | MFA 2021-INV1 Trust                                              | CUSIP: 552747AA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     29890 | PA      | $28865.39     | 0.01%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                             | MFA 2021-NQM2 Trust                                              | CUSIP: 55283WAB7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     81394 | PA      | $72762.80     | 0.02%             | 2064-11-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MED Trust                                              | MED Commercial Mortgage Trust 2024-MOB                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $438361.66    | 0.11%             | 2041-05-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                             | MFA 2025-NQM4 Trust                                              | CUSIP: 55287RAD0<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |    977870 | PA      | $980231.01    | 0.24%             | 2070-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                             | MMAF Equipment Finance LLC 2021-A                                | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99386.98     | 0.02%             | 2043-11-13      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1343965.93   | 0.33%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2021-1W LLC                                                  | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20853 | PA      | $20144.63     | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2021-1W LLC                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30863 | PA      | $29823.15     | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2019-2 LLC                                                   | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23510 | PA      | $23477.63     | 0.01%             | 2038-10-20      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                         | MVW 2020-1 LLC                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121301 | PA      | $119497.07    | 0.03%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                         | MVW 2020-1 LLC                                                   | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67673 | PA      | $66913.24     | 0.02%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2023-2 LLC                                                   | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67292 | PA      | $69167.14     | 0.02%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2023-2 LLC                                                   | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51404 | PA      | $52632.35     | 0.01%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                      | Ma'aden Sukuk Ltd                                                | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    710000 | PA      | $728504.79    | 0.18%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                               | Madison Park Funding XXXIII Ltd                                  | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1007213 | PA      | $1007426.86   | 0.25%             | 2032-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                               | Madison Park Funding XLV Ltd                                     | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    305000 | PA      | $304678.72    | 0.08%             | 2034-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                                  | Marble Point CLO XV Ltd                                          | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    566735 | PA      | $566568.31    | 0.14%             | 2032-07-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MARS INC                                               | Mars Inc                                                         | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    770000 | PA      | $779564.72    | 0.19%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                                               | Mars Inc                                                         | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    560000 | PA      | $567672.21    | 0.14%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                               | Marsh & McLennan Cos Inc                                         | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104908.14    | 0.03%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                               | Marsh & McLennan Cos Inc                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    720000 | PA      | $728485.32    | 0.18%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                 | Marriott International Inc/MD                                    | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    809000 | PA      | $805910.98    | 0.20%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                 | Marriott International Inc/MD                                    | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196751.54    | 0.05%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                 | Marvell Technology Inc                                           | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $253273.18    | 0.06%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                 | Marvell Technology Inc                                           | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $793130.47    | 0.20%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                 | Marvell Technology Inc                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $162090.48    | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                               | MassMutual Global Funding II                                     | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1034845.44   | 0.26%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC                          | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190353.49    | 0.05%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                   | Mercedes-Benz Finance North America LLC                          | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    590000 | PA      | $594693.30    | 0.15%             | 2027-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                           | METLIFE SECURITIZATION TRUST                                     | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44181 | PA      | $42754.72     | 0.01%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    570000 | PA      | $581290.01    | 0.14%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust         | Morgan Stanley Residential Mortgage Loan Trust 2021-2            | CUSIP: 61772LAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106126 | PA      | $96452.70     | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35      | CUSIP: 61779CAA2<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     62075 | PA      | $62522.35     | 0.02%             | 2058-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2023-1 LLC                                                   | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316230 | PA      | $319822.21    | 0.08%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                   | Utah Acquisition Sub Inc                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    564000 | PA      | $562724.46    | 0.14%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                             | NBN Co Ltd                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $991383.23    | 0.25%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2025-A LLC                                          | CUSIP: 62919VAB7<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    211546 | PA      | $212312.81    | 0.05%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                 | NXP BV / NXP Funding LLC                                         | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     75000 | PA      | $75005.34     | 0.02%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                 | NXP BV / NXP Funding LLC / NXP USA Inc                           | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    470000 | PA      | $470765.58    | 0.12%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                 | NXP BV / NXP Funding LLC / NXP USA Inc                           | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    105000 | PA      | $103774.56    | 0.03%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                 | NXP BV / NXP Funding LLC / NXP USA Inc                           | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    405000 | PA      | $404556.06    | 0.10%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                 | NXP BV / NXP Funding LLC / NXP USA Inc                           | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     80000 | PA      | $80320.56     | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                 | NXP BV / NXP Funding LLC / NXP USA Inc                           | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    190000 | PA      | $190705.05    | 0.05%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                       | NTT Finance Corp                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $374921.04    | 0.09%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                             | Nasdaq Inc                                                       | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150660.03    | 0.04%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-H                 | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     24953 | PA      | $23617.56     | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust            | Navistar Financial Dealer Note Master Owner Trust                | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50212.58     | 0.01%             | 2029-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust            | Navistar Financial Dealer Note Master Owner Trust                | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75330.20     | 0.02%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust            | Navistar Financial Dealer Note Master Owner Trust II 2025-1      | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80099.53     | 0.02%             | 2030-09-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust            | Navistar Financial Dealer Note Master Owner Trust II 2025-1      | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40052.98     | 0.01%             | 2030-09-25      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-A                 | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     26799 | PA      | $26736.31     | 0.01%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-D                 | CUSIP: 63941CAB9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     97779 | PA      | $95544.82     | 0.02%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Loan Trust 2020-A                      | CUSIP: 63941FAB2<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |    123698 | PA      | $120102.88    | 0.03%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-D                 | CUSIP: 63941HAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     84420 | PA      | $80648.65     | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-G                 | CUSIP: 63941JAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    168664 | PA      | $164662.00    | 0.04%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-C                 | CUSIP: 63941KAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    460872 | PA      | $445269.54    | 0.11%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2019-E                 | CUSIP: 63941MAB7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     92844 | PA      | $91598.60     | 0.02%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                             | Navient Private Education Refi Loan Trust 2020-G                 | CUSIP: 63941UAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     54647 | PA      | $51577.04     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2020-1                                 | CUSIP: 64034GAA8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     60380 | PA      | $60266.46     | 0.01%             | 2068-03-26      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2021-D                                 | CUSIP: 64034YAB7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    112933 | PA      | $107771.10    | 0.03%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                              | Nelnet Student Loan Trust 2021-C                                 | CUSIP: 64035GAB5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    329472 | PA      | $309440.24    | 0.08%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                               | Neuberger Berman Loan Advisers Clo 43 Ltd                        | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   1205000 | PA      | $1203218.07   | 0.30%             | 2036-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2025-NQM7                    | CUSIP: 64831YAF3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $135193.56    | 0.03%             | 2065-10-26      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2025-NQM4                    | CUSIP: 64832FAD8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    698411 | PA      | $702057.93    | 0.17%             | 2065-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | NRZT 2025-NQM6                                                   | CUSIP: 64832KAC9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    829115 | PA      | $831704.40    | 0.21%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                            | Ovintiv Inc                                                      | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210000.00    | 0.05%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    685000 | PA      | $670509.89    | 0.17%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136604.20    | 0.03%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                   | Niagara Mohawk Power Corp                                        | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347129.82    | 0.09%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                           | NiSource Inc                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133278.84    | 0.03%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                                 | Northwoods Capital XIV-B Ltd                                     | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |    454278 | PA      | $454292.28    | 0.11%             | 2031-11-13      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                            | Nutrien Ltd                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $244336.59    | 0.06%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                | O'Reilly Automotive Inc                                          | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393240.57    | 0.10%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                | O'Reilly Automotive Inc                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1148247.05   | 0.29%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OZLM Funding Ltd                                       | OZLM Funding II Ltd                                              | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249923.57    | 0.06%             | 2037-07-30      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                               | OZLM XXI Ltd                                                     | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |     94160 | PA      | $94156.42     | 0.02%             | 2031-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2019-EXP3 Trust                                              | CUSIP: 67113ABB5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     61584 | PA      | $61511.78     | 0.02%             | 2059-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-INV1 Trust                                              | CUSIP: 67113CAE6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     31770 | PA      | $28725.84     | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2019-EXP2 Trust                                              | CUSIP: 67113KAL2<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     19501 | PA      | $19344.65     | 0.00%             | 2059-06-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2021-NQM1 Trust                                              | CUSIP: 67114BAC1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    292150 | PA      | $258175.72    | 0.06%             | 2066-02-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM15 Trust                                             | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |     94024 | PA      | $94432.81     | 0.02%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2025-NQM15 Trust                                             | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    164542 | PA      | $164917.23    | 0.04%             | 2065-07-27      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                 | NYC Commercial Mortgage Trust 2025-28L                           | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $215446.49    | 0.05%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-EXP1 Trust                                              | CUSIP: 67448TBD6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    507732 | PA      | $498621.76    | 0.12%             | 2060-02-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-EXP1 Trust                                              | CUSIP: 67448TBE4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    102900 | PA      | $101053.98    | 0.03%             | 