# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001410368-26-053239
**Filing Date:** 2026-5
**Character Count:** 474135
**Document Hash:** 4c4056de697052db80ab65063073ba81
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053239.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053239

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**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:** 261024803

**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 |  |

## Nport-Ex

Short-Term Bond Portfolio

SCHEDULE OF INVESTMENTS

**March 31, 2026 (unaudited)** 

---

| | | |
|:---|:---|:---|
| Corporate Bonds (44.3%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Basic Materials (1.4%)** |  |  |
|  Celanese US Holdings LLC<br>1.400%, 8/5/26 | 445000 | 439 |
|  Corporacion Nacional del Cobre de Chile |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 9/30/29 § | 870000 | 816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 8/1/27 § | 200000 | 198 |
|  Freeport-McMoRan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 3/1/28 | 153000 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 8/1/28 | 95000 | 94 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 9/1/29 | 180000 | 182 |
|  International Flavors & Fragrances, Inc.<br>2.300%, 11/1/30 144A | 75000 | 67 |
|  Ma'aden Sukuk, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 2/13/30 144A | 710000 | 713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 2/13/30 § | 230000 | 231 |
|  MEGlobal BV<br>2.625%, 4/28/28 § | 420000 | 393 |
|  Nutrien, Ltd.<br>4.900%, 3/27/28 | 240000 | 242 |
|  The Sherwin-Williams Co.<br>4.550%, 3/1/28 | 440000 | 442 |
|  SNF Group SACA<br>5.626%, 3/31/31 144A | 535000 | 541 |
|  Steel Dynamics, Inc.<br>4.000%, 12/15/28 | 985000 | 974 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **5484** |
|  **Communications (2.8%)** |  |  |
|  Advanced Info Service PCL<br>4.260%, 3/4/31 § | 490000 | 479 |
|  Airbnb, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 3/16/29 | 365000 | 365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 3/16/31 | 110000 | 110 |
|  Alphabet, Inc.<br>3.700%, 2/15/29 | 600000 | 595 |
|  Amazon.com, Inc.<br>4.250%, 3/13/31 | 1245000 | 1236 |
|  AT&T, Inc.<br>4.100%, 2/15/28 | 205000 | 204 |
|  Cox Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 9/15/26 144A | 235000 | 234 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 8/15/27 144A | 215000 | 212 |
|  Crown Castle Towers LLC<br>4.241%, 7/15/48 144A | 255000 | 253 |
|  eBay, Inc.<br>3.600%, 6/5/27 | 1035000 | 1026 |
|  KT Corp.<br>4.125%, 2/2/28 144A | 200000 | 199 |
|  Meta Platforms, Inc.<br>4.200%, 11/15/30 | 800000 | 792 |
|  NBN Co., Ltd.<br>1.450%, 5/5/26 144A | 1000000 | 997 |
|  NTT Finance Corp.<br>4.620%, 7/16/28 144A | 370000 | 371 |
|  Orange SA<br>4.250%, 1/13/31 144A | 525000 | 515 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (44.3%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Communications continued** |  |  |
|  Rogers Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 3/15/27 | 815000 | 805 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 2/15/29 | 990000 | 1000 |
|  Uber Technologies, Inc.<br>4.500%, 8/15/29 144A | 921000 | 913 |
|  Verizon Communications, Inc.<br>2.100%, 3/22/28 | 851000 | 817 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **11123** |
|  **Consumer, Cyclical (4.6%)** |  |  |
|  American Honda Finance Corp.<br>5.650%, 11/15/28 | 675000 | 691 |
|  AutoZone, Inc.<br>5.125%, 6/15/30 | 430000 | 437 |
|  BMW US Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 3/19/29 144A | 1130000 | 1128 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 8/13/27 144A | 970000 | 973 |
|  CK Hutchison International 25, Ltd.<br>4.250%, 9/26/30 144A | 590000 | 586 |
|  Daimler Truck Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 1/12/29 144A | 175000 | 173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 8/12/27 144A | 370000 | 369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 9/25/27 144A | 345000 | 348 |
|  Darden Restaurants, Inc.<br>4.350%, 10/15/27 | 560000 | 559 |
|  Delta Air Lines, Inc.<br>4.950%, 7/10/28 | 360000 | 361 |
|  Dollar General Corp.<br>5.200%, 7/5/28 | 347000 | 351 |
|  Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.970%, 4/6/29 | 225000 | 222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 11/5/26 | 385000 | 386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.800%, 3/5/27 | 485000 | 488 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.918%, 3/20/28 | 300000 | 304 |
|  General Motors Financial Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 4/4/28 | 405000 | 409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.350%, 7/15/27 | 373000 | 377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 4/6/26 | 300000 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 5/8/27 | 393000 | 396 |
|  Hyundai Capital America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 1/8/29 144A | 275000 | 272 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 3/25/27 144A | 455000 | 457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 6/23/27 144A | 400000 | 402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 1/7/28 144A | 465000 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 1/8/27 144A | 200000 | 201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 3/30/28 144A | 350000 | 356 |
|  LG Energy Solution, Ltd.<br>5.375%, 7/2/27 § | 775000 | 780 |
|  Lowe's Companies, Inc.<br>4.800%, 4/1/26 | 385000 | 385 |
|  Marriott International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 6/15/26 | 809000 | 807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 9/15/26 | 195000 | 196 |
|  O'Reilly Automotive, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 6/1/28 | 390000 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 11/20/26 | 1133000 | 1142 |

---

**1** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (44.3%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Consumer, Cyclical continued** |  |  |
|  Ross Stores, Inc.<br>0.875%, 4/15/26 | 765000 | 764 |
|  Southwest Airlines Co.<br>4.375%, 11/15/28 | 655000 | 646 |
|  Volkswagen Group of America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 9/11/27 144A | 200000 | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 11/13/28 144A | 300000 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 8/15/27 144A | 680000 | 682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 3/27/28 144A | 320000 | 322 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 9/12/26 144A | 555000 | 558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 11/16/26 144A | 380000 | 384 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **18569** |
|  **Consumer, Non-cyclical (8.8%)** |  |  |
|  AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.775%, 3/3/28 | 1185000 | 1177 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 3/15/31 | 325000 | 320 |
|  Augusta SpinCo Corp.<br>4.398%, 3/23/29 | 875000 | 873 |
|  Bacardi, Ltd.<br>4.700%, 5/15/28 144A | 969000 | 968 |
|  BAT International Finance PLC<br>4.448%, 3/16/28 | 1010000 | 1010 |
|  Baxter International, Inc.<br>2.272%, 12/1/28 | 425000 | 396 |
|  Bayer US Finance II LLC<br>4.375%, 12/15/28 144A | 1224000 | 1212 |
|  Becton Dickinson and Co.<br>4.693%, 2/13/28 | 805000 | 809 |
|  Bunge, Ltd. Finance Corp.<br>4.900%, 4/21/27 | 600000 | 603 |
|  Cencora, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.450%, 12/15/27 | 124000 | 122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 2/13/29 | 330000 | 325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 12/15/27 | 330000 | 331 |
|  Centene Corp.<br>4.625%, 12/15/29 | 615000 | 584 |
|  Coca-Cola European Partners PLC<br>1.500%, 1/15/27 144A | 200000 | 196 |
|  Conagra Brands, Inc.<br>4.850%, 11/1/28 | 227000 | 227 |
|  CSL Finance PLC<br>3.850%, 4/27/27 144A | 200000 | 199 |
|  CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.300%, 8/21/27 | 1070000 | 1025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 6/1/26 | 386000 | 385 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 8/15/26 | 220000 | 219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 3/25/28 | 345000 | 344 |
|  Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 5/18/28 | 1080000 | 1073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.300%, 10/24/27 | 1080000 | 1097 |
|  Element Fleet Management Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.037%, 3/25/30 144A | 375000 | 378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.643%, 3/13/27 144A | 355000 | 358 |
|  EMD Finance LLC<br>4.125%, 8/15/28 144A | 1035000 | 1030 |
|  ERAC USA Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 5/1/28 144A | 735000 | 739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 2/15/29 144A | 280000 | 285 |
|  Global Payments, Inc.<br>3.200%, 8/15/29 | 750000 | 707 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (44.3%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Consumer, Non-cyclical continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/15/28 | 135000 | 134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 3/15/28 | 670000 | 667 |
|  HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 3/15/27 | 580000 | 573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 11/15/30 | 210000 | 207 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 9/1/28 | 870000 | 887 |
|  Health Care Service Corp.<br>5.200%, 6/15/29 144A | 290000 | 294 |
|  Heineken NV<br>3.500%, 1/29/28 144A | 1972000 | 1943 |
|  Highmark, Inc.<br>1.450%, 5/10/26 144A | 205000 | 204 |
|  Humana, Inc.<br>3.700%, 3/23/29 | 211000 | 205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 4/1/30 | 175000 | 175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 3/1/28 | 140000 | 143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 12/1/28 | 495000 | 508 |
|  Icon Investments Six DAC<br>5.809%, 5/8/27 | 935000 | 940 |
|  Imperial Brands Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 6/30/28 144A | 420000 | 420 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 7/27/27 144A | 555000 | 566 |
|  IQVIA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 5/15/28 | 725000 | 739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 2/1/29 | 255000 | 265 |
|  Japan Tobacco, Inc.<br>4.850%, 5/15/28 144A | 870000 | 878 |
|  Keurig Dr. Pepper, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 4/15/29 | 110000 | 108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 5/15/28 | 230000 | 229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 3/15/29 | 665000 | 672 |
|  Maple Parent Holdings Corp.<br>4.750%, 3/26/29 144A | 595000 | 595 |
|  Mars, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 4/20/28 144A | 155000 | 156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 3/1/28 144A | 560000 | 563 |
|  Medline Borrower LP<br>3.875%, 4/1/29 144A | 2120000 | 2051 |
|  Medline Borrower LP / Medline Co-Issuer, Inc.<br>6.250%, 4/1/29 144A | 98000 | 100 |
|  Philip Morris International, Inc.<br>5.125%, 11/17/27 | 163000 | 165 |
|  Revvity, Inc.<br>1.900%, 9/15/28 | 499000 | 469 |
|  S&P Global, Inc.<br>2.450%, 3/1/27 | 955000 | 940 |
|  Solventum Corp.<br>5.450%, 2/25/27 | 302000 | 304 |
|  Stryker Corp.<br>4.700%, 2/10/28 | 476000 | 480 |
|  Thermo Fisher Scientific, Inc.<br>4.215%, 2/12/31 | 545000 | 539 |
|  Utah Acquisition Sub, Inc.<br>3.950%, 6/15/26 | 564000 | 563 |
|  Viatris, Inc.<br>2.300%, 6/22/27 | 429000 | 416 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **35090** |
|  **Energy (3.6%)** |  |  |
|  Canadian Natural Resources, Ltd.<br>3.850%, 6/1/27 | 440000 | 438 |

---

**2** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (44.3%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Energy continued** |  |  |
|  Cheniere Corpus Christi Holdings LLC<br>5.125%, 6/30/27 | 547000 | 550 |
|  Cheniere Energy Partners LP<br>4.000%, 3/1/31 | 440000 | 422 |
|  Cheniere Energy, Inc.<br>4.625%, 10/15/28 | 95000 | 95 |
|  Columbia Pipelines Holding Co. LLC<br>6.055%, 8/15/26 144A | 90000 | 90 |
|  Diamondback Energy, Inc.<br>5.200%, 4/18/27 | 455000 | 459 |
|  Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 6/20/28 | 180000 | 181 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.900%, 11/15/26 | 230000 | 232 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 11/15/28 | 190000 | 197 |
|  Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 1/15/31 | 330000 | 327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 7/1/29 | 320000 | 327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.050%, 12/1/26 | 875000 | 883 |
|  EOG Resources, Inc.<br>4.400%, 1/15/31 | 325000 | 323 |
|  EQT Corp.<br>3.125%, 5/15/26 144A | 400000 | 399 |
|  MPLX LP<br>4.800%, 2/15/31 | 1330000 | 1333 |
|  ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 9/24/27 | 785000 | 783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 7/15/26 | 944000 | 944 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.550%, 11/1/26 | 410000 | 412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 1/15/28 144A | 213000 | 216 |
|  Plains All American Pipeline LP / PAA Finance Corp.<br>4.700%, 1/15/31 | 325000 | 324 |
|  Sabine Pass Liquefaction LLC<br>4.200%, 3/15/28 | 164000 | 163 |
|  Schlumberger Holdings Corp.<br>3.900%, 5/17/28 144A | 740000 | 734 |
|  Schlumberger Investment SA<br>4.500%, 5/15/28 | 409000 | 411 |
|  South Bow USA Infrastructure Holdings LLC<br>4.911%, 9/1/27 | 560000 | 562 |
|  Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 1/15/29 | 385000 | 383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 7/1/27 | 184000 | 185 |
|  Tengizchevroil Finance Co. International, Ltd.<br>4.000%, 8/15/26 § | 400000 | 399 |
|  TotalEnergies Capital USA LLC<br>4.248%, 1/13/31 | 975000 | 966 |
|  Var Energi ASA<br>5.000%, 5/18/27 144A | 635000 | 638 |
|  The Williams Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 6/30/30 | 425000 | 425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 11/15/29 | 330000 | 333 |
|  Woodside Finance, Ltd.<br>3.700%, 9/15/26 144A | 229000 | 228 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **14362** |
|  **Financial (13.3%)** |  |  |
|  Abu Dhabi Development Holding Co. PJSC<br>4.500%, 5/6/30 § | 765000 | 753 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (44.3%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Financial continued** |  |  |
|  AerCap Ireland Capital DAC / AerCap Global Aviation Trust<br>6.450%, 4/15/27 | 842000 | 858 |
|  American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.731%, (US SOFR plus 1.260%), 4/25/29 α | 625000 | 629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.043%, (US SOFR plus 0.930%), 7/26/28 α | 350000 | 353 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.098%, (US SOFR plus 1.000%), 2/16/28 α | 215000 | 216 |
|  American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.600%, 4/15/26 | 931000 | 930 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 7/15/27 | 379000 | 375 |
|  Aspen Insurance Holdings, Ltd.<br>5.750%, 7/1/30 | 255000 | 263 |
|  Athene Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.860%, 8/27/26 144A | 440000 | 441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.349%, 7/9/27 144A | 430000 | 432 |
|  Avolon Holdings Funding, Ltd.<br>6.375%, 5/4/28 144A | 185000 | 190 |
|  Banco Santander SA<br>5.552%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.250%), 3/14/28 α | 400000 | 403 |
|  Bank Mandiri Persero Tbk PT<br>5.500%, 4/4/26 § | 970000 | 970 |
|  Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.734%, (US SOFR plus 0.960%), 7/22/27 α | 415000 | 412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.456%, (US SOFR plus 0.870%), 2/6/32 α | 540000 | 533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.623%, (US SOFR plus 1.110%), 5/9/29 α | 760000 | 763 |
|  Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.219%, (US SOFR plus 0.930%), 5/24/30 α | 375000 | 369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.476%, (US SOFR plus 1.080%), 11/11/29 α | 335000 | 333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.086%, (US SOFR plus 0.960%), 2/25/29 α | 555000 | 560 |
|  BNP Paribas SA<br>4.792%, (US SOFR plus 1.450%), 5/9/29 144A α | 520000 | 522 |
|  Brighthouse Financial Global Funding<br>1.550%, 5/24/26 144A | 145000 | 144 |
|  Brown & Brown, Inc.<br>4.700%, 6/23/28 | 305000 | 306 |
|  CaixaBank SA<br>6.684%, (US SOFR plus 2.080%), 9/13/27 144A α | 615000 | 621 |
|  Canadian Imperial Bank of Commerce<br>4.283%, (US SOFR Index plus 0.790%), 1/29/30 α | 580000 | 576 |
|  Capital One Financial Corp.<br>7.149%, (US SOFR plus 2.440%), 10/29/27 α | 240000 | 243 |
|  CBRE Services, Inc.<br>4.800%, 6/15/30 | 210000 | 210 |
|  The Charles Schwab Corp.<br>4.343%, (US SOFR plus 0.940%), 11/14/31 α | 990000 | 979 |
|  Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.503%, (US SOFR plus 1.171%), 9/11/31 α | 545000 | 539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.174%, (US SOFR plus 1.364%), 2/13/30 α | 375000 | 381 |
|  CNO Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 10/7/26 144A | 830000 | 820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 12/10/27 144A | 218000 | 219 |
|  Corebridge Global Funding<br>4.250%, 8/21/28 144A | 400000 | 397 |

---

**3** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (44.3%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Financial continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 8/20/27 144A | 205000 | 205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 1/12/29 144A | 185000 | 188 |
|  Credit Agricole SA<br>5.230%, (US SOFR plus 1.130%), 1/9/29 144A α | 330000 | 334 |
|  Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.050%, 7/15/26 | 615000 | 609 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 3/15/27 | 580000 | 571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 2/15/29 | 80000 | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 9/1/28 | 395000 | 397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 1/11/28 | 285000 | 287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 6/1/29 | 295000 | 302 |
|  Danske Bank A/S |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.613%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.100%), 10/2/30 144A α | 385000 | 384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.662%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.750%), 3/27/29 144A α | 580000 | 581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.427%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.950%), 3/1/28 144A α | 390000 | 394 |
|  DNB Bank ASA<br>4.832%, (US SOFR plus 1.130%), 3/30/32 144A α | 1065000 | 1062 |
|  Emirates NBD Bank PJSC<br>4.195%, 1/13/29 § | 1010000 | 992 |
|  Equitable America Global Funding<br>4.650%, 6/9/28 144A | 465000 | 464 |
|  Extra Space Storage LP<br>3.875%, 12/15/27 | 595000 | 589 |
|  Federation des Caisses Desjardins du Quebec<br>4.565%, 8/26/30 144A | 263000 | 262 |
|  Fifth Third Bancorp<br>4.566%, (US SOFR plus 0.950%), 4/29/32 α | 670000 | 657 |
|  GA Global Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 9/23/27 144A | 805000 | 800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 1/13/30 144A | 385000 | 385 |
|  GABX Leasing LLC<br>4.625%, 4/15/31 144A | 280000 | 276 |
|  The Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.148%, (US SOFR plus 0.710%), 1/21/29 α | 665000 | 661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.482%, (US SOFR plus 1.725%), 8/23/28 α | 390000 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.937%, (US SOFR plus 1.319%), 4/23/28 α | 1060000 | 1065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.218%, (US SOFR plus 1.580%), 4/23/31 α | 590000 | 600 |
|  HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.398%, (US SOFR plus 0.990%), 3/10/30 α | 395000 | 392 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.899%, (US SOFR plus 1.030%), 3/3/29 α | 500000 | 503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.130%, (US SOFR plus 1.040%), 11/19/28 α | 565000 | 569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.597%, (US SOFR plus 1.060%), 5/17/28 α | 320000 | 324 |
|  Huntington Bancshares, Inc.<br>4.623%, (US SOFR plus 0.990%), 1/28/32 α | 1115000 | 1099 |
|  ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.803%, (US SOFR Index plus 1.260%), 3/23/32 α | 1435000 | 1426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.858%, (US SOFR plus 1.010%), 3/25/29 α | 575000 | 579 |
|  Jackson National Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.550%, 7/2/27 144A | 355000 | 358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 4/10/26 144A | 615000 | 615 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (44.3%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Financial continued** |  |  |
|  JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.347%, (US SOFR plus 0.840%), 1/22/32 α | 540000 | 532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.554%, (US SOFR plus 0.885%), 4/22/27 | 350000 | 350 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.979%, (US SOFR plus 0.930%), 7/22/28 α | 395000 | 398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.040%, (US SOFR plus 1.190%), 1/23/28 α | 375000 | 377 |
|  Lloyds Banking Group PLC<br>5.462%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.375%), 1/5/28 α | 460000 | 463 |
|  LPL Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 11/15/27 144A | 115000 | 114 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 4/3/28 | 250000 | 251 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 5/20/27 | 679000 | 685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 11/17/28 | 190000 | 199 |
|  LSEG US Fin. Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 3/23/29 144A | 550000 | 546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 3/23/31 144A | 300000 | 296 |
|  Marsh & McLennan Cos., Inc.<br>4.550%, 11/8/27 | 720000 | 723 |
|  MassMutual Global Funding II<br>5.100%, 4/9/27 144A | 1020000 | 1029 |
|  Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.238%, (US SOFR plus 0.800%), 1/9/30 α | 420000 | 416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.708%, (US SOFR plus 1.195%), 3/12/32 α | 785000 | 780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.994%, (US SOFR plus 1.380%), 4/12/29 α | 570000 | 575 |
|  NatWest Markets PLC<br>4.654%, 3/27/29 144A | 1080000 | 1083 |
|  RGA Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 8/25/28 144A | 635000 | 632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 11/25/30 144A | 330000 | 326 |
|  Sammons Financial Group Global Funding<br>5.050%, 1/10/28 144A | 275000 | 277 |
|  Santander Holdings USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.490%, (US SOFR plus 1.249%), 1/6/28 α | 410000 | 403 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.124%, (US SOFR plus 1.232%), 5/31/27 α | 80000 | 80 |
|  Santander UK Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.673%, (US SOFR plus 0.989%), 6/14/27 α | 220000 | 219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.320%, (US SOFR Index plus 1.070%), 9/22/29 α | 285000 | 282 |
|  SBA Tower Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.631%, 5/15/51 144A | 575000 | 566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.328%, 7/15/52 144A | 225000 | 217 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.831%, 10/15/29 144A | 1125000 | 1130 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.599%, 11/15/52 144A | 619000 | 630 |
|  Societe Generale SA<br>5.519%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.500%), 1/19/28 144A α | 365000 | 367 |
|  Standard Chartered PLC<br>5.688%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.050%), 5/14/28 144A α | 390000 | 395 |
|  State Bank of India<br>1.800%, 7/13/26 § | 1050000 | 1042 |
|  UBS AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.302%, (US SOFR plus 0.810%), 3/16/29 α | 445000 | 444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.632%, (US SOFR plus 1.110%), 2/16/32 α | 445000 | 444 |
|  US Bancorp<br>4.548%, (US SOFR plus 1.660%), 7/22/28 α | 520000 | 521 |