2060-02-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-EXP1 Trust                                              | CUSIP: 67448TBF1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     43209 | PA      | $42711.47     | 0.01%             | 2060-02-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-EXP2 Trust                                              | CUSIP: 67448VAG5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     33354 | PA      | $29567.34     | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-EXP3 Trust                                              | CUSIP: 67448WBD9<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    136425 | PA      | $136027.18    | 0.03%             | 2060-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2023-1                                  | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $225932.72    | 0.06%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2023-3                                  | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $446011.15    | 0.11%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2023-3                                  | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102478.60    | 0.03%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-3                                  | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113940 | PA      | $114558.78    | 0.03%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-3                                  | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142734.51    | 0.04%             | 2031-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2025-RVM1                               | CUSIP: 67571HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250465.60    | 0.06%             | 2046-12-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2025-RVM1                               | CUSIP: 67571HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $520462.38    | 0.13%             | 2046-12-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-RVM1                               | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241323 | PA      | $244822.03    | 0.06%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                    | Octagon Investment Partners XXI Ltd                              | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $570043.74    | 0.14%             | 2031-02-14      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                                 | Omnicom Group Inc / Omnicom Capital Inc                          | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $184727.25    | 0.05%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                | ONE 2021-PARK Mortgage Trust                                     | CUSIP: 682413AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755000 | PA      | $752172.90    | 0.19%             | 2036-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                | ONE 2021-PARK Mortgage Trust                                     | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $403483.64    | 0.10%             | 2036-03-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                        | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $414414.71    | 0.10%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                        | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    785000 | PA      | $787581.07    | 0.20%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                        | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    944000 | PA      | $945774.47    | 0.24%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                        | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    213000 | PA      | $217306.78    | 0.05%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    715000 | PA      | $699510.27    | 0.17%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                            | Ovintiv Inc                                                      | CUSIP: 69047KAL9<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |   2080000 | PA      | $2075167.33   | 0.52%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                          | Owens Corning                                                    | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    257000 | PA      | $255781.48    | 0.06%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                          | Owens Corning                                                    | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346976.06    | 0.09%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                             | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575228.16    | 0.14%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                         | PENN Commercial Mortgage Trust 2025-P11                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $491687.04    | 0.12%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                            | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $296826.02    | 0.07%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                            | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $244592.18    | 0.06%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                      | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138482.76    | 0.03%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172259.31    | 0.04%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                      | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285000.00    | 0.07%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                      | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71164.34     | 0.02%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                      | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269542.76    | 0.07%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                               | Penske Truck Leasing Co Lp / PTL Finance Corp                    | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119185.26    | 0.03%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                               | Penske Truck Leasing Co Lp / PTL Finance Corp                    | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $145307.94    | 0.04%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                               | Penske Truck Leasing Co Lp / PTL Finance Corp                    | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1024921.96   | 0.25%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                               | Penske Truck Leasing Co Lp / PTL Finance Corp                    | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $278137.71    | 0.07%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                            | PepsiCo Inc                                                      | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    830000 | PA      | $834548.19    | 0.21%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                            | Revvity Inc                                                      | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    499000 | PA      | $469294.02    | 0.12%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                       | Pernod Ricard SA                                                 | CUSIP: 714264AM0<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    835000 | PA      | $834384.76    | 0.21%             | 2026-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                  | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    163000 | PA      | $166524.34    | 0.04%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                               | Plains All American Pipeline LP / PAA Finance Corp               | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $326832.51    | 0.08%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                            | Post Road Equipment Finance 2024-1 LLC                           | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29101 | PA      | $29226.74     | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR8 Trust                             | CUSIP: 74333TAE9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $451944.20    | 0.11%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR3                                   | CUSIP: 74333VAN4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198664.84    | 0.05%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                               | Public Service Enterprise Group Inc                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    690000 | PA      | $705561.54    | 0.18%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                            | RCKT Mortgage Trust 2024-CES8                                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500987 | PA      | $504605.10    | 0.13%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                            | RCKT Mortgage Trust 2024-CES9                                    | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98478 | PA      | $99485.51     | 0.02%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                             | ROCK Trust 2024-CNTR                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $462320.06    | 0.11%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                               | RTX Corp                                                         | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    332000 | PA      | $355299.31    | 0.09%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                     | Realty Income Corp                                               | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    140000 | PA      | $140021.02    | 0.03%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                               | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1166231.27   | 0.29%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    565000 | PA      | $584471.56    | 0.15%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                     | RGA Global Funding                                               | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    635000 | PA      | $637687.16    | 0.16%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                     | RGA Global Funding                                               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    810000 | PA      | $809653.63    | 0.20%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                 | Rockford Tower CLO 2019-2 Ltd                                    | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    656050 | PA      | $656097.10    | 0.16%             | 2032-08-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                               | Rogers Communications Inc                                        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    815000 | PA      | $806814.04    | 0.20%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                               | Rogers Communications Inc                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    990000 | PA      | $1008766.81   | 0.25%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                        | Rolls-Royce PLC                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $527928.48    | 0.13%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                         | Romark CLO II Ltd                                                | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1075000 | PA      | $1076024.75   | 0.27%             | 2031-07-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                        | Ross Stores Inc                                                  | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    765000 | PA      | $758237.64    | 0.19%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-2                 | CUSIP: 78397XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $148623.25    | 0.04%             | 2030-08-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2023-1 LLC                                 | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236392 | PA      | $239510.77    | 0.06%             | 2032-05-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                        | SBA Tower Trust                                                  | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              |  | US        |    290000 | PA      | $289677.11    | 0.07%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                        | SBA Tower Trust                                                  | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              |  | US        |    225000 | PA      | $216201.80    | 0.05%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                        | SBA Tower Trust                                                  | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |    575000 | PA      | $562574.83    | 0.14%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                        | SBA Tower Trust                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    619000 | PA      | $633837.80    | 0.16%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                        | SBA Tower Trust                                                  | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1125000 | PA      | $1132013.36   | 0.28%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                         | S&P Global Inc                                                   | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    955000 | PA      | $939810.18    | 0.23%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                        | SEB Funding LLC                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492000 | PA      | $503259.72    | 0.13%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-1                 | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118405 | PA      | $119129.85    | 0.03%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2024-1                 | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $56232.67     | 0.01%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2025-1 LLC                                 | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169407 | PA      | $169974.46    | 0.04%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2025-1 LLC                                 | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $306238.47    | 0.08%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2024-B                                     | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $546720.14    | 0.14%             | 2028-12-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust 2020-PTB                        | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421908 | PA      | $401073.89    | 0.10%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust 2018-B                          | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |     28698 | PA      | $28542.87     | 0.01%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust 2018-B                          | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |     68670 | PA      | $68610.01     | 0.02%             | 2037-01-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust                                 | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55964 | PA      | $53493.41     | 0.01%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust 2021-B                          | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285663 | PA      | $270580.49    | 0.07%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                               | Sabine Pass Liquefaction LLC                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164161.29    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                               | Sabine Pass Liquefaction LLC                                     | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130183.96    | 0.03%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                               | Sammons Financial Group Global Funding                           | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279270.18    | 0.07%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust              | Santander Mortgage Asset Receivable Trust 2025-Ces1              | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |    517839 | PA      | $518116.83    | 0.13%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2024-B            | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222133 | PA      | $223687.36    | 0.06%             | 2033-01-18      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2024-B            | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222133 | PA      | $223621.86    | 0.06%             | 2033-01-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $217540.81    | 0.05%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                               | Santander UK Group Holdings PLC                                  | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $285271.94    | 0.07%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                 | Santander Holdings USA Inc                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    410000 | PA      | $402984.13    | 0.10%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                 | Santander Holdings USA Inc                                       | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80542.51     | 0.02%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2021-4                    | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61454 | PA      | $61388.43     | 0.02%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2023-1                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229377 | PA      | $230863.90    | 0.06%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2023-B            | CUSIP: 