---

**4** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (44.3%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Financial continued** |  |  |
|  Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.900%, (US SOFR plus 0.780%), 1/24/28 α | 730000 | 733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.970%, (US SOFR plus 1.370%), 4/23/29 α | 1545000 | 1558 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **53222** |
|  **Industrial (2.9%)** |  |  |
|  Amrize Finance US LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 4/7/28 | 550000 | 553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 4/7/30 | 205000 | 207 |
|  AptarGroup, Inc.<br>4.750%, 3/30/31 | 195000 | 193 |
|  BAE Systems PLC<br>5.000%, 3/26/27 144A | 450000 | 453 |
|  The Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 3/1/29 | 420000 | 405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.259%, 5/1/27 | 807000 | 821 |
|  Canadian Pacific Railway Co.<br>1.750%, 12/2/26 | 315000 | 310 |
|  CNH Industrial Capital LLC<br>4.375%, 3/7/31 | 1005000 | 981 |
|  FedEx Corp.<br>3.250%, 4/1/26 | 913000 | 913 |
|  Fortive Corp.<br>3.150%, 6/15/26 | 538000 | 537 |
|  GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 9/15/26 | 360000 | 358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 3/30/27 | 438000 | 436 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.400%, 3/15/27 | 390000 | 393 |
|  Honeywell Aerospace, Inc.<br>4.300%, 3/16/31 144A | 830000 | 821 |
|  Huntington Ingalls Industries, Inc.<br>5.353%, 1/15/30 | 155000 | 158 |
|  Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 8/15/26 | 257000 | 256 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 6/15/27 | 340000 | 344 |
|  Penske Truck Leasing Co. LP / PTL Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.700%, 6/15/26 144A | 147000 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.400%, 11/15/26 144A | 120000 | 119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 7/1/27 144A | 71000 | 71 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.350%, 1/12/27 144A | 275000 | 276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 5/24/26 144A | 1020000 | 1021 |
|  Regal Rexnord Corp.<br>6.050%, 4/15/28 | 565000 | 580 |
|  Rolls-Royce PLC<br>5.750%, 10/15/27 144A | 515000 | 523 |
|  RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 8/1/28 | 355000 | 373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 11/1/28 | 332000 | 351 |
|  Sydney Airport Finance Co. Pty, Ltd.<br>3.625%, 4/28/26 144A | 117000 | 117 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **11716** |
|  **Technology (4.3%)** |  |  |
|  Atlassian Corp.<br>5.250%, 5/15/29 | 215000 | 216 |
|  Booz Allen Hamilton, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 9/1/28 144A | 1005000 | 979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 7/1/29 144A | 490000 | 474 |
|  Dell International LLC / EMC Corp.<br>4.750%, 4/1/28 | 540000 | 544 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (44.3%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Technology continued** |  |  |
|  Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 3/10/28 | 410000 | 409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 3/10/29 | 940000 | 936 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 3/10/31 | 205000 | 203 |
|  Fiserv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 7/1/29 | 445000 | 426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 10/1/28 | 369000 | 365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 2/15/31 | 300000 | 294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 3/15/27 | 480000 | 482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 8/21/28 | 330000 | 335 |
|  Foundry JV Holdco LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 1/25/31 144A | 200000 | 204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.900%, 1/25/30 144A | 200000 | 207 |
|  Gartner, Inc.<br>4.500%, 7/1/28 144A | 1215000 | 1194 |
|  Hewlett Packard Enterprise Co.<br>4.500%, 3/23/28 | 885000 | 885 |
|  Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 5/11/27 | 188000 | 185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 8/5/27 | 325000 | 322 |
|  International Business Machines Corp.<br>4.650%, 2/10/28 | 981000 | 987 |
|  Leidos Holdings, Inc.<br>4.100%, 3/15/29 | 365000 | 361 |
|  Marvell Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 4/15/26 | 255000 | 255 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 7/15/30 | 160000 | 161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 6/22/28 | 780000 | 788 |
|  NXP BV / NXP Funding LLC / NXP USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 5/1/27 | 105000 | 104 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 6/18/26 | 405000 | 404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 8/19/28 | 190000 | 189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 6/18/29 | 470000 | 466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.400%, 6/1/27 | 80000 | 80 |
|  Oracle Corp.<br>4.450%, 9/26/30 | 635000 | 612 |
|  Salesforce, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 3/15/28 | 620000 | 620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 3/15/29 | 2210000 | 2215 |
|  Synopsys, Inc.<br>4.650%, 4/1/28 | 1030000 | 1034 |
|  Workday, Inc.<br>3.500%, 4/1/27 | 265000 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **17199** |
|  **Utilities (2.6%)** |  |  |
|  Ameren Corp.<br>1.950%, 3/15/27 | 323000 | 316 |
|  American Electric Power Co., Inc.<br>5.200%, 1/15/29 | 410000 | 418 |
|  Appalachian Power Co.<br>3.300%, 6/1/27 | 899000 | 887 |
|  Constellation Energy Generation LLC<br>5.600%, 3/1/28 | 163000 | 167 |
|  DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 6/1/28 | 430000 | 434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 7/1/27 | 295000 | 297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 4/1/30 | 410000 | 418 |
|  Enel Finance International NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.625%, 7/12/26 144A | 645000 | 640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 9/30/28 144A | 200000 | 198 |

---

**5** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (44.3%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Utilities continued** |  |  |
|  Exelon Corp.<br>5.150%, 3/15/29 | 200000 | 204 |
|  FirstEnergy Corp.<br>3.900%, 7/15/27 | 678000 | 672 |
|  FirstEnergy Transmission LLC<br>4.550%, 1/15/30 | 155000 | 155 |
|  National Rural Utilities Cooperative Finance Corp.<br>4.050%, 2/9/29 | 505000 | 502 |
|  NextEra Energy Capital Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 1/15/27 | 685000 | 672 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.685%, 9/1/27 | 135000 | 136 |
|  Niagara Mohawk Power Corp.<br>4.647%, 10/3/30 144A | 345000 | 344 |
|  NiSource, Inc.<br>5.250%, 3/30/28 | 130000 | 132 |
|  Pacific Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 3/15/27 | 140000 | 138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 12/1/27 | 175000 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 6/4/28 | 265000 | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 6/15/27 | 70000 | 71 |
|  PacifiCorp<br>4.650%, 4/15/29 | 270000 | 270 |
|  Public Service Enterprise Group, Inc.<br>4.900%, 3/15/30 | 690000 | 697 |
|  Sempra<br>5.400%, 8/1/26 | 270000 | 270 |
|  Southern California Edison Co.<br>5.150%, 6/1/29 | 510000 | 517 |
|  Southern California Gas Co.<br>2.950%, 4/15/27 | 410000 | 405 |
|  The Southern Co.<br>5.113%, 8/1/27 | 350000 | 353 |
|  Southern Co. Gas Capital Corp.<br>4.050%, 9/15/28 | 360000 | 357 |
|  Vistra Operations Co. LLC<br>5.050%, 12/30/26 144A | 363000 | 364 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **10472** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Corporate Bonds (Cost: $177,092)** |  | **177237** |
| Governments (20.4%) |  |  |
|  **Governments (20.4%)** |  |  |
|  Eagle Funding Luxco SARL<br>5.500%, 8/17/30 144A | 680000 | 683 |
|  Korea Electric Power Corp.<br>5.375%, 4/6/26 144A | 1000000 | 1000 |
|  Korea Housing Finance Corp.<br>4.625%, 2/24/28 144A | 960000 | 969 |
|  Korea Hydro & Nuclear Power Co., Ltd.<br>5.000%, 7/18/28 144A | 250000 | 254 |
|  Saudi Government International Bond<br>5.125%, 1/13/28 144A | 560000 | 565 |
|  US Treasury Note |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 12/31/27 b | 9950000 | 9873 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 1/31/28 | 42980000 | 42735 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 3/31/28 | 20035000 | 20065 |

---

---

| | | |
|:---|:---|:---|
| Governments (20.4%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Governments continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 7/15/28 | 5665000 | 5672 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **81816** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Governments (Cost: $82,036)** |  | **81816** |
| Structured Products (33.5%) |  |  |
|  **Asset Backed Securities (17.1%)** |  |  |
|  Affirm Asset Securitization Trust, Series 2025- X2, Class A<br>4.450%, 10/15/30 144A | 329218 | 329 |
|  Affirm Master Trust, Series 2025-2A, Class A<br>4.670%, 7/15/33 144A | 335000 | 336 |
|  Affirm Master Trust, Series 2025-2A, Class B<br>5.060%, 7/15/33 144A | 355000 | 356 |
|  Affirm Master Trust, Series 2025-3A, Class A<br>4.450%, 10/16/34 144A | 145000 | 144 |
|  Affirm Master Trust, Series 2026-1A, Class B<br>4.570%, 2/15/34 144A | 120000 | 120 |
|  Affirm Master Trust, Series 2026-1A, Class C<br>4.720%, 2/15/34 144A | 475000 | 473 |
|  Alinea CLO, Ltd., Series 2018-1A, Class BR<br>4.818%, (US SOFR 3 Month plus 1.150%), 7/20/31 144A | 121064 | 121 |
|  Ally Auto Receivables Trust, Series 2023-A, Class C<br>6.080%, 1/17/34 144A | 134387 | 135 |
|  Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class C<br>6.022%, 5/17/32 144A | 103517 | 105 |
|  Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class A2<br>4.970%, 9/15/32 144A | 127559 | 128 |
|  Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class C<br>5.215%, 9/15/32 144A | 127559 | 128 |
|  Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class B<br>4.648%, 6/15/33 144A | 184610 | 185 |
|  Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class B<br>4.501%, 9/15/33 144A | 207566 | 208 |
|  Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class C<br>4.697%, 9/15/33 144A | 232474 | 233 |
|  AmeriCredit Automobile Receivables Trust, Series 2023-1, Class C<br>5.800%, 12/18/28 | 380000 | 385 |
|  Amur Equipment Finance Receivables X LLC, Series 2022-1A, Class E<br>5.020%, 12/20/28 144A | 415000 | 415 |
|  Anthelion CLO, Ltd., Series 2025-1A, Class A1<br>5.170%, (US SOFR 3 Month plus 1.500%), 7/20/36 144A | 390000 | 390 |
|  Arbys Funding LLC, Series 2020-1A, Class A2<br>3.237%, 7/30/50 144A | 992250 | 968 |
|  ARI Fleet Lease Trust, Series 2024-B, Class A2<br>5.540%, 4/15/33 144A | 169032 | 170 |

---

**6** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Asset Backed Securities continued** |  |  |
|  ARI Fleet Lease Trust, Series 2026-A, Class A3<br>4.090%, 11/15/34 144A | 100000 | 100 |
|  Auxilior Term Funding LLC, Series 2023-1A, Class A2<br>6.180%, 12/15/28 144A | 59445 | 60 |
|  Auxilior Term Funding LLC, Series 2023-1A, Class D<br>7.270%, 12/16/30 144A | 370000 | 380 |
|  Auxilior Term Funding LLC, Series 2024-1A, Class A3<br>5.490%, 7/15/31 144A | 235132 | 238 |
|  Avis Budget Rental Car Funding AESOP LLC, Series 2022-5A, Class C<br>6.240%, 4/20/27 144A | 27500 | 28 |
|  Avis Budget Rental Car Funding AESOP LLC, Series 2023-2A, Class C<br>6.180%, 10/20/27 144A | 120000 | 120 |
|  Avis Budget Rental Car Funding AESOP LLC, Series 2025-3A, Class B<br>4.460%, 2/20/30 144A | 100000 | 99 |
|  Avis Budget Rental Car Funding AESOP LLC, Series 2025-3A, Class D<br>7.320%, 2/20/28 144A | 105000 | 106 |
|  Battalion CLO XII, Ltd., Series 2018-12A, Class CRR<br>5.203%, (US SOFR 3 Month plus 1.550%), 5/17/31 144A | 250000 | 250 |
|  Battalion CLO XV, Ltd., Series 2020-15A, Class A1RR<br>4.648%, (US SOFR 3 Month plus 0.980%), 1/17/33 144A | 1120874 | 1117 |
|  Battalion CLO XXI, Ltd., Series 2016-10A, Class A2R3<br>5.418%, (US SOFR 3 Month plus 1.750%), 1/24/35 144A | 250000 | 250 |
|  Battalion CLO XXI, Ltd., Series 2021-21A, Class BR<br>5.372%, (US SOFR 3 Month plus 1.700%), 7/15/34 144A | 250000 | 250 |
|  Bayview Opportunity Master Fund VII, Series 2024-CAR1, Class A<br>4.762%, (US 30 Day Average SOFR plus 1.100%), 12/26/31 144A | 87328 | 88 |
|  Bayview Opportunity Master Fund VII, Series 2025-EDU1, Class A<br>4.962%, (US 30 Day Average SOFR plus 1.300%), 7/27/48 144A | 208860 | 209 |
|  Bayview Opportunity Master Fund VII, Series 2025-EDU1, Class B<br>5.362%, (US 30 Day Average SOFR plus 1.700%), 7/27/48 144A | 392656 | 393 |
|  Blue Owl Asset Leasing Trust LLC, Series 2024-1A, Class A2<br>5.050%, 3/15/29 144A | 150141 | 151 |
|  Blue Owl Asset Leasing Trust LLC, Series 2024-1A, Class B<br>5.410%, 3/15/30 144A | 110000 | 111 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Asset Backed Securities continued** |  |  |
|  BlueMountain CLO, Ltd., Series 2018-3A, Class A1R 4.858%, (US SOFR 3 Month plus 1.190%), 10/25/30 144A | 114689 | 115 |
|  BRE Grand Islander Timeshare Issuer LLC, Series 2019-A, Class A 3.280%, 9/26/33 144A | 90085 | 90 |
|  Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class C<br>4.440%, 11/17/31 | 465000 | 461 |
|  Canyon Capital CLO, Ltd., Series 2019-2A, Class AR2<br>4.682%, (US SOFR 3 Month plus 1.010%), 10/15/34 144A | 550000 | 549 |
|  CarMax Auto Owner Trust, Series 2023-2, Class C<br>5.570%, 11/15/28 | 585000 | 592 |
|  CarMax Auto Owner Trust, Series 2023-2, Class D<br>6.550%, 10/15/29 | 390000 | 398 |
|  CarMax Auto Owner Trust, Series 2023-3, Class C<br>5.610%, 2/15/29 | 655000 | 664 |
|  CarMax Auto Owner Trust, Series 2023-3, Class D<br>6.440%, 12/16/30 | 210000 | 214 |
|  CarMax Auto Owner Trust, Series 2024-1, Class C<br>5.470%, 8/15/29 | 290000 | 295 |
|  CarMax Auto Owner Trust, Series 2024-2, Class D<br>6.420%, 10/15/30 | 100000 | 103 |
|  CarMax Auto Owner Trust, Series 2024-3, Class D<br>5.670%, 1/15/31 | 125000 | 127 |
|  CarMax Select Receivables Trust, Series 2024-A, Class B<br>5.350%, 1/15/30 | 135000 | 137 |
|  CarMax Select Receivables Trust, Series 2024-A, Class C<br>5.620%, 1/15/30 | 570000 | 581 |
|  Carvana Auto Receivables Trust, Series 2024-N2, Class B<br>5.670%, 9/10/30 144A | 405000 | 408 |
|  Carvana Auto Receivables Trust, Series 2024-N2, Class C<br>5.820%, 9/10/30 144A | 905000 | 917 |
|  Carvana Auto Receivables Trust, Series 2026-P1, Class B<br>4.760%, 7/12/32 | 165000 | 163 |
|  Carvana Auto Receivables Trust, Series 2026-P1, Class C<br>5.280%, 8/10/32 | 805000 | 795 |
|  Chase Auto Credit Linked Notes, Series 2025-1, Class B<br>4.753%, 2/25/33 144A | 264105 | 265 |
|  Clarus Capital Funding LLC, Series 2024-1A, Class A2<br>4.710%, 8/20/32 144A | 36659 | 37 |

---

**7** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Clarus Capital Funding LLC, Series 2024-1A, Class B<br>4.790%, 8/20/32 144A | 155000 | 155 |
|  CNH Equipment Trust, Series 2024-B, Class A3<br>5.190%, 9/17/29 | 218941 | 221 |
|  CyrusOne Data Centers Issuer I LLC, Series 2024-2A, Class A2<br>4.500%, 5/20/49 144A | 755000 | 734 |
|  Dell Equipment Finance Trust, Series 2023-3, Class D<br>6.750%, 10/22/29 144A | 100000 | 100 |
|  Dell Equipment Finance Trust, Series 2024-1, Class D<br>6.120%, 9/23/30 144A | 100000 | 101 |
|  Dell Equipment Finance Trust, Series 2024-2, Class B<br>4.820%, 8/22/30 144A | 100000 | 101 |
|  Dell Equipment Finance Trust, Series 2024-2, Class D<br>5.290%, 2/24/31 144A | 410000 | 412 |
|  Dell Equipment Finance Trust, Series 2025-1, Class C<br>5.250%, 2/24/31 144A | 100000 | 101 |
|  Dext ABS, Series 2025-2, Class C<br>4.890%, 4/15/36 144A | 100000 | 99 |
|  DLLAA LLC, Series 2023-1A, Class A3<br>5.640%, 2/22/28 144A | 240725 | 243 |
|  DLLMT LLC, Series 2026-1A, Class A3<br>4.200%, 12/20/29 144A | 90000 | 90 |
|  DLLMT LLC, Series 2026-1A, Class A4<br>4.360%, 9/20/33 144A | 25000 | 25 |
|  DLLST LLC, Series 2024-1A, Class A3<br>5.050%, 8/20/27 144A | 68263 | 68 |
|  DLLST LLC, Series 2024-1A, Class A4<br>4.930%, 4/22/30 144A | 40000 | 40 |
|  Drive Auto Receivables Trust, Series 2024-2, Class C<br>4.670%, 5/17/32 | 80000 | 80 |
|  Drive Auto Receivables Trust, Series 2025-2, Class C<br>4.390%, 9/15/32 | 195000 | 194 |
|  Dryden Senior Loan Fund, Series 2016-45A, Class BRR<br>5.322%, (US SOFR 3 Month plus 1.650%), 10/15/30 144A | 515000 | 515 |
|  Elara HGV Timeshare Issuer LLC, Series 2019-A, Class A<br>2.610%, 1/25/34 144A | 42949 | 43 |
|  Elara HGV Timeshare Issuer LLC, Series 2023-A, Class A<br>6.160%, 2/25/38 144A | 86947 | 89 |
|  Elara HGV Timeshare Issuer LLC, Series 2023-A, Class C<br>7.300%, 2/25/38 144A | 119383 | 123 |
|  Enterprise Fleet Financing LLC, Series 2023-2, Class A2<br>5.560%, 4/22/30 144A | 104189 | 105 |
|  Enterprise Fleet Financing LLC, Series 2024-3, Class A3<br>4.980%, 8/21/28 144A | 150000 | 151 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Enterprise Fleet Financing LLC, Series 2024-3, Class A4<br>5.060%, 3/20/31 144A | 100000 | 101 |
|  Exeter Automobile Receivables Trust, Series 2022-4A, Class D<br>5.980%, 12/15/28 | 536791 | 540 |
|  Exeter Automobile Receivables Trust, Series 2023-1A, Class D<br>6.690%, 6/15/29 | 65752 | 66 |
|  Exeter Automobile Receivables Trust, Series 2025-4A, Class B<br>4.400%, 5/15/30 | 135000 | 135 |
|  Exeter Automobile Receivables Trust, Series 2025-4A, Class C<br>4.570%, 6/16/31 | 480000 | 478 |
|  Exeter Automobile Receivables Trust, Series 2025-5A, Class B<br>4.280%, 7/15/30 | 465000 | 463 |
|  Exeter Automobile Receivables Trust, Series 2026-1A, Class B<br>4.220%, 10/15/30 | 155000 | 154 |
|  Exeter Automobile Receivables Trust, Series 2026-1A, Class C<br>4.400%, 5/17/32 | 440000 | 434 |
|  Exeter Select Automobile Receivables Trust, Series 2025-1, Class B<br>4.870%, 8/15/31 | 255000 | 256 |
|  Exeter Select Automobile Receivables Trust, Series 2025-2, Class B<br>4.630%, 11/17/31 | 140000 | 140 |
|  Exeter Select Automobile Receivables Trust, Series 2025-2, Class C<br>4.910%, 12/15/31 | 285000 | 286 |
|  Ford Credit Auto Lease Trust, Series 2023-B, Class C<br>6.430%, 4/15/27 | 120057 | 120 |
|  Ford Credit Auto Owner Trust, Series 2023-A, Class B<br>5.070%, 1/15/29 | 905000 | 913 |
|  Ford Credit Floorplan Master Owner Trust, Series 2023-1, Class B<br>5.310%, 5/15/28 144A | 155000 | 155 |
|  Ford Credit Floorplan Master Owner Trust, Series 2023-1, Class C<br>5.750%, 5/15/28 144A | 245000 | 245 |
|  Ford Credit Floorplan Master Owner Trust, Series 2023-1, Class D<br>6.620%, 5/15/28 144A | 440000 | 441 |
|  Ford Credit Floorplan Master Owner Trust, Series 2024-1, Class B<br>5.480%, 4/15/29 144A | 280000 | 283 |
|  Fortress Credit BSL VII, Ltd., Series 2019-1A, Class A1R<br>4.761%, (US SOFR 3 Month plus 1.090%), 7/23/32 144A | 58523 | 59 |
|  Fortress Credit BSL VII, Ltd., Series 2019-1A, Class A2R<br>5.071%, (US SOFR 3 Month plus 1.400%), 7/23/32 144A | 460000 | 460 |

---

**8** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Fortress Credit BSL VII, Ltd., Series 2019-1A, Class BR<br>5.321%, (US SOFR 3 Month plus 1.650%), 7/23/32 144A | 585000 | 585 |
|  Fortress Credit BSL VIII, Ltd., Series 2019-2A, Class A1AR<br>4.720%, (US SOFR 3 Month plus 1.050%), 10/20/32 144A | 109182 | 109 |
|  Fortress Credit BSL VIII, Ltd., Series 2019-2A, Class A2R<br>5.070%, (US SOFR 3 Month plus 1.400%), 10/20/32 144A | 570000 | 570 |
|  Fortress Credit BSL VIII, Ltd., Series 2020-1A, Class BR<br>5.368%, (US SOFR 3 Month plus 1.700%), 10/20/33 144A | 590000 | 590 |
|  Fortress Credit BSL XV, Ltd., Series 2022-2A, Class AR<br>5.068%, (US SOFR 3 Month plus 1.400%), 10/18/33 144A | 390929 | 391 |
|  Fortress Credit BSL XVIII, Ltd., Series 2023-1A, Class A1R<br>5.241%, (US SOFR 3 Month plus 1.570%), 4/23/36 144A | 250000 | 250 |
|  GM Financial Consumer Automobile Receivables Trust, Series 2023-1, Class B<br>5.030%, 9/18/28 | 155000 | 156 |
|  GMF Floorplan Owner Revolving Trust, Series 2024-4A, Class A1<br>4.730%, 11/15/29 144A | 215000 | 217 |
|  GMF Floorplan Owner Revolving Trust, Series 2024-4A, Class B<br>4.980%, 11/15/29 144A | 525000 | 529 |
|  GreatAmerica Leasing Receivables Funding LLC, Series 2025-2, Class A3<br>4.140%, 12/17/29 144A | 250000 | 249 |
|  Hardee's Funding LLC, Series 2018-1A, Class A23<br>5.710%, 6/20/48 144A | 263625 | 260 |
|  Hardee's Funding LLC, Series 2020-1A, Class A2<br>3.981%, 12/20/50 144A | 1065938 | 1026 |
|  Hardee's Funding LLC, Series 2021-1A, Class A2<br>2.865%, 6/20/51 144A | 138113 | 129 |
|  Hilton Grand Vacations Trust, Series 2020-AA, Class A<br>2.740%, 2/25/39 144A | 80497 | 79 |
|  Hilton Grand Vacations Trust, Series 2022-1D, Class A<br>3.610%, 6/20/34 144A | 48682 | 49 |
|  Hilton Grand Vacations Trust, Series 2023-1A, Class B<br>6.110%, 1/25/38 144A | 261285 | 267 |
|  Hilton Grand Vacations Trust, Series 2023-1A, Class C<br>6.940%, 1/25/38 144A | 48794 | 50 |
|  Hilton Grand Vacations Trust, Series 2025-1A, Class A<br>4.880%, 5/27/42 144A | 161077 | 161 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Hilton Grand Vacations Trust, Series 2025-1A, Class B<br>5.180%, 5/27/42 144A | 274173 | 275 |
|  Home Partners of America Trust, Series 2022-1, Class A<br>3.930%, 4/17/39 144A | 259941 | 259 |
|  HPEFS Equipment Trust, Series 2023-2A, Class C<br>6.480%, 1/21/31 144A | 29046 | 29 |
|  HPEFS Equipment Trust, Series 2023-2A, Class D<br>6.970%, 7/21/31 144A | 125000 | 126 |
|  HPEFS Equipment Trust, Series 2024-1A, Class C<br>5.330%, 6/20/31 144A | 680000 | 682 |
|  HPEFS Equipment Trust, Series 2024-2A, Class B<br>5.350%, 10/20/31 144A | 100000 | 101 |
|  HPEFS Equipment Trust, Series 2024-2A, Class D<br>5.820%, 4/20/32 144A | 205000 | 208 |
|  Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class B1<br>6.153%, 5/20/32 144A | 250956 | 255 |
|  Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1<br>5.442%, 10/20/32 144A | 297662 | 300 |
|  Huntington Bank Auto Credit-Linked Notes, Series 2025-1, Class B<br>4.957%, 3/21/33 144A | 422964 | 424 |
|  Huntington Bank Auto Credit-Linked Notes, Series 2026-1, Class B1<br>4.503%, 2/20/34 144A | 295000 | 294 |
|  Hyundai Auto Lease Securitization Trust, Series 2025-B, Class A3<br>4.530%, 4/17/28 144A | 205000 | 206 |
|  Hyundai Auto Lease Securitization Trust, Series 2025-B, Class B<br>4.940%, 8/15/29 144A | 425000 | 428 |
|  Hyundai Auto Receivables Trust, Series 2026-A, Class C<br>4.310%, 6/15/33 | 80000 | 79 |
|  Jack in the Box Funding LLC, Series 2022-1A, Class A2I<br>3.445%, 2/26/52 144A | 1082840 | 1051 |
|  JP Morgan Mortgage Trust, Series 2025-HE3, Class A1<br>5.023%, (US 30 Day Average SOFR plus 1.350%), (AFC), 3/25/56 144A | 219136 | 220 |
|  KKR CLO, Ltd., Series 2024-40A, Class AR<br>4.968%, (US SOFR 3 Month plus 1.300%), 10/20/34 144A | 1105000 | 1105 |
|  KKR CLO, Ltd., Series 2025-18, Class A1R2<br>4.718%, (US SOFR 3 Month plus 1.050%), 10/18/35 144A | 1219526 | 1217 |
|  KKR CLO, Ltd., Series 2025-33A, Class AR<br>4.748%, (US SOFR 3 Month plus 1.080%), 7/20/34 144A | 990000 | 990 |
|  KKR CLO, Ltd., Series 2025-33A, Class BR<br>5.268%, (US SOFR 3 Month plus 1.600%), 7/20/34 144A | 640000 | 638 |

---

**9** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  LCM, Ltd., Series 39A, Class A1R2<br>4.703%, (US SOFR 3 Month plus 1.040%), 10/15/34 144A | 565000 | 564 |
|  Madison Park Funding XLV, Ltd., Series 2020-45A, Class ARR<br>4.752%, (US SOFR 3 Month plus 1.080%), 7/15/34 144A | 305000 | 305 |
|  Madison Park Funding XXXIII, Ltd., Series 2019-33A, Class AR<br>4.962%, (US SOFR 3 Month plus 1.290%), 10/15/32 144A | 898193 | 898 |
|  Marble Point CLO XV, Ltd., Series 2019-1A, Class A1R2<br>4.711%, (US SOFR 3 Month plus 1.040%), 7/23/32 144A | 490425 | 490 |
|  MVW Owner Trust, Series 2019-2A, Class A<br>2.440%, 10/20/38 144A | 21173 | 21 |
|  MVW Owner Trust, Series 2020-1A, Class A<br>1.740%, 10/20/37 144A | 110146 | 109 |
|  MVW Owner Trust, Series 2020-1A, Class B<br>2.730%, 10/20/37 144A | 61450 | 61 |
|  MVW Owner Trust, Series 2021-1WA, Class B<br>1.440%, 1/22/41 144A | 18966 | 18 |
|  MVW Owner Trust, Series 2021-1WA, Class C<br>1.940%, 1/22/41 144A | 28069 | 27 |
|  MVW Owner Trust, Series 2023-1A, Class A<br>4.930%, 10/20/40 144A | 288958 | 290 |
|  MVW Owner Trust, Series 2023-2A, Class A<br>6.180%, 11/20/40 144A | 61058 | 63 |
|  MVW Owner Trust, Series 2023-2A, Class B<br>6.330%, 11/20/40 144A | 46641 | 47 |
|  Navient Private Education Refi Loan Trust, Series 2019-A, Class A2A<br>3.420%, 1/15/43 144A | 16662 | 17 |
|  Navient Private Education Refi Loan Trust, Series 2019-D, Class A2A<br>3.010%, 12/15/59 144A | 89460 | 87 |
|  Navient Private Education Refi Loan Trust, Series 2019-EA, Class A2A<br>2.640%, 5/15/68 144A | 79109 | 78 |
|  Navient Private Education Refi Loan Trust, Series 2019-GA, Class A<br>2.400%, 10/15/68 144A | 151540 | 148 |
|  Navient Private Education Refi Loan Trust, Series 2020-A, Class A2A<br>2.460%, 11/15/68 144A | 112718 | 109 |
|  Navient Private Education Refi Loan Trust, Series 2020-CA, Class A2A<br>2.150%, 11/15/68 144A | 420543 | 406 |
|  Navient Private Education Refi Loan Trust, Series 2020-DA, Class A<br>1.690%, 5/15/69 144A | 77271 | 74 |
|  Navient Private Education Refi Loan Trust, Series 2020-GA, Class A<br>1.170%, 9/16/69 144A | 50291 | 47 |
|  Navient Private Education Refi Loan Trust, Series 2020-HA, Class A<br>1.310%, 1/15/69 144A | 22759 | 22 |
|  Navient Refinance Loan Trust, Series 2026-A, Class A<br>4.500%, 1/18/56 144A | 210000 | 208 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Navistar Financial Dealer Note Master Trust, Series 2024-1, Class B<br>5.790%, 4/25/29 144A | 50000 | 50 |
|  Navistar Financial Dealer Note Master Trust, Series 2024-1, Class C<br>6.130%, 4/25/29 144A | 75000 | 75 |
|  Navistar Financial Dealer Note Master Trust, Series 2025-1, Class B<br>4.420%, 9/25/30 144A | 80000 | 80 |
|  Navistar Financial Dealer Note Master Trust, Series 2025-1, Class C<br>4.720%, 9/25/30 144A | 40000 | 40 |
|  Nelnet Student Loan Trust, Series 2020-1A, Class A<br>4.533%, (US SOFR 1 Month plus 0.855%), 3/26/68 144A | 58183 | 58 |
|  Nelnet Student Loan Trust, Series 2021-CA, Class AFX<br>1.320%, 4/20/62 144A | 302169 | 285 |
|  Nelnet Student Loan Trust, Series 2021-DA, Class AFX<br>1.630%, 4/20/62 144A | 103144 | 98 |
|  Neuberger Berman Loan Advisers CLO, Ltd., Series 2021-43A, Class AR<br>4.718%, (US SOFR 3 Month plus 1.050%), 7/17/36 144A | 1205000 | 1204 |
|  NMEF Funding LLC, Series 2025-A, Class A2<br>4.720%, 7/15/32 144A | 178606 | 179 |
|  NMEF Funding LLC, Series 2026-A, Class B<br>4.480%, 2/15/34 144A | 100000 | 99 |
|  NMEF Funding LLC, Series 2026-A, Class C<br>4.710%, 2/15/34 144A | 100000 | 99 |
|  Northwoods Capital XIV-B, Ltd., Series 2018-14BA, Class AR<br>4.883%, (US SOFR 3 Month plus 1.250%), 11/13/31 144A | 366490 | 367 |
|  Octagon Investment Partners XXI, Ltd., Series 2014-1A, Class A2R4<br>4.803%, (US SOFR 3 Month plus 1.150%), 2/14/31 144A | 570000 | 570 |
|  Octane Receivables Trust, Series 2023-1A, Class B<br>5.960%, 7/20/29 144A | 114368 | 115 |
|  Octane Receivables Trust, Series 2023-3A, Class B<br>6.480%, 7/20/29 144A | 440000 | 444 |
|  Octane Receivables Trust, Series 2023-3A, Class C<br>6.740%, 8/20/29 144A | 100000 | 102 |
|  Octane Receivables Trust, Series 2024-3A, Class A2<br>4.940%, 5/20/30 144A | 93244 | 94 |
|  Octane Receivables Trust, Series 2024-3A, Class C<br>5.510%, 10/20/31 144A | 140000 | 141 |
|  Octane Receivables Trust, Series 2024-RVM1, Class A<br>5.010%, 1/22/46 144A | 209944 | 212 |
|  Octane Receivables Trust, Series 2025-RVM1, Class B<br>4.830%, 12/20/46 144A | 250000 | 249 |

---

**10** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Octane Receivables Trust, Series 2025-RVM1, Class C<br>5.260%, 12/20/46 144A | 520000 | 519 |
|  OZLM Funding II, Ltd., Series 2012-2A, Class AR4<br>4.867%, (US SOFR 3 Month plus 1.200%), 7/30/37 144A | 250000 | 250 |
|  PEAC Solutions Receivables 2026-1 LLC Series 1A Class B<br>4.750%, 7/20/33 144A | 350000 | 349 |
|  PEAC Solutions Receivables LLC, Series 2025-1A, Class A2<br>4.940%, 10/20/28 144A | 241001 | 242 |
|  PEAC Solutions Receivables LLC, Series 2025-1A, Class A3<br>5.040%, 7/20/32 144A | 240000 | 243 |
|  Post CLO, Ltd., Series 2022-1A, Class BR<br>5.112%, (US SOFR 3 Month plus 1.450%), 4/20/35 144A | 295000 | 292 |
|  Post Road Equipment Finance, Series 2024-1A, Class A2<br>5.590%, 11/15/29 144A | 15663 | 16 |
|  Progress Residential Trust, Series 2021-SFR3, Class F<br>3.436%, 5/17/26 144A | 200000 | 199 |
|  Progress Residential Trust, Series 2021-SFR8, Class C<br>1.931%, 10/17/38 144A | 460000 | 453 |
|  RCKT Mortgage Trust, Series 2024-CES8, Class A1A<br>5.490%, (AFC), 11/25/44 144A Σ | 454193 | 456 |
|  RCKT Mortgage Trust, Series 2024-CES9, Class A1A<br>5.582%, (AFC), 12/25/44 144A Σ | 89623 | 90 |
|  Rockford Tower CLO, Ltd., Series 2019-2A, Class AR2<br>4.786%, (US SOFR 3 Month plus 1.130%), 8/20/32 144A | 570379 | 570 |
|  Romark CLO II, Ltd., Series 2018-2A, Class A2R<br>5.318%, (US SOFR 3 Month plus 1.650%), 7/25/31 144A | 1075000 | 1075 |
|  Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class A2<br>5.644%, 12/15/33 144A | 95055 | 96 |
|  Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class D<br>6.663%, 12/15/33 144A | 118117 | 120 |
|  Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class B<br>5.622%, 6/15/32 144A | 141225 | 143 |
|  Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class C<br>5.818%, 6/15/32 144A | 141225 | 143 |
|  Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class B<br>4.965%, 1/18/33 144A | 196126 | 197 |
|  Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class C<br>5.141%, 1/18/33 144A | 196126 | 197 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Santander Bank Auto Credit-Linked Notes, Series 2025-A, Class B<br>4.484%, 1/16/34 144A | 250000 | 250 |
|  Santander Bank Auto Credit-Linked Notes, Series 2025-A, Class C<br>4.661%, 1/16/34 144A | 250000 | 250 |
|  Santander Drive Auto Receivables Trust, Series 2023-1, Class C<br>5.090%, 5/15/30 | 194038 | 195 |
|  Santander Drive Auto Receivables Trust, Series 2025-4, Class B<br>4.270%, 1/15/32 | 425000 | 423 |
|  Santander Drive Auto Receivables Trust, Series 2026-1, Class A3<br>3.930%, 7/15/30 | 335000 | 333 |
|  Santander Mortgage Asset Receivables Trust, Series 2025-CES1, Class A1A<br>5.036%, (AFC), 9/25/55 144A Σ | 499995 | 498 |
|  SBNA Auto Lease Trust, Series 2024-B, Class A4<br>5.550%, 12/20/28 144A | 540000 | 544 |
|  SCF Equipment Leasing LLC, Series 2023-1A, Class A3<br>6.170%, 5/20/32 144A | 116299 | 117 |
|  SCF Equipment Leasing LLC, Series 2025-1, Class A2<br>4.820%, 7/22/30 144A | 136539 | 137 |
|  SCF Equipment Leasing LLC, Series 2025-1, Class A3<br>5.110%, 11/21/33 144A | 300000 | 305 |
|  SEB Funding LLC, Series 2024-1A, Class A2<br>7.386%, 4/30/54 144A | 492000 | 501 |
|  SEB Funding LLC, Series 2026-1A, Class A2<br>6.665%, 1/30/56 144A | 1000000 | 990 |
|  Securitized Term Auto Receivables Trust, Series 2025-A, Class B<br>5.038%, 7/25/31 144A | 106517 | 107 |
|  Securitized Term Auto Receivables Trust, Series 2025-B, Class B<br>4.925%, 12/29/32 144A | 88178 | 89 |
|  Securitized Term Auto Receivables Trust, Series 2025-B, Class C<br>5.121%, 12/29/32 144A | 33915 | 34 |
|  Securitized Term Auto Receivables Trust, Series 2026-A, Class B<br>4.284%, 3/25/33 144A | 293978 | 293 |
|  Securitized Term Auto Receivables Trust, Series 2026-A, Class C<br>4.431%, 3/25/33 144A | 105648 | 105 |
|  SFS Auto Receivables Securitization Trust 2026-1A-Class C<br>4.460%, 11/21/33 144A | 790000 | 777 |
|  SFS Auto Receivables Securitization Trust, Series 2024-1A, Class A3<br>4.950%, 5/21/29 144A | 95676 | 96 |
|  SFS Auto Receivables Securitization Trust, Series 2024-1A, Class C<br>5.510%, 1/20/32 144A | 55000 | 56 |
|  SFS Auto Receivables Securitization Trust, Series 2024-2A, Class A4<br>5.260%, 8/20/30 144A | 145000 | 147 |