80290CCA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107394 | PA      | $109258.10    | 0.03%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2023-B            | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137544 | PA      | $139872.51    | 0.03%             | 2033-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2024-A            | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162874 | PA      | $165268.72    | 0.04%             | 2032-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2024-A            | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162874 | PA      | $165058.11    | 0.04%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2025-A            | CUSIP: 80290CCR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250563.58    | 0.06%             | 2034-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2025-A            | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250562.45    | 0.06%             | 2034-01-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2025-4                    | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $425716.81    | 0.11%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                               | Saudi Government International Bond                              | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    560000 | PA      | $571890.20    | 0.14%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                | Schlumberger Holdings Corp                                       | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    740000 | PA      | $738383.48    | 0.18%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                | Schlumberger Investment SA                                       | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    409000 | PA      | $412774.85    | 0.10%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                          | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    990000 | PA      | $988521.60    | 0.25%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                          | SDR Commercial Mortgage Trust 2024-DSNY                          | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399000.52    | 0.10%             | 2039-05-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust                          | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    121371 | PA      | $122434.39    | 0.03%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust 2025-B                   | CUSIP: 81378WAB9<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     99162 | PA      | $100015.09    | 0.02%             | 2032-12-29      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust 2025-B                   | CUSIP: 81378WAC7<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     38139 | PA      | $38461.32     | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                 | Sempra                                                           | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271732.00    | 0.07%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                 | Sequoia Mortgage Trust 2018-CH3                                  | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |       719 | PA      | $716.27       | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                 | Sequoia Mortgage Trust 2018-CH2                                  | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31705 | PA      | $29533.49     | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                 | Sequoia Mortgage Trust 2018-CH2                                  | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13745 | PA      | $12767.98     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                    | SG Residential Mortgage Trust 2025-1                             | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $160221.10    | 0.04%             | 2065-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                    | SG Residential Mortgage Trust 2025-1                             | CUSIP: 81880NAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100136.80    | 0.02%             | 2065-12-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                    | Sherwin-Williams Co/The                                          | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    440000 | PA      | $445179.62    | 0.11%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                      | Sierra Timeshare 2025-3 Receivables Funding LLC                  | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89487 | PA      | $89633.85     | 0.02%             | 2044-08-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                      | Sierra Timeshare 2025-3 Receivables Funding LLC                  | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138705 | PA      | $139221.26    | 0.03%             | 2044-08-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                      | Sierra Timeshare 2021-2 Receivables Funding LLC                  | CUSIP: 82652RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44531 | PA      | $44348.55     | 0.01%             | 2038-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                      | Sierra Timeshare 2021-2 Receivables Funding LLC                  | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93020 | PA      | $92584.33     | 0.02%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                      | Sierra Timeshare 2025-2 Receivables Funding LLC                  | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174572 | PA      | $175130.59    | 0.04%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                               | South Bow USA Infrastructure Holdings LLC                        | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    560000 | PA      | $565122.30    | 0.14%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                       | SMB Private Education Loan Trust 2025-A                          | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297932 | PA      | $302245.58    | 0.08%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                              | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    365000 | PA      | $369630.17    | 0.09%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                         | Solventum Corp                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    302000 | PA      | $306352.08    | 0.08%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                  | Southern California Gas Co                                       | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    410000 | PA      | $405552.55    | 0.10%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO                               | Southern California Edison Co                                    | CUSIP: 8424C1A65<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | STIV             | CORP              | US        |   1085000 | PA      | $1084270.77   | 0.27%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                            | Southern Co/The                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355595.72    | 0.09%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                | Southern Co Gas Capital Corp                                     | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360113.67    | 0.09%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                  | Southwest Airlines Co                                            | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    655000 | PA      | $656370.51    | 0.16%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                           | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $397962.35    | 0.10%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                         | Starbucks Corp                                                   | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404491.85    | 0.10%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                         | Starbucks Corp                                                   | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161192.52    | 0.04%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2019-INV1                    | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59141 | PA      | $58722.30     | 0.01%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2020-1                       | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119631 | PA      | $115335.19    | 0.03%             | 2050-02-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2021-2                       | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87501 | PA      | $83198.22     | 0.02%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                    | Starwood Mortgage Residential Trust 2021-4                       | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    418194 | PA      | $373295.19    | 0.09%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                     | Steel Dynamics