---

**11** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class B<br>4.930%, 4/20/44 144A | 150110 | 150 |
|  Sierra Timeshare Receivables Funding LLC, Series 2025-3A, Class A<br>4.440%, 8/22/44 144A | 76303 | 76 |
|  Sierra Timeshare Receivables Funding LLC, Series 2025-3A, Class B<br>4.640%, 8/22/44 144A | 118270 | 118 |
|  SMB Private Education Loan Trust, Series 2018-B, Class A2A<br>3.600%, 1/15/37 144A | 22044 | 22 |
|  SMB Private Education Loan Trust, Series 2018-B, Class A2B<br>4.507%, (US SOFR 1 Month plus 0.835%), 1/15/37 144A | 52748 | 53 |
|  SMB Private Education Loan Trust, Series 2020-B, Class A1A<br>1.290%, 7/15/53 144A | 49701 | 47 |
|  SMB Private Education Loan Trust, Series 2020-PTB, Class A2A<br>1.600%, 9/15/54 144A | 388510 | 368 |
|  SMB Private Education Loan Trust, Series 2021-B, Class A<br>1.310%, 7/17/51 144A | 259494 | 245 |
|  SMB Private Education Loan Trust, Series 2025-A, Class A1A<br>5.130%, 4/15/54 144A | 285198 | 287 |
|  Sonic Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.845%, 1/20/50 144A | 245483 | 243 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.336%, 1/20/50 144A | 132183 | 127 |
|  Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class B<br>4.250%, 12/20/29 144A | 55000 | 55 |
|  Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class C<br>4.440%, 8/20/30 144A | 200000 | 198 |
|  Symphony CLO XXIII, Ltd., Series 2020-23A, Class AR2<br>4.572%, (US SOFR 3 Month plus 0.900%), 1/15/34 144A | 422801 | 422 |
|  Tricon Residential Trust, Series 2024-SFR2, Class A<br>4.750%, 6/17/40 144A | 279116 | 277 |
|  Tricon Residential Trust, Series 2024-SFR2, Class D<br>6.000%, 6/17/40 144A | 510000 | 509 |
|  Trinitas CLO VI, Ltd., Series 2025-6A, Class AR4<br>4.778%, (US SOFR 3 Month plus 1.110%), 1/25/34 144A | 470000 | 470 |
|  Trinitas CLO VII, Ltd., Series 2017-7A, Class A1R2<br>4.728%, (US SOFR 3 Month plus 1.060%), 1/25/35 144A | 250000 | 250 |
|  US Bank NA, Series 2023-1, Class B<br>6.789%, 8/25/32 144A | 39495 | 40 |
|  US Bank NA, Series 2026-RVM1, Class B1<br>4.959%, 12/25/46 144A | 250000 | 249 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Verdant Receivables LLC, Series 2023-1A, Class A2<br>6.240%, 1/13/31 144A | 214874 | 218 |
|  Verdant Receivables LLC, Series 2024-1A, Class A2<br>5.680%, 12/12/31 144A | 76616 | 78 |
|  Verizon Master Trust, Series 2024-6, Class B<br>4.420%, 8/20/30 | 710000 | 710 |
|  Wheels Fleet Lease Funding 1 LLC, Series 2023-2A, Class A<br>6.460%, 8/18/38 144A | 248320 | 250 |
|  Wheels Fleet Lease Funding 1 LLC, Series 2024-1A, Class A1<br>5.490%, 2/18/39 144A | 336307 | 339 |
|  Wheels Fleet Lease Funding 1 LLC, Series 2025-3A, Class A1<br>4.080%, 9/18/40 144A | 200000 | 199 |
|  Wheels Fleet Lease Funding 1 LLC, Series 2025-3A, Class C<br>4.790%, 9/18/40 144A | 320000 | 318 |
|  Wingspire Equipment Finance LLC, Series 2025-1A, Class A2<br>4.330%, 9/20/33 144A | 100000 | 100 |
|  Wingspire Equipment Finance LLC, Series 2025-1A, Class C<br>4.760%, 9/20/33 144A | 100000 | 99 |
|  World Omni Select Auto Trust, Series 2023-A, Class B<br>5.870%, 8/15/28 | 415766 | 417 |
|  Zaxbys Funding LLC, Series 2021-1A, Class A2<br>3.238%, 7/30/51 144A | 539575 | 512 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **68256** |
|  **Mortgage Securities (16.4%)** |  |  |
|  Angel Oak Mortgage Trust, Series 2020-3, Class A3<br>2.872%, (AFC), 4/25/65 144A | 25941 | 25 |
|  Angel Oak Mortgage Trust, Series 2021-1, Class A1<br>0.909%, (AFC), 1/25/66 144A | 178762 | 159 |
|  Angel Oak Mortgage Trust, Series 2021-2, Class A2<br>1.190%, (AFC), 4/25/66 144A | 58741 | 51 |
|  Angel Oak Mortgage Trust, Series 2025-5, Class A1<br>5.573%, (AFC), 4/25/70 144A Σ | 844373 | 848 |
|  BANK, Series 2024-BNK47, Class A1<br>5.523%, 6/15/57 | 72801 | 74 |
|  BANK5, Series 2024-5YR11, Class AS<br>6.139%, 11/15/57 | 325000 | 336 |
|  BANK5, Series 2024-5YR12, Class A3<br>5.902%, (AFC), 12/15/57 | 540000 | 561 |
|  BANK5, Series 2024-5YR12, Class AS<br>6.122%, (AFC), 12/15/57 | 225000 | 233 |
|  BANK5, Series 2024-5YR9, Class A1<br>4.889%, 8/15/57 | 273251 | 274 |
|  BANK5, Series 2026-5YR21, Class A3<br>5.525%, 4/15/59 | 270000 | 278 |

---

**12** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Mortgage Securities continued** |  |  |
|  Benchmark Mortgage Trust, Series 2024-V11, Class AM<br>6.201%, (AFC), 11/15/57 | 275000 | 284 |
|  Benchmark Mortgage Trust, Series 2024-V8, Class A1<br>5.514%, 7/15/57 | 163897 | 166 |
|  Benchmark Mortgage Trust, Series 2025-B41, Class A1<br>4.401%, 7/15/68 | 173367 | 173 |
|  Benchmark Mortgage Trust, Series 2025-V19, Class A3<br>5.249%, (CSTR), 1/15/58 | 160000 | 163 |
|  BFLD Commercial Mortgage Trust, Series 2025-5MW, Class C<br>5.451%, (CSTR), 10/10/42 144A | 155000 | 155 |
|  BINOM Securitization Trust, Series 2021-INV1, Class A3<br>2.625%, (AFC), 6/25/56 144A | 113875 | 106 |
|  BMO Mortgage Trust, Series 2024-5C4, Class A3<br>6.526%, 5/15/57 | 535000 | 561 |
|  BMO Mortgage Trust, Series 2026-5C14, Class A3<br>5.209%, 3/25/59 | 825000 | 839 |
|  BMO Mortgage Trust, Series 2026-C14, Class A1<br>4.359%, 2/15/59 | 49269 | 49 |
|  BX Commercial Mortgage Trust, Series 2024-GPA3, Class B<br>5.315%, (US SOFR 1 Month plus 1.642%), 12/15/39 144A | 258761 | 259 |
|  BX Commercial Mortgage Trust, Series 2024-MDHS, Class A<br>5.314%, (US SOFR 1 Month plus 1.641%), 5/15/41 144A | 331288 | 331 |
|  BX Commercial Mortgage Trust, Series 2024-MDHS, Class B<br>5.514%, (US SOFR 1 Month plus 1.841%), 5/15/41 144A | 350000 | 350 |
|  BX Commercial Mortgage Trust, Series 2024-SLCT, Class B<br>5.465%, (US SOFR 1 Month plus 1.793%), 1/15/42 144A | 190000 | 189 |
|  BX Commercial Mortgage Trust, Series 2024-SLCT, Class C<br>6.064%, (US SOFR 1 Month plus 2.392%), 1/15/42 144A | 500000 | 498 |
|  BX Commercial Mortgage Trust, Series 2026-CSMO, Class C<br>5.673%, (US SOFR 1 Month plus 2.000%), 2/15/43 144A | 100000 | 100 |
|  BX Trust, Series 2025-GW, Class A<br>5.273%, (US SOFR 1 Month plus 1.600%), 7/15/42 144A | 590000 | 590 |
|  BX Trust, Series 2025-VOLT, Class A<br>5.373%, (US SOFR 1 Month plus 1.700%), 12/15/44 144A | 455000 | 454 |
|  BX Trust, Series 2025-VOLT, Class B<br>5.773%, (US SOFR 1 Month plus 2.100%), 12/15/44 144A | 685000 | 680 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Mortgage Securities continued** |  |  |
|  CENT, Series 2025-CITY, Class A<br>4.920%, (CSTR), 7/10/40 144A | 455000 | 458 |
|  CIM Trust, Series 2021-R6, Class A1<br>1.425%, (AFC), 7/25/61 144A | 66639 | 61 |
|  Citigroup Mortgage Loan Trust, Series 2020-EXP2, Class A3<br>2.500%, 8/25/50 144A | 194002 | 171 |
|  Citigroup Mortgage Loan Trust, Series 2020-EXP2, Class A4<br>2.500%, (AFC), 8/25/50 144A | 269447 | 236 |
|  COLT Mortgage Loan Trust, Series 2021-1, Class A2<br>1.167%, (AFC), 6/25/66 144A | 166639 | 145 |
|  COLT Mortgage Loan Trust, Series 2024-6, Class A2<br>5.644%, (AFC), 11/25/69 144A Σ | 446078 | 447 |
|  COLT Mortgage Loan Trust, Series 2024-INV4, Class A3<br>6.111%, (AFC), 5/25/69 144A Σ | 444903 | 447 |
|  COLT Mortgage Loan Trust, Series 2025-10, Class A1F<br>4.862%, (US 30 Day Average SOFR plus 1.200%), (AFC), 10/25/70 144A | 351188 | 351 |
|  COLT Mortgage Loan Trust, Series 2025-4, Class A1<br>5.794%, (AFC), 4/25/70 144A Σ | 179284 | 181 |
|  COLT Mortgage Loan Trust, Series 2025-INV2, Class A1<br>5.601%, (AFC), 2/25/70 144A Σ | 355893 | 358 |
|  COMM Mortgage Trust, Series 2014-CR15, Class B<br>3.680%, (CSTR), 2/10/47 | 151465 | 146 |
|  Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1<br>4.762%, (US 30 Day Average SOFR plus 1.100%), 1/25/45 144A | 212866 | 212 |
|  Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1<br>5.112%, (US 30 Day Average SOFR plus 1.450%), 3/25/45 144A | 142965 | 143 |
|  Connecticut Avenue Securities Trust, Series 2025-R06, Class 1M1<br>4.612%, (US 30 Day Average SOFR plus 0.950%), 9/25/45 144A | 227854 | 228 |
|  Connecticut Avenue Securities Trust, Series 2026-R01, Class 2A1<br>4.512%, (US 30 Day Average SOFR plus 0.850%), 1/25/46 144A | 749446 | 745 |
|  Cross Mortgage Trust, Series 2024-H6, Class A2<br>5.383%, (AFC), 9/25/69 144A Σ | 276520 | 276 |
|  DBC Mortgage Trust, Series 2025-DBC, Class A<br>5.023%, (US SOFR 1 Month plus 1.350%), 11/15/42 144A | 610000 | 610 |
|  Deephaven Residential Mortgage Trust, Series 2021-2, Class A3<br>1.260%, (AFC), 4/25/66 144A | 82109 | 74 |
|  Deephaven Residential Mortgage Trust, Series 2026-INV1, Class A1<br>4.797%, 12/25/70 144A | 338319 | 336 |

---

**13** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Mortgage Securities continued** |  |  |
|  Deephaven Residential Mortgage Trust, Series 2026-INV2, Class A1<br>5.366%, 2/25/71 144A | 295000 | 295 |
|  EFMT, Series 2019-2, Class A3<br>3.046%, (AFC), 11/25/59 144A | 17672 | 17 |
|  EFMT, Series 2021-3, Class A3<br>1.550%, (AFC), 9/25/66 144A | 122630 | 103 |
|  EFMT, Series 2024-INV2, Class A1<br>5.035%, (AFC), 10/25/69 144A ∑ | 392657 | 391 |
|  EFMT, Series 2024-INV2, Class A2<br>5.289%, (AFC), 10/25/69 144A ∑ | 223195 | 223 |
|  EFMT, Series 2025-INV2, Class A1<br>5.387%, (AFC), 5/26/70 144A ∑ | 179884 | 180 |
|  EFMT, Series 2025-INV4, Class A1F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.868%, (US 30 Day Average SOFR plus 1.200%), (AFC), 10/25/70 144A | 187332 | 187 |
|  EFMT, Series 2025-INV5, Class A1<br>5.077%, 12/25/70 144A | 233705 | 233 |
|  EFMT, Series 2025-NQM5, Class A1<br>5.033%, 11/25/70 144A | 225017 | 224 |
|  EFMT, Series 2025-NQM6, Class A1<br>5.001%, 12/25/70 144A | 388981 | 387 |
|  EFMT, Series 2026-NQM1, Class A1F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.862%, (US 30 Day Average SOFR plus 1.200%), (AFC), 2/25/71 144A | 202374 | 202 |
|  EFMT, Series 2026-NQM4, Class A1<br>5.332%, 4/25/71 144A | 100000 | 100 |
|  EFMT, Series 2026-NQM4, Class A2<br>5.535%, (AFC), 4/25/71 144A ∑ | 440000 | 440 |
|  Extended Stay America Trust, Series 2025-ESH, Class C<br>5.523%, (US SOFR 1 Month plus 1.850%), 10/15/42 144A | 230000 | 230 |
|  Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 1/1/52 | 458908 | 393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 4/1/52 | 246157 | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/1/34 | 20897 | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 3/1/46 | 24289 | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 12/1/47 | 225541 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/1/49 | 69830 | 67 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 5/1/50 | 40895 | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/1/52 | 1250024 | 1212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 2/1/53 | 1040559 | 1008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/1/41 | 84586 | 85 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 2/1/55 | 90480 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 6/1/55 | 17042 | 17 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 7/1/53 | 377980 | 381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 8/1/53 | 457918 | 464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 11/1/53 | 539512 | 544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 10/1/54 | 89291 | 91 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 4/1/55 | 648537 | 655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 7/1/55 | 370857 | 374 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 9/1/34 | 694 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 2/1/35 | 12429 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 9/1/35 | 4233 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 10/1/54 | 557315 | 571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 12/1/54 | 186702 | 190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 2/1/55 | 59662 | 61 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 5/1/55 | 253834 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 8/1/55 | 2036930 | 2080 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Mortgage Securities continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 9/1/54 | 50146 | 52 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 6/1/55 | 505877 | 524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 3/1/39 | 19278 | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 6/1/38 | 16463 | 17 |
|  Federal Home Loan Mortgage Corp., Series K753, Class A1<br>4.600%, 6/25/30 | 304380 | 307 |
|  Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/1/50 | 180572 | 147 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 1/1/52 | 120167 | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 9/1/28 | 46761 | 46 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 12/1/34 | 47463 | 46 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 3/1/35 | 19716 | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 5/1/27 | 23426 | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 4/1/46 | 156061 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 2/1/48 | 272001 | 253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 1/1/52 | 99555 | 92 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 1/1/47 | 41658 | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 2/1/49 | 8421 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/49 | 24551 | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/1/49 | 7718 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 8/1/52 | 160980 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 9/1/52 | 1296576 | 1229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 5/1/40 | 30432 | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/1/40 | 27075 | 27 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 5/1/41 | 55210 | 55 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 8/1/48 | 16470 | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/1/48 | 15065 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 10/1/48 | 115138 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/1/48 | 21475 | 21 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 12/1/48 | 114760 | 112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 5/1/49 | 61769 | 61 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 1/1/50 | 12550 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/1/33 | 38693 | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 6/1/40 | 25874 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/1/45 | 37025 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 9/1/48 | 37127 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 2/1/49 | 16587 | 17 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 8/1/49 | 13727 | 14 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/1/52 | 516278 | 512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 9/1/53 | 2279068 | 2261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 9/1/54 | 714102 | 708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/1/55 | 692912 | 690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/1/55 | 171527 | 170 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 1/1/56 | 792636 | 784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 8/1/37 | 23532 | 24 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 2/1/38 | 93229 | 95 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 9/1/53 | 21252 | 22 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 10/1/53 | 285773 | 290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 2/1/54 | 364195 | 370 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 3/1/54 | 494373 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 5/1/54 | 39418 | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 9/1/54 | 1604500 | 1617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 10/1/54 | 185106 | 188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 9/1/55 | 760710 | 767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 10/1/55 | 503685 | 509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 3/1/34 | 18866 | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 8/1/34 | 54493 | 56 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 11/1/34 | 2126 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 12/1/34 | 741 | 1 |

---

**14** 

------

Short-Term Bond Portfolio

---

| | | | |
|:---|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |  |
|  **Mortgage Securities continued** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 4/1/35 | 1333 | 1 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 5/1/38 | 1001 | 1 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 10/1/40 | 48229 | 51 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 2/1/49 | 191809 | 201 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 6/1/54 | 493250 | 506 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 8/1/54 | 173797 | 179 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 7/1/32 | 5763 | 6 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/1/32 | 5129 | 5 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 1/1/55 | 34550 | 36 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 2/1/55 | 99799 | 104 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 6/1/55 | 382465 | 396 |  |
|  Federal National Mortgage Association, Series 2017-90, Class KA<br>3.000%, 11/25/47 | 121117 | 114 |  |
|  Flagstar Mortgage Trust, Series 2020-1INV, Class A11<br>4.643%, (US SOFR 1 Month plus 0.965%), 3/25/50 144A | 80804 | 78 |  |
|  Galton Funding Mortgage Trust, Series 2018-1, Class A33<br>3.500%, (AFC), 11/25/57 144A | 17135 | 16 |  |
|  Galton Funding Mortgage Trust, Series 2019-1, Class A21<br>4.500%, (AFC), 2/25/59 144A | 14877 | 14 |  |
|  Galton Funding Mortgage Trust, Series 2019-1, Class A32<br>4.000%, (AFC), 2/25/59 144A | 6473 | 6 |  |
|  Galton Funding Mortgage Trust, Series 2019-H1, Class M1 3.339%, (AFC), 10/25/59 144A | 260000 | 241 |  |
|  Galton Funding Mortgage Trust, Series 2020-H1, Class M1<br>2.832%, (AFC), 1/25/60 144A | 285000 | 243 |  |
|  GCAT Trust, Series 2020-NQM1, Class A3<br>3.554%, (AFC), 1/25/60 144A ∑ | 55531 | 55 |  |
|  GCAT Trust, Series 2025-NQM1, Class A1<br>5.373%, (AFC), 11/25/69 144A ∑ | 250604 | 251 |  |
|  GCAT Trust, Series 2026-NQM2, Class A1<br>5.524%, 2/25/71 144A | 700000 | 700 |  |
|  Government National Mortgage Association |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 9/20/47 | 367434 | 332 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 12/20/42 | 2372 | 2 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 9/20/43 | 32291 | 31 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 8/20/44 | 61423 | 58 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 10/20/46 | 418 |  | π |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 11/20/46 | 24954 | 23 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 1/20/47 | 27462 | 26 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 7/20/52 | 852113 | 788 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 3/20/48 | 39881 | 38 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 4/20/50 | 182327 | 172 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/20/50 | 115717 | 110 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 9/20/52 | 156432 | 148 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 7/20/41 | 130318 | 129 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 3/20/34 | 107404 | 108 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 1/20/48 | 20214 | 20 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 2/20/48 | 101274 | 103 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 6/20/37 | 28175 | 29 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 2/20/49 | 107065 | 110 |  |
|  GS Mortgage Backed Securities Trust, Series 2014-EB1A, Class 2A1<br>5.687%, (CSTR), 7/25/44 144A | 686 | 1 |  |

---

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Mortgage Securities continued** |  |  |
|  HILT Commercial Mortgage Trust, Series 2024-ORL, Class B<br>5.613%, (US SOFR 1 Month plus 1.941%), 5/15/37 144A | 485000 | 485 |
|  HOMES Trust, Series 2025-NQM2, Class A1<br>5.425%, (AFC), 2/25/70 144A ∑ | 222557 | 223 |
|  HOMES Trust, Series 2025-NQM4, Class A1<br>5.220%, (AFC), 8/25/70 144A | 209856 | 210 |
|  HOMES Trust, Series 2026-AFC1, Class A1<br>4.846%, 2/25/61 144A | 350981 | 348 |
|  HOMES Trust, Series 2026-NQM2, Class A1<br>5.485%, 1/25/71 144A | 520000 | 520 |
|  Hudson Yards, Series 2025-SPRL, Class A<br>5.467%, (CSTR), 1/13/40 144A | 345000 | 353 |
|  HYT Commercial Mortgage Trust, Series 2024-RGCY, Class A<br>5.514%, (US SOFR 1 Month plus 1.842%), 9/15/41 144A | 345000 | 345 |
|  Imperial Fund Mortgage Trust, Series 2021-NQM1, Class A2<br>1.205%, (AFC), 6/25/56 144A | 63342 | 57 |
|  Imperial Fund Mortgage Trust, Series 2021-NQM2, Class A3<br>1.516%, (AFC), 9/25/56 144A | 176593 | 152 |
|  Imperial Fund Mortgage Trust, Series 2022-NQM4, Class A1<br>4.767%, (AFC), 6/25/67 144A ∑ | 560561 | 559 |
|  JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-NINE, Class B<br>2.854%, (CSTR), 9/6/38 144A | 390000 | 387 |
|  JP Morgan Mortgage Trust, Series 2020-INV1, Class A15<br>3.500%, (AFC), 8/25/50 144A | 52595 | 47 |
|  JP Morgan Mortgage Trust, Series 2025-DSC1, Class A1<br>5.577%, (AFC), 9/25/65 144A | 506013 | 508 |
|  JP Morgan Mortgage Trust, Series 2025-DSC2, Class A1<br>5.195%, (AFC), 10/25/65 144A | 238173 | 238 |
|  LSTAR Commercial Mortgage Trust, Series 2017-5, Class AS<br>4.021%, 3/10/50 144A | 340000 | 332 |
|  MED Commercial Mortgage Trust, Series 2024-MOB, Class A<br>5.264%, (US SOFR 1 Month plus 1.592%), 5/15/41 144A | 440000 | 436 |
|  MetLife Securitization Trust, Series 2017-1A, Class A<br>3.000%, (AFC), 4/25/55 144A | 40249 | 39 |
|  MFRA Trust, Series 2021-INV1, Class A1<br>0.852%, (AFC), 1/25/56 144A | 19823 | 19 |
|  MFRA Trust, Series 2021-NQM2, Class A2<br>1.317%, (AFC), 11/25/64 144A | 77001 | 69 |
|  MFRA Trust, Series 2025-NQM4, Class A1F<br>4.862%, (US 30 Day Average SOFR plus 1.200%), (AFC), 8/25/70 144A | 935266 | 935 |
|  Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-C35, Class A1<br>4.609%, 8/15/58 | 59599 | 60 |

---

**15** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Mortgage Securities continued** |  |  |
|  Morgan Stanley Residential Mortgage Loan Trust, Series 2021-2, Class A4<br>2.500%, (AFC), 5/25/51 144A | 104091 | 94 |
|  New Residential Mortgage Loan Trust, Series 2025-NQM4, Class A2<br>5.603%, (AFC), 7/25/65 144A ∑ | 653406 | 653 |
|  New Residential Mortgage Loan Trust, Series 2025-NQM6, Class A1<br>5.085%, 10/25/65 144A | 798101 | 796 |
|  New Residential Mortgage Loan Trust, Series 2025-NQM7, Class A2<br>5.264%, (AFC), 10/26/65 144A ∑ | 129127 | 128 |
|  New York Mortgage Loan Trust, Series 2026-INV1, Class A1<br>4.766%, 2/25/61 144A | 214258 | 213 |
|  New York Mortgage Loan Trust, Series 2026-INV2, Class A1<br>5.527%, 4/25/61 144A | 260000 | 260 |
|  NYC Commercial Mortgage Trust, Series 2025-28L, Class B<br>5.007%, (CSTR), 11/5/38 144A | 215000 | 215 |
|  OBX Trust, Series 2019-EXP2, Class 2A2<br>4.988%, (US SOFR 1 Month plus 1.315%), 7/25/59 144A | 19153 | 19 |
|  OBX Trust, Series 2019-EXP3, Class 2A1<br>4.693%, (US SOFR 1 Month plus 1.015%), (AFC), 10/25/59 144A | 45158 | 45 |
|  OBX Trust, Series 2020-EXP1, Class 2A1<br>4.543%, (US SOFR 1 Month plus 0.865%), 2/25/60 144A | 94048 | 92 |
|  OBX Trust, Series 2020-EXP1, Class 2A1B<br>4.543%, (US SOFR 1 Month plus 0.865%), 2/25/60 144A | 464052 | 456 |
|  OBX Trust, Series 2020-EXP1, Class 2A2<br>4.743%, (US SOFR 1 Month plus 1.065%), 2/25/60 144A | 39492 | 39 |
|  OBX Trust, Series 2020-EXP2, Class A9<br>3.000%, (AFC), 5/25/60 144A | 32684 | 29 |
|  OBX Trust, Series 2020-EXP3, Class 2A1<br>4.693%, (US SOFR 1 Month plus 1.015%), 1/25/60 144A | 128049 | 128 |
|  OBX Trust, Series 2020-INV1, Class A5<br>3.500%, (AFC), 12/25/49 144A | 31396 | 28 |
|  OBX Trust, Series 2021-NQM1, Class A3<br>1.329%, (AFC), 2/25/66 144A | 277877 | 247 |
|  OBX Trust, Series 2025-NQM15, Class A1<br>5.143%, (AFC), 7/27/65 144A ∑ | 81245 | 81 |
|  OBX Trust, Series 2025-NQM15, Class A1F<br>4.812%, (US 30 Day Average SOFR plus 1.150%), (AFC), 7/27/65 144A | 142178 | 142 |
|  OBX Trust, Series 2026-NQM5, Class A1<br>5.321%, 1/25/66 144A | 760000 | 760 |
|  PENN Commercial Mortgage Trust, Series 2025-P11, Class A<br>5.344%, (CSTR), 8/12/42 144A | 480000 | 488 |
|  ROCC Trust, Series 2024-CNTR, Class A<br>5.388%, 11/13/41 144A | 450000 | 457 |
|  SDR Commercial Mortgage Trust, Series 2024-DSNY, Class B<br>5.414%, (US SOFR 1 Month plus 1.741%), 5/15/39 144A | 400000 | 399 |

---

---

| | | | |
|:---|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |  |
|  **Mortgage Securities continued** |  |  |  |
|  Sequoia Mortgage Trust, Series 2018-CH2, Class A21<br>4.000%, (AFC), 6/25/48 144A | 13328 | 12 |  |
|  Sequoia Mortgage Trust, Series 2018-CH2, Class A3<br>4.000%, (AFC), 6/25/48 144A | 30743 | 28 |  |
|  Sequoia Mortgage Trust, Series 2018-CH3, Class A19<br>4.500%, (AFC), 8/25/48 144A | 370 |  | π |
|  Spruce Hill Mortgage Loan Trust, Series 2022- SH1, Class A1A<br>5.100%, (AFC), 7/25/57 144A ∑ | 736721 | 729 |  |
|  STACR Trust, Series 2021-DNA5, Class M2<br>5.312%, (US 30 Day Average SOFR plus 1.650%), 1/25/34 144A | 49883 | 50 |  |
|  STACR Trust, Series 2021-DNA7, Class M1<br>4.512%, (US 30 Day Average SOFR plus 0.850%), 11/25/41 144A | 19296 | 19 |  |
|  STACR Trust, Series 2021-DNA7, Class M2<br>5.462%, (US 30 Day Average SOFR plus 1.800%), 11/25/41 144A | 375000 | 376 |  |
|  STACR Trust, Series 2022-DNA2, Class M1B<br>6.062%, (US 30 Day Average SOFR plus 2.400%), 2/25/42 144A | 95000 | 96 |  |
|  STACR Trust, Series 2022-DNA5, Class M1A<br>6.612%, (US 30 Day Average SOFR plus 2.950%), 6/25/42 144A | 206372 | 209 |  |
|  STACR Trust, Series 2023-HQA3, Class A1<br>5.512%, (US 30 Day Average SOFR plus 1.850%), 11/25/43 144A | 145339 | 146 |  |
|  STACR Trust, Series 2024-HQA1, Class A1<br>4.912%, (US 30 Day Average SOFR plus 1.250%), 3/25/44 144A | 636920 | 638 |  |
|  STACR Trust, Series 2025-DNA1, Class A1<br>4.612%, (US 30 Day Average SOFR plus 0.950%), 1/25/45 144A | 90900 | 91 |  |
|  STACR Trust, Series 2025-DNA3, Class M1<br>4.762%, (US 30 Day Average SOFR plus 1.100%), 9/25/45 144A | 283255 | 283 |  |
|  STACR Trust, Series 2025-DNA4, Class A1<br>4.562%, (US 30 Day Average SOFR plus 0.900%), 10/25/45 144A | 479375 | 478 |  |
|  STACR Trust, Series 2025-DNA4, Class M1<br>4.762%, (US 30 Day Average SOFR plus 1.100%), 10/25/45 144A | 174813 | 175 |  |
|  STACR Trust, Series 2026-DNA1, Class M1<br>4.662%, (US 30 Day Average SOFR plus 1.000%), 2/25/56 144A | 228978 | 228 |  |
|  Starwood Mortgage Residential Trust, Series 2019-INV1, Class A3<br>2.916%, (AFC), 9/27/49 144A | 33812 | 34 |  |
|  Starwood Mortgage Residential Trust, Series 2020-1, Class A2<br>2.408%, (AFC), 2/25/50 144A | 111742 | 108 |  |
|  Starwood Mortgage Residential Trust, Series 2021-2, Class A1<br>0.943%, (AFC), 5/25/65 144A | 75568 | 72 |  |
|  Starwood Mortgage Residential Trust, Series 2021-4, Class A1<br>1.162%, (AFC), 8/25/56 144A | 406820 | 364 |  |

---

**16** 

------

Short-Term Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Mortgage Securities continued** |  |  |
|  Toorak Mortgage Corp., Series 2021-INV1, Class A2<br>1.409%, (AFC), 7/25/56 144A | 65453 | 59 |
|  Towd Point Mortgage Trust, Series 2018-1, Class A1<br>3.000%, (AFC), 1/28/58 144A | 4633 | 5 |
|  Towd Point Mortgage Trust, Series 2019-HY3, Class A2<br>5.093%, (US SOFR 1 Month plus 1.415%), (AFC), 10/25/59 144A | 650000 | 648 |
|  Towd Point Mortgage Trust, Series 2022-4, Class A1<br>3.750%, (AFC), 9/25/62 144A | 609811 | 580 |
|  Towd Point Mortgage Trust, Series 2024-2, Class A1B<br>4.859%, (AFC), 12/25/64 144A | 182006 | 184 |
|  Towd Point Mortgage Trust, Series 2026-1, Class A1B<br>4.318%, (AFC), 1/25/66 144A | 587082 | 581 |
|  TX Trust, Series 2024-HOU, Class B<br>5.763%, (US SOFR 1 Month plus 2.091%), 6/15/39 144A | 535000 | 535 |
|  Verus Securitization Trust, Series 2021-1, Class A1<br>0.815%, (AFC), 1/25/66 144A | 50804 | 46 |
|  Verus Securitization Trust, Series 2021-1, Class A2<br>1.052%, (AFC), 1/25/66 144A | 70509 | 64 |
|  Verus Securitization Trust, Series 2021-1, Class A3<br>1.155%, (AFC), 1/25/66 144A | 41476 | 38 |
|  Verus Securitization Trust, Series 2021-2, Class A1<br>1.031%, (AFC), 2/25/66 144A | 97928 | 90 |
|  Verus Securitization Trust, Series 2021-R1, Class A1<br>0.820%, (AFC), 10/25/63 144A | 31237 | 30 |
|  Verus Securitization Trust, Series 2021-R1, Class A2<br>1.057%, (AFC), 10/25/63 144A | 13995 | 14 |
|  Verus Securitization Trust, Series 2021-R2, Class A1<br>0.918%, (AFC), 2/25/64 144A | 74458 | 71 |
|  Verus Securitization Trust, Series 2023-6, Class A2<br>6.939%, (AFC), 9/25/68 144A ∑ | 127052 | 128 |
|  Verus Securitization Trust, Series 2023-7, Class A2<br>7.272%, (AFC), 10/25/68 144A ∑ | 162509 | 164 |
|  Verus Securitization Trust, Series 2023-8, Class A2<br>6.664%, (AFC), 12/25/68 144A ∑ | 95948 | 96 |
|  Verus Securitization Trust, Series 2025-3, Class A1<br>5.623%, (AFC), 5/25/70 144A ∑ | 182215 | 184 |
|  Verus Securitization Trust, Series 2025-7, Class A1F<br>4.862%, (US 30 Day Average SOFR plus 1.200%), (AFC), 8/25/70 144A | 415201 | 415 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (33.5%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |
|  **Mortgage Securities continued** |  |  |
|  Vista Point Securitization Trust, Series 2020-2, Class A3<br>2.496%, (AFC), 4/25/65 144A | 15963 | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **65806** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Structured Products (Cost: $134,657)** |  | **134062** |
| Short-Term Investments (2.1%) |  |  |
|  **Commercial Paper (2.1%)** |  |  |
|  Bunge, Ltd. Finance Corp.<br>2.000%, 4/21/26 | 200000 | 200 |
|  Crown Castle, Inc.<br>0.000%, 4/9/26 144A | 855000 | 854 |
|  Edison International<br>0.000%, 4/27/26 144A | 855000 | 852 |
|  Harley-Davidson Financial Services, Inc.<br>0.000%, 4/17/26 144A | 725000 | 723 |
|  HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 5/12/26 144A | 1250000 | 1244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 5/14/26 144A | 860000 | 855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 5/18/26 144A | 855000 | 850 |
|  International Flavors & Fragrances, Inc.<br>0.000%, 4/30/26 144A | 1030000 | 1026 |
|  Stanley Black & Decker, Inc.<br>0.000%, 4/2/26 144A | 860000 | 860 |
|  Stellantis Financial Services US Corp.<br>0.000%, 5/29/26 144A | 1010000 | 1003 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **8467** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Short-Term Investments (Cost: $8,469)** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Short-Term Investments (Cost: $8,469)** | **8467** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (100.3%) (Cost: $402,254)<sup>@</sup>** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (100.3%) (Cost: $402,254)<sup>@</sup>** | **401582** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Other Assets, Less Liabilities (-0.3%)** |  | **(1321)** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Assets (100.0%)** |  | **400261** |

---

**17** 

------

Short-Term Bond Portfolio

**Exchange Traded or Centrally Cleared Derivatives** 

**Futures** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Issuer | Long/<br>Short | Currency | Notional Par<br>(000's) | Number<br>of<br>Contracts | Expiration<br>Date | Notional Value<br>(000's) | Unrealized<br>Appreciation/<br>(Depreciation)<br>(000's) | Variation Margin<br>(000's) |
|  Five-Year US Treasury Note Future | Short | USD | 15600 | 156 | 6/26 | $16876 | $116 | $(54) |
|  Ten-Year US Treasury Note Future | Short | USD | 9600 | 96 | 6/26 | 10661 | 136 | (22) |
|  Two-Year US Treasury Note Future | Long | USD | 85200 | 426 | 6/26 | 88372 | (663) | 33 |
|  Ultra Long-Term US Treasury Bond Future | Short | USD | 1300 | 13 | 6/26 | 1515 | 44 | (3) |
|  Ultra Ten-Year US Treasury Note Future | Short | USD | 2600 | 26 | 6/26 | 2951 | 62 | (8) |
|  |  |  |  |  |  |  | $(305) | $(54) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | |
|  | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | |
|  | Swaps | Futures | Total | Swaps | Futures | Total |<br>Market Value<br>(000's)<br>Options |
| Total Exchange-Traded or Centrally Cleared Derivatives | $– | $33 | $33 | $– | $(87) | $(87) | $– |

---

+ All par is stated in U.S. Dollar unless otherwise noted.

---

| | |
|:---|:---|
| § | Security was purchased pursuant to Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. At March 31, 2026, the aggregate value of these securities was $7,053 (in thousands), representing 1.8% of net assets.  |

---

---

| | |
|:---|:---|
| 144A | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold as transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026 the value of these securities (in thousands) was $157,978 representing 39.4% of the net assets.  |

---

α Rate shown is the rate as of the period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future.