Inc                                               | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    985000 | PA      | $983868.49    | 0.24%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C    | CUSIP: 85855EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $54982.08     | 0.01%             | 2029-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C    | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200254.04    | 0.05%             | 2030-08-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                           | Stryker Corp                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    476000 | PA      | $482793.14    | 0.12%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                 | Sydney Airport Finance Co Pty Ltd                                | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    117000 | PA      | $116758.89    | 0.03%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                           | Synopsys Inc                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1043880.23   | 0.26%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                       | Symphony CLO XXIII Ltd                                           | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    541099 | PA      | $540969.21    | 0.13%             | 2034-01-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                       | Symphony CLO XXVI Ltd                                            | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    168823 | PA      | $168860.89    | 0.04%             | 2033-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                       | T-Mobile USA Inc                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    470000 | PA      | $468924.47    | 0.12%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                               | Take-Two Interactive Software Inc                                | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    585000 | PA      | $586279.00    | 0.15%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                             | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    385000 | PA      | $386068.98    | 0.10%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    184000 | PA      | $186983.58    | 0.05%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                               | Terraform Global Operating LP                                    | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    352000 | PA      | $349493.62    | 0.09%             | 2026-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2018-1                                 | CUSIP: 89176EAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      8395 | PA      | $8343.96      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2019-HY3                               | CUSIP: 89177XAC1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $648814.21    | 0.16%             | 2059-10-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2022-4                                 | CUSIP: 89180YAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    627489 | PA      | $604694.94    | 0.15%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                     | Tricon Residential 2024-SFR2 Trust                               | CUSIP: 89616VAA8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    279116 | PA      | $280020.27    | 0.07%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                     | Tricon Residential 2024-SFR2 Trust                               | CUSIP: 89616VAD2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $514951.54    | 0.13%             | 2040-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas CLO VI Ltd                                              | CUSIP: 89640YBQ6<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |    470000 | PA      | $469624.65    | 0.12%             | 2034-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas Clo VII Ltd                                             | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249683.24    | 0.06%             | 2035-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                  | TRK 2021-INV1 Trust                                              | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69849 | PA      | $62709.59     | 0.02%             | 2056-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                        | TX Trust 2024-HOU                                                | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $535632.96    | 0.13%             | 2039-06-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    921000 | PA      | $921113.28    | 0.23%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US Bank NA                                                       | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     53943 | PA      | $54495.18     | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    520000 | PA      | $524309.59    | 0.13%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                              | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5665000 | PA      | $5712798.44   | 1.42%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9525000 | PA      | $9527232.47   | 2.37%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                              | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29330000 | PA      | $29273860.62  | 7.28%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                              | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37820000 | PA      | $37746133.00  | 9.39%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                               | RTX Corp                                                         | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    355000 | PA      | $376165.69    | 0.09%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                     | Valero Energy Corp                                               | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185243.20    | 0.05%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                         | Var Energi ASA                                                   | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    635000 | PA      | $640117.46    | 0.16%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2023-1 LLC                                   | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252816 | PA      | $257279.18    | 0.06%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                | Verdant Receivables 2024-1 LLC                                   | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86270 | PA      | $87989.58     | 0.02%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    851000 | PA      | $817044.73    | 0.20%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409678.94    | 0.10%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                   | Verisk Analytics Inc                                             | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    565000 | PA      | $569274.67    | 0.14%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                             | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $713253.72    | 0.18%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-3                                | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    199790 | PA      | $201835.60    | 0.05%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2025-7                                | CUSIP: 924931AD0<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    439366 | PA      | $440596.91    | 0.11%             | 2070-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-1                                | CUSIP: 92537QAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     53538 | PA      | $48380.15     | 0.01%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-1                                | CUSIP: 92537QAE1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     74304 | PA      | $67559.55     | 0.02%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-1                                | CUSIP: 92537QAF8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     43708 | PA      | $39798.39     | 0.01%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-R1                               | CUSIP: 92538BAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     37150 | PA      | $36016.05     | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-R1                               | CUSIP: 92538BAB9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     16644 | PA      | $16171.57     | 0.00%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-R2                               | CUSIP: 92538DAA7<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     87820 | PA      | $82750.55     | 0.02%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-2                                | CUSIP: 92538FAA2<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    103629 | PA      | $94941.50     | 0.02%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2023-6                                | CUSIP: 92539XAB0<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |    147780 | PA      | $148921.10    | 0.04%             | 2068-09-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2023-7                                | CUSIP: 92539YAB8<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |    182362 | PA      | $184351.30    | 0.05%             | 2068-10-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2023-8                                | CUSIP: 92540DAB1<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    107166 | PA      | $108119.15    | 0.03%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                            | Viatris Inc                                                      | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    429000 | PA      | $416714.89    | 0.10%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                       | Vista Point Securitization Trust 2020-2                          | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21312 | PA      | $20724.07     | 0.01%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                               | Vistra Operations Co LLC                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    363000 | PA      | $365589.64    | 0.09%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                          | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    555000 | PA      | $560769.80    | 0.14%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                          | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386131.27    | 0.10%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                          | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    680000 | PA      | $686467.94    | 0.17%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                          | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324823.56    | 0.08%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                          | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200578.00    | 0.05%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                   | Waste Management Inc                                             | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    815000 | PA      | $813808.01    | 0.20%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    730000 | PA      | $736145.40    | 0.18%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1573759.19   | 0.39%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                   | Western Digital Corp                                             | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215164.48    | 0.05%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                   | Western Union Co/The                                             | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1392173.42   | 0.35%             | 2026-03-15      | Fixed         | 1.35%                 | 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        |    314170 | PA      | $317857.09    | 0.08%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                 | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    392587 | PA      | $397445.27    | 0.10%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                 | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200518.06    | 0.05%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                         | Wheels Fleet Lease Funding 1 LLC                                 | CUSIP: 96328GCS4<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $319788.16    | 0.08%             | 2040-09-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                 | Williams Cos Inc/The                                             | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1062308.76   | 0.26%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                 | Williams Cos Inc/The                                             | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336291.64    | 0.08%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                 | Williams Cos Inc/The                                             | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555382.94    | 0.14%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                        | Wingspire Equipment Finance 2025-1 LLC                           | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100161.38    | 0.02%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                        | Wingspire Equipment Finance 2025-1 LLC                           | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100184.19    | 0.02%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                   | Woodside Finance Ltd                                             | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    229000 | PA      | $228123.38    | 0.06%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                            | Workday Inc                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263398.70    | 0.07%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                           | World Omni Select Auto Trust 2023-A                              | CUSIP: 98163UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $447407.32    | 0.11%             | 2028-08-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2022-A                         | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $323815.83    | 0.08%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                    | Zaxbys Funding LLC                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540988 | PA      | $510557.12    | 0.13%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| STATE BANK INDIA/LONDON                                | State Bank of India/London                                       | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |   1050000 | PA      | $1037045.96   | 0.26%             | 2026-07-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                        | QNB Finance Ltd                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    820000 | PA      | $818256.68    | 0.20%             | 2026-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                            | MEGlobal BV                                                      | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    420000 | PA      | $403204.20    | 0.10%             | 2028-04-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PT                                        | Bank Mandiri Persero Tbk PT                                      | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    970000 | PA      | $973841.20    | 0.24%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                      | Ma'aden Sukuk Ltd                                                | CUSIP: 000000000<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    230000 | PA      | $235994.51    | 0.06%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                               | Abu Dhabi Developmental Holding Co PJSC                          | CUSIP: 000000000<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    765000 | PA      | $770977.58    | 0.19%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)MAR26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -94 | NC      | $82849.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT MAR26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -27 | NC      | $58180.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) MAR26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -56 | NC      | $17592.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) MAR26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       452 | NC      | $-48801.65    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR ULTRA FUT MAR26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -39 | NC      | $18753.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                               | Tengizchevroil Finance Co International Ltd                      | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    800000 | PA      | $796426.94    | 0.20%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                      | Corp. Nacional del Cobre de Chile                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $197939.24    | 0.05%             | 2027-08-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                      | Corp. Nacional del Cobre de Chile                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    870000 | PA      | $825644.79    | 0.21%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                       | LG Energy Solution Ltd                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    775000 | PA      | $786026.26    | 0.20%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-15

**Name of Applicant:** NORTHWESTERN MUTUAL SERIES FUND INC

**Signature:** Linda Wisniewski

**Name of Signer:** Linda Wisniewski

**Title:** Controller and Chief Accounting Officer