ß Part or all of the security has been pledged as collateral.

Σ Stepped coupon bond for which the coupon rate of interest adjusts on specified date(s); rate shown is effective rate at period-end.

---

| | |
|:---|:---|
| π | Amount is less than one thousand.  |

---

---

| | |
|:---|:---|
| @ | At March 31, 2026, the aggregate cost of investments, including derivatives, for federal tax purposes (in thousands) was $402,254 and the net unrealized depreciation of investments based on that cost was $977 which is comprised of $1,829 aggregate gross unrealized appreciation and $2,806 aggregate gross unrealized depreciation. Because tax adjustments are calculated annually, these amounts do not reflect tax adjustments. For the previous fiscal year's federal income tax information, please refer to the Notes to the Financial Statements section in the Portfolio's most recent annual report.  |

---

**18** 

------

Short-Term Bond Portfolio

The Fair Value Measurements and Disclosures Topic of the FASB Accounting Standards Codification defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes and requires disclosure of a fair value hierarchy, separately for each major category of asset and liability, which segregates fair value measurements into levels. A summary of the fair value hierarchy is described below:

Level 1 - fair value is determined by unadjusted quoted prices in active markets for identical securities or derivatives

Level 2 - fair value is determined by other significant observable inputs

Level 3 - fair value is determined by significant unobservable inputs

The categorization of a value determined for a financial instrument within the hierarchy is based upon the pricing transparency of the instrument and does not necessarily correspond to the Portfolio's perceived risk of that instrument.

The following is a summary of the inputs used in valuing the Portfolio's Investments at March 31, 2026.

---

| | | | |
|:---|:---|:---|:---|
| | Valuation Inputs | Valuation Inputs | |
| <br>**Description** | **Level 1 - Quoted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3** <br> **- Significant** <br> **Unobservable <br>Inputs**  |
|  | *(Amounts in thousands)* | *(Amounts in thousands)* |  |
|  Assets: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds | $— | $177237 | $— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Governments |  | 81816 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Structured Products |  | 134062 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Investments |  | 8467 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Financial Instruments^ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 358 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets: | $358 | $401582 | $— |
|  Liabilities: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Financial Instruments^ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (663) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities: | $(663) | $— | $— |

---

^ Other financial instruments are derivative instruments such as futures and forward foreign currency contracts, which are valued at the unrealized appreciation (depreciation) on the instrument, and securities sold short, reverse repurchase agreements, written options and swaps contracts, which are valued at market value.

**19** 

------

Abbreviations (unaudited)

**Abbreviations that may be used in the preceding statements** 

---

| | |
|:---|:---|
| ADR | American Depositary Receipt |
| AFC | Available Funds Cap security - Security accrues interest at an assumed or uncapped rate. If the interest rate on the underlying loans is lower than the uncapped rate, then the security will pay at the lower rate. |
| CSTR | Collateral Strip Rate security - interest is based on the weighted net interest rate of the collateral. |
| IO | Interest Only Security |
| PO | Principal Only Security |
| GDR | Global Depositary Receipt |
| RB | Revenue Bond |
| CPURNSA | U.S. Consumer Price Index - All Urban Consumers - Not Seasonally Adjusted |
| IBOR | Interbank Offered Rate |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| CME | Chicago Mercantile Exchange |
| ICE | Intercontinental Exchange |
| FTSE | Financial Times Stock Exchange |
| SONIO | Sterling Overnight Interbank Average Rate |
| DAC | Designated Activity Company |
| TBA | To Be Announced |
| CMT | Constant Maturity Treasury |
| OIS | Overnight Index Swaps |
| BBR | Bank Bill Rate |
| BBSW | Bank Bill Swap Reference Rate |
| DIFC | Dubai International Financial Centre |
| BRL-CDI | Brazil Interbank Deposit Rate |
| CAONREPO | Canadian Overnight Repo Rate Average |
| JIBAR | Johannesburg Interbank Agreed Rate |
| EURIBOR | Euro Interbank Offered Rate |
| PRIBOR | Prague Interbank Offered Rate |
| ETF | Exchange Traded Fund |
| **Currency Abbreviations** | **Currency Abbreviations** |
| AED | United Arab Emirates Dirham |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CNH | Chinese Yuan Renminbi - Offshore |
| CNY | Chinese Yuan Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| EGP | Egyptian Pound |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| KWD | Kuwaiti Dinar |
| KZT | Kazakhstani Tenge |
| MXN | Mexican New Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Sol |
| PLN | Polish Zloty |
| PYG | Paraguayan Guarani |
| RUB | Russian Ruble |
| SAR | Saudi Riyal |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | Taiwan Dollar |
| USD | United States Dollar |
| ZAR | South African Rand |

---

**1**

## 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:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $403733505.10

**Total Liabilities:** $3329023.01

**Net Assets:** $400404482.09

**Delayed Delivery Securities:** $2604718.26

**Cash Not Reported:** $477644.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1298.14000000 | **1-Year:** -25307.93000000 | **5-Year:** -24362.56000000 | **10-Year:** -2856.56000000 | **30-Year:** -811.69000000

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

- **3-Month:** -91.13000000 | **1-Year:** -1240.37000000 | **5-Year:** -1454.54000000 | **10-Year:** -660.30000000 | **30-Year:** -264.58000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050281 | 0.38%                | 0.47%                | -0.57%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $106884.30               | $19625.69                                  |
| Month 2  | $120827.67               | $674378.95                                 |
| Month 3  | $-178844.98              | $-3089359.53                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                        | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187827.97    | 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      | $205155.80    | 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      | $397161.34    | 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      | $203992.43    | 0.05%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                       | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1177034.99   | 0.29%             | 2028-03-03      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                       | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320283.91    | 0.08%             | 2031-03-15      | Fixed         | 4.13%                 | 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      | $857849.62    | 0.21%             | 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      | $335989.09    | 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      | $355832.33    | 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      | $144371.67    | 0.04%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust                                              | CUSIP: 00833BAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $119567.68    | 0.03%             | 2034-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                    | Affirm Master Trust                                              | CUSIP: 00833BAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $473314.37    | 0.12%             | 2034-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2025-X2                        | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329218 | PA      | $329461.11    | 0.08%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                             | Airbnb Inc                                                       | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    365000 | PA      | $364518.67    | 0.09%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                             | Airbnb Inc                                                       | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109752.14    | 0.03%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                         | Alinea CLO 2018-1 Ltd                                            | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    121064 | PA      | $121031.36    | 0.03%             | 2031-07-20      | Floating      | 4.82%                 | 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        |    127559 | PA      | $128397.63    | 0.03%             | 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        |    127559 | PA      | $128427.08    | 0.03%             | 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        |    184610 | PA      | $184940.70    | 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        |    207566 | PA      | $207864.98    | 0.05%             | 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        |    232474 | PA      | $233090.36    | 0.06%             | 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        |    103517 | PA      | $105090.61    | 0.03%             | 2032-05-17      | Fixed         | 6.02%                 | 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        |    134387 | PA      | $135245.99    | 0.03%             | 2034-01-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                     | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594843.32    | 0.15%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                         | Amazon.com Inc                                                   | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1235823.93   | 0.31%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                            | Ameren Corp                                                      | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    323000 | PA      | $315624.53    | 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        |    410000 | PA      | $418416.63    | 0.10%             | 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      | $216170.74    | 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      | $353012.49    | 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      | $628950.79    | 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      | $691457.40    | 0.17%             | 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      | $374942.83    | 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      | $930013.18    | 0.23%             | 2026-04-15      | Fixed         | 1.60%                 | 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      | $385345.95    | 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      | $122124.62    | 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      | $331144.77    | 0.08%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                            | Cencora Inc                                                      | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325408.40    | 0.08%             | 2029-02-13      | Fixed         | 3.95%                 | 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      | $415085.03    | 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        |    178762 | PA      | $159025.16    | 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        |     58741 | PA      | $51151.40     | 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        |     25941 | PA      | $25221.25     | 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        |    844373 | PA      | $847930.30    | 0.21%             | 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      | $389573.94    | 0.10%             | 2036-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                   | Appalachian Power Co                                             | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    899000 | PA      | $887039.78    | 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      | $193257.09    | 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        |    992250 | PA      | $968043.76    | 0.24%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                  | ARI Fleet Lease Trust 2026-A                                     | CUSIP: 04033DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99522.74     | 0.02%             | 2034-11-15      | Fixed         | 4.09%                 | 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        |    169032 | PA      | $169872.87    | 0.04%             | 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      | $262939.66    | 0.07%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                            | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432404.42    | 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      | $440685.82    | 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      | $216291.40    | 0.05%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                               | Augusta SpinCo Corp                                              | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $872605.07    | 0.22%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                           | AutoZone Inc                                                     | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437395.28    | 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        |    235132 | PA      | $238084.95    | 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        |     59445 | PA      | $59574.11     | 0.01%             | 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      | $380412.80    | 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        |     27500 | PA      | $27521.11     | 0.01%             | 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      | $120425.17    | 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      | $105818.99    | 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      | $98855.34     | 0.02%             | 2030-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                               | Avolon Holdings Funding Ltd                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    185000 | PA      | $190421.44    | 0.05%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                        | BAE Systems PLC                                                  | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $452934.28    | 0.11%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                   | BAT International Finance PLC                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $1010403.34   | 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        |    113875 | PA      | $106039.16    | 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      | $972843.10    | 0.24%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                     | BMW US Capital LLC                                               | CUSIP: 05565EDG7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1127895.35   | 0.28%             | 2029-03-19      | Fixed         | 4.40%                 | 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        |     90085 | PA      | $89763.86     | 0.02%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2026-5C14 Mortgage Trust                                     | CUSIP: 05594WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $838903.15    | 0.21%             | 2059-03-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VOLT                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455000 | PA      | $453578.13    | 0.11%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-VOLT                                               | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685000 | PA      | $679862.50    | 0.17%             | 2044-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                               | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $403380.87    | 0.10%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                             | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    540000 | PA      | $533241.63    | 0.13%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    415000 | PA      | $411532.84    | 0.10%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    760000 | PA      | $763304.11    | 0.19%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank                                                   | BANK 2024-BNK47                                                  | CUSIP: 06540GAQ1<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     72801 | PA      | $73824.10     | 0.02%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank5                                                  | BANK5 2026-5YR21                                                 | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $278269.05    | 0.07%             | 2059-04-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                        | BANK5 2024-5YR9                                                  | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273251 | PA      | $274457.78    | 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      | $336246.04    | 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      | $560745.02    | 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      | $232792.63    | 0.06%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                            | Bacardi Ltd                                                      | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    969000 | PA      | $968025.71    | 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      | $559541.48    | 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      | $333162.30    | 0.08%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                           | Barclays PLC                                                     | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $369184.93    | 0.09%             | 2030-05-24      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion Clo XV Ltd                                             | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   1120874 | PA      | $1116903.59   | 0.28%             | 2033-01-17      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion CLO X Ltd                                              | CUSIP: 07132JBN3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249652.23    | 0.06%             | 2035-01-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion CLO XII Ltd                                            | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249893.60    | 0.06%             | 2031-05-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                      | Battalion Clo XXI Ltd                                            | CUSIP: 07134WAS2<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249596.80    | 0.06%             | 2034-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                               | Baxter International Inc                                         | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    425000 | PA      | $396032.65    | 0.10%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                | Bayer US Finance II LLC                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1211721.85   | 0.30%             | 2028-12-15      | Fixed         | 4.38%                 | 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        |     87328 | PA      | $87561.58     | 0.02%             | 2031-12-26      | Floating      | 4.76%                 | 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        |    208860 | PA      | $208609.36    | 0.05%             | 2048-07-27      | Floating      | 4.96%                 | 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        |    392656 | PA      | $393374.24    | 0.10%             | 2048-07-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                  | Becton Dickinson & Co                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    805000 | PA      | $808849.29    | 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      | $163193.04    | 0.04%             | 2058-01-15      | Fixed         | 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        |    163897 | PA      | $165921.62    | 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      | $283920.95    | 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        |    173367 | PA      | $172553.36    | 0.04%             | 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      | $154641.35    | 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        |    150141 | PA      | $150626.89    | 0.04%             | 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      | $110892.91    | 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: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |    114689 | PA      | $114693.13    | 0.03%             | 2030-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                            | BNP Paribas SA                                                   | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    520000 | PA      | $521848.56    | 0.13%             | 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      | $560584.40    | 0.14%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                     | BMO 2026-C14 Mortgage Trust                                      | CUSIP: 096942AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49269 | PA      | $48952.49     | 0.01%             | 2059-02-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                              | Boeing Co/The                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    420000 | PA      | $405087.90    | 0.10%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                          | Boeing Co/The                                                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    807000 | PA      | $820932.79    | 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      | $978842.92    | 0.24%             | 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        |    490000 | PA      | $474112.99    | 0.12%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust          | Bridgecrest Lending Auto Securitization Trust 2026-1             | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $461103.25    | 0.12%             | 2031-11-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                | Brighthouse Financial Global Funding                             | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144357.94    | 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        |    305000 | PA      | $305882.62    | 0.08%             | 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      | $199711.96    | 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      | $603134.65    | 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        |    258761 | PA      | $258761.28    | 0.06%             | 2039-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-MDHS                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331288 | PA      | $331287.61    | 0.08%             | 2041-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2024-MDHS                           | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $350000.01    | 0.09%             | 2041-05-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Trust 2025-GW                                                 | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $590183.73    | 0.15%             | 2042-07-15      | Floating      | 5.27%                 | 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      | $188693.75    | 0.05%             | 2042-01-15      | Floating      | 5.47%                 | 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      | $497556.80    | 0.12%             | 2042-01-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                               | BX Commercial Mortgage Trust 2026-CSMO                           | CUSIP: 12433LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100093.75    | 0.02%             | 2043-02-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                      | CBRE Services Inc                                                | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210421.57    | 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      | $458262.99    | 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        |     66639 | PA      | $61367.63     | 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      | $146250.53    | 0.04%             | 2047-02-10      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                 | CNH Industrial Capital LLC                                       | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $981463.20    | 0.25%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                        | CSL Finance PLC                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198903.14    | 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      | $385016.03    | 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      | $343777.21    | 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      | $218682.97    | 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      | $1025235.42   | 0.26%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2025-INV2 Mortgage Loan Trust                               | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |    355893 | PA      | $357567.76    | 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        |    179284 | PA      | $180555.07    | 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        |    351188 | PA      | $351121.26    | 0.09%             | 2070-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                           | CaixaBank SA                                                     | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    615000 | PA      | $620733.39    | 0.16%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                 | Canadian Imperial Bank of Commerce                               | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $576091.11    | 0.14%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                | Canadian Natural Resources Ltd                                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $437504.35    | 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      | $310114.76    | 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      | $549070.34    | 0.14%             | 2034-10-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                               | Capital One Financial Corp                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243282.21    | 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      | $592044.39    | 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      | $397940.87    | 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      | $294630.75    | 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      | $664132.34    | 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      | $214211.78    | 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      | $102555.25    | 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      | $136680.68    | 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      | $580573.33    | 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      | $127293.73    | 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      | $408303.22    | 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      | $917026.09    | 0.23%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2026-P1                           | CUSIP: 14689FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $163409.10    | 0.04%             | 2032-07-12      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2026-P1                           | CUSIP: 14689FAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    805000 | PA      | $795213.37    | 0.20%             | 2032-08-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                               | Celanese US Holdings LLC                                         | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    445000 | PA      | $438631.65    | 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        |    615000 | PA      | $583808.68    | 0.15%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                               | Cheniere Energy Partners LP                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    440000 | PA      | $422366.79    | 0.11%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                    | Cheniere Energy Inc                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94759.93     | 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      | $549823.88    | 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      | $380780.87    | 0.10%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    545000 | PA      | $538805.55    | 0.13%             | 2031-09-11      | Fixed         | 4.50%                 | 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        |    194002 | PA      | $170890.11    | 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        |    269447 | PA      | $236133.31    | 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      | $586003.51    | 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        |     36659 | PA      | $36740.08     | 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      | $155343.08    | 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      | $819495.14    | 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      | $218508.30    | 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        |    218941 | PA      | $220860.60    | 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      | $195459.76    | 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        |    166639 | PA      | $145375.88    | 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        |    444903 | PA      | $447456.63    | 0.11%             | 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        |    446078 | PA      | $446612.07    | 0.11%             | 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      | $90408.70     | 0.02%             | 2026-08-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                     | Conagra Brands Inc                                               | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    227000 | PA      | $227225.16    | 0.06%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                         | CUSIP: 20754VAA5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    142965 | PA      | $143234.01    | 0.04%             | 2045-03-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                         | CUSIP: 20754YAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    227854 | PA      | $227524.40    | 0.06%             | 2045-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                         | CUSIP: 20755BAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    749446 | PA      | $744762.15    | 0.19%             | 2046-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                       | Fannie Mae Connecticut Avenue Securities                         | CUSIP: 20755JAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    212866 | PA      | $212469.11    | 0.05%             | 2045-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                               | Constellation Energy Generation LLC                              | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    163000 | PA      | $166612.97    | 0.04%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                 | Cox Communications Inc                                           | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233914.04    | 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      | $212015.22    | 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      | $333611.28    | 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        |    276520 | PA      | $276424.95    | 0.07%             | 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        |    255000 | PA      | $253365.96    | 0.06%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                       | Crown Castle Inc                                                 | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     80000 | PA      | $79047.50     | 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      | $609104.07    | 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      | $571325.59    | 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      | $287043.26    | 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      | $396912.83    | 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      | $301985.34    | 0.08%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                       | Crown Castle Inc                                                 | CUSIP: 22823QD99<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |    855000 | PA      | $854099.94    | 0.21%             | 2026-04-09      | 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      | $733907.26    | 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        |    240725 | PA      | $242775.97    | 0.06%             | 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      | $609619.42    | 0.15%             | 2042-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                          | DTE Energy Co                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433859.52    | 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      | $296908.00    | 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      | $418144.65    | 0.10%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                           | DNB Bank ASA                                                     | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1065000 | PA      | $1062462.22   | 0.27%             | 2032-03-30      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                              | DLLST 2024-1 LLC                                                 | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68263 | PA      | $68468.22     | 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      | $40256.87     | 0.01%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                              | DLLMT 2026-1 LLC                                                 | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $89787.68     | 0.02%             | 2029-12-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                              | DLLMT 2026-1 LLC                                                 | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24973.66     | 0.01%             | 2033-09-20      | Fixed         | 4.36%                 | 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      | $347791.95    | 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      | $369287.76    | 0.09%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                 | Daimler Truck Finance North America LLC                          | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172548.95    | 0.04%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                  | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    390000 | PA      | $393701.54    | 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      | $383862.87    | 0.10%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                        | Danske Bank A/S                                                  | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    580000 | PA      | $581259.28    | 0.15%             | 2029-03-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                 | Darden Restaurants Inc                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    560000 | PA      | $558699.46    | 0.14%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                   | Deephaven Residential Mortgage Trust 2026-INV2                   | CUSIP: 24380UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $295119.18    | 0.07%             | 2071-02-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                   | Deephaven Residential Mortgage Trust 2026-INV1                   | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338319 | PA      | $335580.23    | 0.08%             | 2070-12-25      | Variable      | 4.80%                 | 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        |     82109 | PA      | $73594.53     | 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      | $100370.91    | 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      | $100886.56    | 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      | $543794.86    | 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      | $101045.15    | 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      | $100590.88    | 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      | $412187.43    | 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      | $361324.92    | 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      | $99474.85     | 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      | $1072458.18   | 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      | $1097150.57   | 0.27%             | 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      | $458581.76    | 0.11%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                    | Dollar General Corp                                              | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    347000 | PA      | $350806.25    | 0.09%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                           | Drive Auto Receivables Trust 2024-2                              | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80363.10     | 0.02%             | 2032-05-17      | Fixed         | 4.67%                 | 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      | $194112.56    | 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      | $515002.02    | 0.13%             | 2030-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2024-INV2                                                   | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    392657 | PA      | $391364.73    | 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        |    223195 | PA      | $222749.40    | 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        |    187332 | PA      | $187306.64    | 0.05%             | 2070-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2026-NQM1                                                   | CUSIP: 26846GAG2<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    202374 | PA      | $202138.32    | 0.05%             | 2071-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2026-NQM4                                                   | CUSIP: 26846KAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99967.20     | 0.02%             | 2071-04-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                     | EFMT 2026-NQM4                                                   | CUSIP: 26846KAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $439849.12    | 0.11%             | 2071-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                        | EMD Finance LLC                                                  | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1030156.14   | 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      | $322684.80    | 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      | $399195.23    | 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      | $738557.10    | 0.18%             | 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      | $284506.81    | 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      | $683570.00    | 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      | $1025780.18   | 0.26%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Edison International                                   | Edison International                                             | CUSIP: 28103BDT6<br>LEI: 549300I7ROF15MAEVP56 | Long             | STIV             | CORP              | US        |    855000 | PA      | $852305.38    | 0.21%             | 2026-04-27      | 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        |    179884 | PA      | $180275.31    | 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        |    388981 | PA      | $386689.56    | 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        |    233705 | PA      | $232809.15    | 0.06%             | 2070-12-25      | 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        |    225017 | PA      | $223858.81    | 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        |     86947 | PA      | $89400.03     | 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        |    119383 | PA      | $122864.50    | 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        |     42949 | PA      | $42885.04     | 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      | $357928.57    | 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      | $378451.25    | 0.09%             | 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      | $231928.75    | 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      | $197157.13    | 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      | $180470.27    | 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      | $883055.22    | 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      | $326998.37    | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                     | Energy Transfer LP                                               | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327003.75    | 0.08%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                   | ENEL Finance International NV                                    | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    645000 | PA      | $640133.02    | 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      | $198350.56    | 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        |    104189 | PA      | $104587.21    | 0.03%             | 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      | $151238.22    | 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      | $101456.32    | 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      | $464169.98    | 0.12%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                            | Exelon Corp                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203846.59    | 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        |    536791 | PA      | $539708.13    | 0.13%             | 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      | $463295.36    | 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      | $134846.98    | 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      | $477564.19    | 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        |     65752 | PA      | $66456.48     | 0.02%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2026-1                       | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $153966.85    | 0.04%             | 2030-10-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                    | Exeter Automobile Receivables Trust 2026-1                       | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $434416.80    | 0.11%             | 2032-05-17      | Fixed         | 4.40%                 | 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      | $256067.53    | 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      | $140291.89    | 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      | $285964.10    | 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      | $589429.37    | 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      | $230359.38    | 0.06%             | 2042-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                     | Meta Platforms Inc                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $792237.45    | 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        |     12429 | PA      | $12928.48     | 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        |      4233 | PA      | $4386.42      | 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        |    225541 | PA      | $210412.05    | 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        |       694 | PA      | $707.73       | 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        |     84586 | PA      | $85487.17     | 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        |     20897 | PA      | $20143.37     | 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        |    246157 | PA      | $210953.29    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132DSFP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    539512 | PA      | $543620.85    | 0.14%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262151 | PA      | $268778.90    | 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        |    295164 | PA      | $301830.17    | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250024 | PA      | $1212365.71   | 0.30%             | 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        |   1040559 | PA      | $1008139.65   | 0.25%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    377980 | PA      | $381088.17    | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457918 | PA      | $464441.59    | 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        |     24289 | PA      | $22891.92     | 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        |     19278 | PA      | $20265.31     | 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        |     16463 | PA      | $17174.39     | 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        |     50146 | PA      | $51842.78     | 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        |     40895 | PA      | $39899.65     | 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        |     69830 | PA      | $66796.20     | 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        |    458908 | PA      | $393309.87    | 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        |     30432 | PA      | $30117.69     | 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        |    121117 | PA      | $113675.62    | 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        |     38693 | PA      | $39098.67     | 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        |    304380 | PA      | $307076.72    | 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        |      5763 | PA      | $6009.15      | 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        |     55210 | PA      | $54638.61     | 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        |     23426 | PA      | $23295.55     | 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        |     93229 | PA      | $95064.57     | 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        |     48229 | PA      | $50591.56     | 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        |     41658 | PA      | $39840.69     | 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        |     46761 | PA      | $46176.51     | 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        |     18866 | PA      | $19464.69     | 0.00%             | 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        |     54493 | PA      | $56314.75     | 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        |      2126 | PA      | $2201.99      | 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        |       741 | PA      | $766.03       | 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        |      1333 | PA      | $1381.26      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34550 | PA      | $35719.22     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140EU4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156061 | PA      | $146219.13    | 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        |     40533 | PA      | $37750.16     | 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        |     37127 | PA      | $37272.51     | 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        |      8421 | PA      | $8042.40      | 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        |     99799 | PA      | $103564.36    | 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        |     16470 | PA      | $16163.42     | 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        |    115138 | PA      | $113092.46    | 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        |     61769 | PA      | $60557.66     | 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        |     24551 | PA      | $23441.71     | 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        |      7718 | PA      | $7377.46      | 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        |     47463 | PA      | $45737.36     | 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        |     12550 | PA      | $12244.14     | 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        |    120167 | PA      | $102322.68    | 0.03%             | 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        |    267300 | PA      | $265717.26    | 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        |    364195 | PA      | $369668.95    | 0.09%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285773 | PA      | $290067.22    | 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        |     39418 | PA      | $39829.25     | 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        |    493250 | PA      | $505893.18    | 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        |    173797 | PA      | $178653.40    | 0.04%             | 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        |   1604500 | PA      | $1616926.61   | 0.40%             | 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        |    185106 | PA      | $187779.21    | 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        |     21252 | PA      | $21571.08     | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140W4V87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    792636 | PA      | $783561.07    | 0.20%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191809 | PA      | $201428.56    | 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        |     13727 | PA      | $13766.65     | 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        |     19716 | PA      | $18986.03     | 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        |     37025 | PA      | $37418.45     | 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        |    494373 | PA      | $501802.82    | 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        |   2011768 | PA      | $1994777.54   | 0.50%             | 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        |    714102 | PA      | $708211.52    | 0.18%             | 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        |    382465 | PA      | $396320.28    | 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        |    760710 | PA      | $767456.96    | 0.19%             | 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        |    692912 | PA      | $689725.62    | 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        |    503685 | PA      | $509254.43    | 0.13%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 3140Y7RX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171527 | PA      | $170232.60    | 0.04%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1001 | PA      | $1050.45      | 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        |     23532 | PA      | $23984.43     | 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        |      5129 | PA      | $5306.21      | 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        |     15065 | PA      | $14787.80     | 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        |     21475 | PA      | $21056.64     | 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        |    114760 | PA      | $112488.02    | 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        |     16587 | PA      | $16601.68     | 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        |    231468 | PA      | $215482.15    | 0.05%             | 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        |    180572 | PA      | $147065.11    | 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        |     99555 | PA      | $91879.26     | 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        |    160980 | PA      | $151987.76    | 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        |   1296576 | PA      | $1228864.53   | 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        |    516278 | PA      | $511918.57    | 0.13%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae Pool                                                  | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25874 | PA      | $26149.59     | 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        |     27075 | PA      | $26795.34     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186702 | PA      | $190317.97    | 0.05%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253834 | PA      | $259330.05    | 0.06%             | 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        |    648537 | PA      | $654534.30    | 0.16%             | 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        |     59662 | PA      | $61120.49     | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31427MLG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90480 | PA      | $89743.46     | 0.02%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 31427NWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    505877 | PA      | $524226.70    | 0.13%             | 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        |    370857 | PA      | $373899.90    | 0.09%             | 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        |     17042 | PA      | $16903.56     | 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      | $913000.00    | 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      | $261634.17    | 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        |     89291 | PA      | $90598.06     | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac Pool                                                 | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2036930 | PA      | $2080424.80   | 0.52%             | 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: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    122630 | PA      | $102609.39    | 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: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |     17672 | PA      | $17223.36     | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                | Fidelity National Information Services Inc                       | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $408852.15    | 0.10%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                | Fidelity National Information Services Inc                       | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    940000 | PA      | $935567.73    | 0.23%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                | Fidelity National Information Services Inc                       | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203391.00    | 0.05%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                    | Fifth Third Bancorp                                              | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    670000 | PA      | $656767.90    | 0.16%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                               | FirstEnergy Transmission LLC                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154757.14    | 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      | $364743.22    | 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        |    445000 | PA      | $426222.63    | 0.11%             | 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      | $335147.08    | 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      | $482316.57    | 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      | $293696.49    | 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      | $672478.80    | 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        |     80804 | PA      | $78288.60     | 0.02%             | 2050-03-25      | Floating      | 4.64%                 | 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      | $912746.71    | 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      | $155157.99    | 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      | $245318.11    | 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      | $440955.99    | 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      | $283341.35    | 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        |    120057 | PA      | $120126.64    | 0.03%             | 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      | $487674.78    | 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      | $385795.53    | 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      | $303802.29    | 0.08%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                         | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222224.04    | 0.06%             | 2029-04-06      | Fixed         | 4.97%                 | 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        |     58523 | PA      | $58523.89     | 0.01%             | 2032-07-23      | Floating      | 4.76%                 | 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      | $460136.40    | 0.11%             | 2032-07-23      | Floating      | 5.07%                 | 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      | $584998.37    | 0.15%             | 2032-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                    | Fortive Corp                                                     | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    538000 | PA      | $536594.25    | 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        |    109182 | PA      | $109185.53    | 0.03%             | 2032-10-20      | Floating      | 4.72%                 | 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      | $569770.01    | 0.14%             | 2032-10-20      | Floating      | 5.07%                 | 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      | $589976.44    | 0.15%             | 2033-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                            | Fortress Credit BSL XV Ltd                                       | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |    390929 | PA      | $390878.20    | 0.10%             | 2033-10-18      | Floating      | 5.07%                 | 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      | $249759.42    | 0.06%             | 2036-04-23      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                  | Foundry JV Holdco LLC                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206979.48    | 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      | $204215.01    | 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        |    145339 | PA      | $146353.58    | 0.04%             | 2043-11-25      | Floating      | 5.51%                 | 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        |     49883 | PA      | $49882.79     | 0.01%             | 2034-01-25      | Floating      | 5.31%                 | 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        |     19296 | PA      | $19278.20     | 0.00%             | 2041-11-25      | Floating      | 4.51%                 | 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      | $375933.15    | 0.09%             | 2041-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR REMIC Trust 2022-DNA2                          | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     95000 | PA      | $95828.62     | 0.02%             | 2042-02-25      | Floating      | 6.06%                 | 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        |    206372 | PA      | $209442.13    | 0.05%             | 2042-06-25      | Floating      | 6.61%                 | 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        |    636920 | PA      | $637754.98    | 0.16%             | 2044-03-25      | Floating      | 4.91%                 | 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        |     90900 | PA      | $90730.34     | 0.02%             | 2045-01-25      | Floating      | 4.61%                 | 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        |    283255 | PA      | $283109.67    | 0.07%             | 2045-09-25      | Floating      | 4.76%                 | 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        |    479375 | PA      | $478146.27    | 0.12%             | 2045-10-25      | Floating      | 4.56%                 | 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        |    174813 | PA      | $174807.17    | 0.04%             | 2045-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Structured Agency Credit Risk 2026-DNA1                          | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    228978 | PA      | $228119.69    | 0.06%             | 2046-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                   | Freeport-McMoRan Inc                                             | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181504.09    | 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      | $151742.02    | 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      | $94299.66     | 0.02%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                | GA Global Funding Trust                                          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    805000 | PA      | $799863.41    | 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        |    385000 | PA      | $385356.01    | 0.10%             | 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      | $357955.42    | 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        |    438000 | PA      | $435480.14    | 0.11%             | 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      | $392857.69    | 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        |     55531 | PA      | $54935.89     | 0.01%             | 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        |    250604 | PA      | $250903.70    | 0.06%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2026-NQM2 Trust                                             | CUSIP: 36173JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $700015.61    | 0.17%             | 2071-02-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2372 | PA      | $2248.00      | 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        |     32291 | PA      | $30520.95     | 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        |       418 | PA      | $393.27       | 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        |     24954 | PA      | $23476.24     | 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        |     27462 | PA      | $25789.06     | 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        |    367434 | PA      | $332095.03    | 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        |     20214 | PA      | $20456.69     | 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        |    101274 | PA      | $102775.68    | 0.03%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Ginnie Mae II Pool                                               | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107065 | PA      | $109621.99    | 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        |    115717 | PA      | $109880.00    | 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        |    852113 | PA      | $787968.99    | 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        |    156432 | PA      | $148017.76    | 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        |     39881 | PA      | $37581.56     | 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        |     11640 | PA      | $10971.69     | 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        |     16949 | PA      | $15965.85     | 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        |      4063 | PA      | $3825.04      | 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        |      9514 | PA      | $8960.14      | 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        |     40225 | PA      | $37906.85     | 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        |     16143 | PA      | $15201.02     | 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        |     19217 | PA      | $18080.84     | 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        |     35479 | PA      | $33382.28     | 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        |     29097 | PA      | $27364.08     | 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      | $216583.54    | 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      | $529040.66    | 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        |    107404 | PA      | $108217.18    | 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        |     28175 | PA      | $29075.05     | 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        |    130318 | PA      | $129164.57    | 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        |     61423 | PA      | $57992.69     | 0.01%             | 2044-08-20      | Fixed         | 3.50%                 | 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        |       686 | PA      | $682.31       | 0.00%             | 2044-07-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                           | Gabx Leasing LLC                                                 | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276027.99    | 0.07%             | 2031-04-15      | Fixed         | 4.63%                 | 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        |     17135 | PA      | $15593.27     | 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      | $243329.75    | 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        |     14877 | PA      | $14457.54     | 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        |      6473 | PA      | $6137.97      | 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      | $240511.21    | 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        |   1215000 | PA      | $1194510.09   | 0.30%             | 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      | $300028.01    | 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      | $396460.59    | 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      | $376530.66    | 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        |    405000 | PA      | $408515.94    | 0.10%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    670000 | PA      | $631915.95    | 0.16%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133678.12    | 0.03%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                    | Global Payments Inc                                              | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    670000 | PA      | $667024.36    | 0.17%             | 2028-03-15      | Fixed         | 4.55%                 | 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      | $155971.00    | 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      | $1065178.80   | 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      | $599950.41    | 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      | $389992.64    | 0.10%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                      | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    665000 | PA      | $660896.62    | 0.17%             | 2029-01-21      | Fixed         | 4.15%                 | 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      | $249359.90    | 0.06%             | 2029-12-17      | Fixed         | 4.14%                 | 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      | $484696.88    | 0.12%             | 2037-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited        | HOMES 2025-NQM4 Trust                                            | CUSIP: 403958AA9<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    209856 | PA      | $209571.79    | 0.05%             | 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      | $682312.07    | 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: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    222557 | PA      | $222965.60    | 0.06%             | 2070-02-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited        | HOMES 2026-AFC1 Trust                                            | CUSIP: 403972AC6<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    350981 | PA      | $348073.67    | 0.09%             | 2061-02-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                | HCA Inc                                                          | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    580000 | PA      | $572549.55    | 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      | $206531.26    | 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      | $887262.63    | 0.22%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                | HCA Inc                                                          | CUSIP: 40412DEC9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1243600.88   | 0.31%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                | HCA Inc                                                          | CUSIP: 40412DEE5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |    860000 | PA      | $855379.31    | 0.21%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                | HCA Inc                                                          | CUSIP: 40412DEJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |    855000 | PA      | $849968.07    | 0.21%             | 2026-05-18      | 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      | $323594.81    | 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      | $569118.87    | 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      | $502731.60    | 0.13%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                      | HSBC Holdings PLC                                                | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $392070.52    | 0.10%             | 2030-03-10      | Fixed         | 4.40%                 | 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      | $100707.06    | 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      | $207629.92    | 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        |    263625 | PA      | $260422.64    | 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        |   1065938 | PA      | $1026076.45   | 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        |    138112 | PA      | $129108.53    | 0.03%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                 | Harley-Davidson Financial Services Inc                           | CUSIP: 41282KDH8<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | STIV             | CORP              | US        |    725000 | PA      | $723579.94    | 0.18%             | 2026-04-17      | 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      | $294155.69    | 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      | $1943374.21   | 0.49%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                       | Hewlett Packard Enterprise Co                                    | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    885000 | PA      | $885053.75    | 0.22%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                           | Highmark Inc                                                     | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204283.23    | 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        |     48682 | PA      | $48514.67     | 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        |    161077 | PA      | $161476.31    | 0.04%             | 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        |    274173 | PA      | $275300.51    | 0.07%             | 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        |     80497 | PA      | $79356.33     | 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        |    261285 | PA      | $266571.55    | 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        |     48794 | PA      | $50080.41     | 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      | $553248.40    | 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      | $207241.72    | 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        |    259941 | PA      | $258523.36    | 0.06%             | 2039-04-17      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited        | HOMES 2026-NQM2 Trust                                            | CUSIP: 43761GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $519997.87    | 0.13%             | 2071-01-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                | Honeywell Aerospace Inc                                          | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    830000 | PA      | $821023.15    | 0.21%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2023-2                                     | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29046 | PA      | $29074.04     | 0.01%             | 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      | $125846.98    | 0.03%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                             | Humana Inc                                                       | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174632.13    | 0.04%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                             | Humana Inc                                                       | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    211000 | PA      | $205095.97    | 0.05%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                             | Humana Inc                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142748.07    | 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      | $507583.79    | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                  | Huntington Bancshares Inc/OH                                     | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1098727.02   | 0.27%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                               | Huntington Ingalls Industries Inc                                | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158007.06    | 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        |    422964 | PA      | $424437.56    | 0.11%             | 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        |    250956 | PA      | $254513.15    | 0.06%             | 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        |    297662 | PA      | $299966.30    | 0.07%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                           | Huntington Bank Auto Credit-Linked Notes Series 2026-1           | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $293706.25    | 0.07%             | 2034-02-20      | Fixed         | 4.50%                 | 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      | $353027.32    | 0.09%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                          | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356449.07    | 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      | $201113.69    | 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      | $468049.59    | 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      | $456520.63    | 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      | $401609.89    | 0.10%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                | Hyundai Capital America                                          | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271986.19    | 0.07%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2026-A                            | CUSIP: 448981AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $79078.60     | 0.02%             | 2033-06-15      | Fixed         | 4.31%                 | 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      | $345000.00    | 0.09%             | 2041-09-15      | Floating      | 5.51%                 | 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      | $205798.23    | 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      | $427994.30    | 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      | $939734.17    | 0.23%             | 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      | $566253.50    | 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      | $420309.67    | 0.10%             | 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        |    176593 | PA      | $152000.48    | 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        |     63342 | PA      | $56551.91     | 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        |    560561 | PA      | $558625.70    | 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      | $578601.86    | 0.14%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                           | ING Groep NV                                                     | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1435000 | PA      | $1426408.32   | 0.36%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                             | Intel Corp                                                       | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    188000 | PA      | $185325.68    | 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      | $322252.19    | 0.08%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                               | International Business Machines Corp                             | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    981000 | PA      | $987065.63    | 0.25%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                 | International Flavors & Fragrances Inc                           | CUSIP: 4595A3DW4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |   1030000 | PA      | $1026498.00   | 0.26%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                              | IQVIA Inc                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    725000 | PA      | $739036.00    | 0.18%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                              | IQVIA Inc                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    255000 | PA      | $265030.68    | 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        |    264105 | PA      | $265051.66    | 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        |     52595 | PA      | $47217.50     | 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        |    506013 | PA      | $508201.83    | 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        |   1082840 | PA      | $1051376.68   | 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      | $386605.64    | 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      | $350092.68    | 0.09%             | 2027-04-22      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376902.02    | 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      | $397654.96    | 0.10%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                              | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    540000 | PA      | $532379.20    | 0.13%             | 2032-01-22      | Fixed         | 4.35%                 | 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        |    238173 | PA      | $237817.77    | 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        |    219136 | PA      | $219596.42    | 0.05%             | 2056-03-20      | Floating      | 5.02%                 | 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      | $615140.31    | 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      | $358251.54    | 0.09%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                      | Japan Tobacco Inc                                                | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    870000 | PA      | $878247.15    | 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        |   1219526 | PA      | $1217291.41   | 0.30%             | 2035-10-18      | Floating      | 4.72%                 | 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      | $989778.47    | 0.25%             | 2034-07-20      | Floating      | 4.75%                 | 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      | $637769.96    | 0.16%             | 2034-07-20      | Floating      | 5.27%                 | 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      | $1105148.61   | 0.28%             | 2034-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                | KT Corp                                                          | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $198930.99    | 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      | $107759.03    | 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      | $672235.87    | 0.17%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                   | Keurig Dr Pepper Inc                                             | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229178.50    | 0.06%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                | Korea Electric Power Corp                                        | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1000106.20   | 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      | $253825.37    | 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      | $968981.46    | 0.24%             | 2028-02-24      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                    | LCM 39 Ltd/Jersey                                                | CUSIP: 50204NBA5<br>LEI: 549300EGR9FOWDWS1239 | Long             | ABS-CBDO         | CORP              | JE        |    565000 | PA      | $564378.66    | 0.14%             | 2034-10-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                       | LPL Holdings Inc                                                 | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114158.70    | 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      | $199062.80    | 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      | $685270.27    | 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      | $250742.27    | 0.06%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                       | Lseg US Fin Corp                                                 | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545991.40    | 0.14%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                       | Lseg US Fin Corp                                                 | CUSIP: 50222CAE0<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296259.97    | 0.07%             | 2031-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                             | Leidos Inc                                                       | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    365000 | PA      | $361388.86    | 0.09%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                               | Lloyds Banking Group PLC                                         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $463393.40    | 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      | $385000.00    | 0.10%             | 2026-04-01      | Fixed         | 4.80%                 | 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      | $332486.31    | 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        |     19823 | PA      | $19299.36     | 0.00%             | 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        |     77001 | PA      | $68617.18     | 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      | $436439.17    | 0.11%             | 2041-05-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                             | MFA 2025-NQM4 Trust                                              | CUSIP: 55287RAD0<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |    935266 | PA      | $935137.49    | 0.23%             | 2070-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX LP                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1333043.51   | 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        |     18966 | PA      | $18334.31     | 0.00%             | 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        |     28069 | PA      | $27140.22     | 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        |     21173 | PA      | $21142.19     | 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        |    110146 | PA      | $109050.64    | 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        |     61450 | PA      | $60976.44     | 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        |     61058 | PA      | $62719.19     | 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        |     46641 | PA      | $47509.26     | 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      | $713502.36    | 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        |    898193 | PA      | $897876.77    | 0.22%             | 2032-10-15      | Floating      | 4.96%                 | 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      | $304937.17    | 0.08%             | 2034-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                   | Maple Parent Holdings Corp                                       | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    595000 | PA      | $594904.16    | 0.15%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                                  | Marble Point CLO XV Ltd                                          | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    490425 | PA      | $490113.47    | 0.12%             | 2032-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MARS INC                                               | Mars Inc                                                         | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156033.17    | 0.04%             | 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      | $563374.71    | 0.14%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                               | Marsh & McLennan Cos Inc                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    720000 | PA      | $723277.68    | 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      | $806937.22    | 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      | $195762.61    | 0.05%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                 | Marvell Technology Inc                                           | CUSIP: 573874AC8<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254715.37    | 0.06%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                 | Marvell Technology Inc                                           | CUSIP: 573874AN4<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    780000 | PA      | $787847.14    | 0.20%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                 | Marvell Technology Inc                                           | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160544.11    | 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      | $1028991.26   | 0.26%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                               | Medline Borrower LP/Medline Co-Issuer Inc                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $99860.32     | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                           | METLIFE SECURITIZATION TRUST                                     | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40249 | PA      | $38541.34     | 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      | $575225.68    | 0.14%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                   | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    785000 | PA      | $779714.53    | 0.19%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                   | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    420000 | PA      | $415761.57    | 0.10%             | 2030-01-09      | Fixed         | 4.24%                 | 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        |    104091 | PA      | $94430.85     | 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        |     59599 | PA      | $59495.22     | 0.01%             | 2058-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                    | Medline Borrower LP                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2050807.02   | 0.51%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                        | MVW 2023-1 LLC                                                   | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288958 | PA      | $290043.55    | 0.07%             | 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      | $562925.47    | 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      | $997291.35    | 0.25%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2026-A LLC                                          | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99012.74     | 0.02%             | 2034-02-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2026-A LLC                                          | CUSIP: 62919FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99148.85     | 0.02%             | 2034-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                       | NMEF Funding 2025-A LLC                                          | CUSIP: 62919VAB7<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    178606 | PA      | $179098.15    | 0.04%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                 | NXP BV / NXP Funding LLC / NXP USA Inc                           | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    470000 | PA      | $465871.93    | 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      | $103527.92    | 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      | $404457.13    | 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      | $79968.80     | 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      | $189082.22    | 0.05%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                       | NTT Finance Corp                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $371406.60    | 0.09%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                | NYMT Loan Trust 2026-INV1                                        | CUSIP: 62957GAF4<br>LEI: 254900Y31NJCJWYHMA05 | Long             | ABS-MBS          | CORP              | US        |    214258 | PA      | $212972.20    | 0.05%             | 2061-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                | NYMT Loan Trust 2026-INV2                                        | CUSIP: 62957XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $260416.99    | 0.07%             | 2061-04-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                               | National Rural Utilities Cooperative Finance Corp                | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    505000 | PA      | $501658.08    | 0.13%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                    | NatWest Markets PLC                                              | CUSIP: 63906YAV0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1080000 | PA      | $1082875.82   | 0.27%             | 2029-03-27      | Fixed         | 4.65%                 | 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        |     22759 | PA      | $21625.32     | 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      | $50036.38     | 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      | $75060.59     | 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      | $79761.35     | 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      | $39917.57     | 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        |     16662 | PA      | $16634.20     | 0.00%             | 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        |     89460 | PA      | $87088.09     | 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        |    112718 | PA      | $109315.91    | 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        |     77271 | PA      | $73798.05     | 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        |    151540 | PA      | $147857.95    | 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        |    420543 | PA      | $405582.53    | 0.10%             | 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        |     79109 | PA      | $78068.75     | 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        |     50291 | PA      | $47160.23     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                           | Navient Refinance Loan Trust 2026-A                              | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $207633.34    | 0.05%             | 2056-01-18      | Fixed         | 4.50%                 | 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        |     58183 | PA      | $57909.16     | 0.01%             | 2068-03-26      | Floating      | 4.53%                 | 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        |    103144 | PA      | $98404.09     | 0.02%             | 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        |    302169 | PA      | $285241.74    | 0.07%             | 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      | $1204135.94   | 0.30%             | 2036-07-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                    | New Residential Mortgage Loan Trust 2025-NQM7                    | CUSIP: 64831YAF3<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |    129127 | PA      | $128292.18    | 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        |    653406 | PA      | $653252.71    | 0.16%             | 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        |    798101 | PA      | $796129.85    | 0.20%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    685000 | PA      | $672060.60    | 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      | $135651.29    | 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      | $343620.01    | 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      | $132049.42    | 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        |    366490 | PA      | $366535.40    | 0.09%             | 2031-11-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                            | Nutrien Ltd                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $241979.99    | 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      | $390249.91    | 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      | $1142435.62   | 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      | $249744.43    | 0.06%             | 2037-07-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2019-EXP3 Trust                                              | CUSIP: 67113ABB5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     45158 | PA      | $45122.35     | 0.01%             | 2059-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-INV1 Trust                                              | CUSIP: 67113CAE6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     31396 | PA      | $28393.17     | 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        |     19153 | PA      | $19000.24     | 0.00%             | 2059-06-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2021-NQM1 Trust                                              | CUSIP: 67114BAC1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    277877 | PA      | $247364.20    | 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        |     81245 | PA      | $81126.58     | 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        |    142178 | PA      | $142151.71    | 0.04%             | 2065-07-27      | Floating      | 4.81%                 | 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      | $214805.51    | 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        |    464052 | PA      | $456196.52    | 0.11%             | 2060-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-EXP1 Trust                                              | CUSIP: 67448TBE4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     94048 | PA      | $92455.79     | 0.02%             | 2060-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-EXP1 Trust                                              | CUSIP: 67448TBF1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     39492 | PA      | $39072.02     | 0.01%             | 2060-02-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                               | OBX 2020-EXP2 Trust                                              | CUSIP: 67448VAG5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     32684 | PA      | $28817.09     | 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        |    128049 | PA      | $127774.70    | 0.03%             | 2060-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2023-1                                  | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114368 | PA      | $114621.21    | 0.03%             | 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      | $443613.46    | 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      | $101794.47    | 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        |     93244 | PA      | $93521.84     | 0.02%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                               | Octane Receivables Trust 2024-3                                  | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $141328.12    | 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      | $249387.10    | 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      | $519282.97    | 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        |    209944 | PA      | $211595.43    | 0.05%             | 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      | $569565.18    | 0.14%             | 2031-02-14      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                              | ONEOK Inc                                                        | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $412376.18    | 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      | $782964.56    | 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      | $944223.45    | 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      | $215729.51    | 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        |    635000 | PA      | $611937.68    | 0.15%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                              | Orange SA                                                        | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    525000 | PA      | $514989.10    | 0.13%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                          | Owens Corning                                                    | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    257000 | PA      | $255993.21    | 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      | $344041.63    | 0.09%             | 2027-06-15      | Fixed         | 5.50%                 | 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      | $487715.66    | 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        |    241001 | PA      | $242104.21    | 0.06%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2025-1 LLC                            | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $242995.27    | 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      | $138342.36    | 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      | $171374.78    | 0.04%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                 | Pacific Gas and Electric Co                                      | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70695.86     | 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      | $267244.79    | 0.07%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                             | PacifiCorp                                                       | CUSIP: 695114DM7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270015.45    | 0.07%             | 2029-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                         | PEAC Solutions Receivables 2026-1 LLC                            | CUSIP: 704583AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $349189.44    | 0.09%             | 2033-07-20      | Fixed         | 4.75%                 | 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      | $119123.88    | 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      | $146175.03    | 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: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $70761.46     | 0.02%             | 2027-07-01      | Fixed         | 4.40%                 | 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      | $1020753.36   | 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      | $276470.90    | 0.07%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                            | Revvity Inc                                                      | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    499000 | PA      | $468863.57    | 0.12%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                                  | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165185.62    | 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      | $324010.92    | 0.08%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                           | Post CLO 2022-1 LTD                                              | CUSIP: 73742YAL9<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |    295000 | PA      | $292244.24    | 0.07%             | 2035-04-20      | Floating      | 5.11%                 | 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        |     15663 | PA      | $15699.75     | 0.00%             | 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      | $453200.69    | 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      | $199297.56    | 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      | $696847.43    | 0.17%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                            | RCKT Mortgage Trust 2024-CES8                                    | CUSIP: 749421AA1<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    454193 | PA      | $455931.36    | 0.11%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                            | RCKT Mortgage Trust 2024-CES9                                    | CUSIP: 749426AA0<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     89623 | PA      | $89977.93     | 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      | $457464.51    | 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      | $350874.38    | 0.09%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                     | Regal Rexnord Corp                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    565000 | PA      | $579492.54    | 0.14%             | 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      | $631594.13    | 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        |    330000 | PA      | $326135.54    | 0.08%             | 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        |    570379 | PA      | $570231.84    | 0.14%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                               | Rogers Communications Inc                                        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    815000 | PA      | $804932.80    | 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      | $1000212.39   | 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      | $523072.96    | 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      | $1074714.47   | 0.27%             | 2031-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                        | Ross Stores Inc                                                  | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    765000 | PA      | $763884.16    | 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      | $147428.81    | 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        |    116299 | PA      | $116862.42    | 0.03%             | 2032-05-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                        | SBA Tower Trust                                                  | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              |  | US        |    225000 | PA      | $216912.42    | 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      | $565604.62    | 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      | $629466.05    | 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      | $1129900.84   | 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      | $939777.19    | 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      | $500742.35    | 0.13%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                        | SEB Funding LLC                                                  | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $989931.90    | 0.25%             | 2056-01-30      | Fixed         | 6.67%                 | 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        |     95676 | PA      | $96129.62     | 0.02%             | 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      | $55897.88     | 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        |    136539 | PA      | $136842.08    | 0.03%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                | SCF Equipment Leasing 2025-1 LLC                                 | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304976.82    | 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      | $543560.65    | 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        |    388510 | PA      | $368170.24    | 0.09%             | 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        |     22044 | PA      | $21926.71     | 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        |     52748 | PA      | $52710.87     | 0.01%             | 2037-01-15      | Floating      | 4.51%                 | 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        |     49701 | PA      | $47488.51     | 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        |    259494 | PA      | $245445.18    | 0.06%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                         | SNF Group SACA                                                   | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    535000 | PA      | $541313.00    | 0.14%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                               | Sabine Pass Liquefaction LLC                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163319.06    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                         | Salesforce Inc                                                   | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620159.66    | 0.15%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                         | Salesforce Inc                                                   | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2214576.71   | 0.55%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                               | Sammons Financial Group Global Funding                           | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277401.54    | 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        |    499995 | PA      | $497716.39    | 0.12%             | 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        |    196126 | PA      | $197271.82    | 0.05%             | 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        |    196126 | PA      | $197220.20    | 0.05%             | 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      | $218647.81    | 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      | $282326.78    | 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      | $403055.15    | 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      | $80163.77     | 0.02%             | 2027-05-31      | Fixed         | 6.12%                 | 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        |    194038 | PA      | $194988.40    | 0.05%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                 | Santander Drive Auto Receivables Trust 2026-1                    | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $332788.23    | 0.08%             | 2030-07-15      | Fixed         | 3.93%                 | 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        |     95055 | PA      | $96362.31     | 0.02%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                | Santander Bank Auto Credit-Linked Notes Series 2023-B            | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118117 | PA      | $119781.94    | 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        |    141225 | PA      | $142866.30    | 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        |    141225 | PA      | $142740.32    | 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      | $249790.48    | 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      | $250247.93    | 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      | $423203.70    | 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      | $565004.27    | 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      | $734313.43    | 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      | $410448.14    | 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      | $978982.78    | 0.24%             | 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      | $399358.72    | 0.10%             | 2039-05-15      | Floating      | 5.41%                 | 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        |    106517 | PA      | $107244.40    | 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        |     88178 | PA      | $88760.86     | 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        |     33915 | PA      | $34183.57     | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust                          | CUSIP: 81378WAF0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    293978 | PA      | $293089.59    | 0.07%             | 2033-03-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                | Securitized Term Auto Receivables Trust                          | CUSIP: 81378WAG8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    105648 | PA      | $105441.65    | 0.03%             | 2033-03-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                 | Sempra                                                           | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270430.74    | 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        |       370 | PA      | $368.38       | 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: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     30743 | PA      | $28123.87     | 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: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     13328 | PA      | $12192.42     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2026-1                 | CUSIP: 81885FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790000 | PA      | $776746.64    | 0.19%             | 2033-11-21      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                    | Sherwin-Williams Co/The                                          | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441693.16    | 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        |     76303 | PA      | $75858.30     | 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        |    118270 | PA      | $117639.20    | 0.03%             | 2044-08-22      | Fixed         | 4.64%                 | 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        |    150110 | PA      | $149952.75    | 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      | $562250.43    | 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: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    285198 | PA      | $287121.87    | 0.07%             | 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      | $367429.81    | 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      | $304299.41    | 0.08%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                      | Sonic Capital LLC                                                | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    245483 | PA      | $243065.59    | 0.06%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                      | Sonic Capital LLC                                                | CUSIP: 83546DAJ7<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    132183 | PA      | $126764.13    | 0.03%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                    | Southern California Edison Co                                    | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    510000 | PA      | $517164.46    | 0.13%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                  | Southern California Gas Co                                       | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404606.19    | 0.10%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                            | Southern Co/The                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353032.68    | 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      | $357352.13    | 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      | $646510.77    | 0.16%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                        | Spruce Hill Mortgage Loan Trust 2022-SH1                         | CUSIP: 85213XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    736721 | PA      | $728850.46    | 0.18%             | 2057-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                 | Standard Chartered PLC                                           | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $394612.74    | 0.10%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                             | Stanley Black & Decker Inc                                       | CUSIP: 85462DD26<br>LEI: 549300DJ09SMTO561131 | Long             | STIV             | CORP              | US        |    860000 | PA      | $859807.62    | 0.21%             | 2026-04-02      | None          | 0.00%                 | 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        |     33812 | PA      | $33633.20     | 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        |    111742 | PA      | $107555.13    | 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        |     75568 | PA      | $72028.83     | 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        |    406820 | PA      | $363626.57    | 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      | $974296.40    | 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      | $54653.23     | 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      | $198493.52    | 0.05%             | 2030-08-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                  | Stellantis Financial Services US Corp                            | CUSIP: 85855KEV0<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |   1010000 | PA      | $1002717.29   | 0.25%             | 2026-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                           | Stryker Corp                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    476000 | PA      | $480081.45    | 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      | $116899.75    | 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      | $1033777.67   | 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        |    422801 | PA      | $422207.53    | 0.11%             | 2034-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                   | Targa Resources Corp                                             | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    385000 | PA      | $383387.43    | 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      | $185444.28    | 0.05%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                               | Thermo Fisher Scientific Inc                                     | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    545000 | PA      | $539274.27    | 0.13%             | 2031-02-12      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                | TotalEnergies Capital USA LLC                                    | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    975000 | PA      | $966004.46    | 0.24%             | 2031-01-13      | Fixed         | 4.25%                 | 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        |      4633 | PA      | $4610.88      | 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      | $647871.71    | 0.16%             | 2059-10-25      | Floating      | 5.09%                 | 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        |    609811 | PA      | $580333.06    | 0.14%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust 2024-2                                 | CUSIP: 89183AAQ2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    182006 | PA      | $183505.48    | 0.05%             | 2064-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                              | Towd Point Mortgage Trust                                        | CUSIP: 891959AB4<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |    587082 | PA      | $581026.90    | 0.15%             | 2066-01-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                     | Tricon Residential 2024-SFR2 Trust                               | CUSIP: 89616VAA8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    279116 | PA      | $277034.28    | 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      | $509403.05    | 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      | $469772.10    | 0.12%             | 2034-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                       | Trinitas Clo VII Ltd                                             | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249767.21    | 0.06%             | 2035-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                  | TRK 2021-INV1 Trust                                              | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65453 | PA      | $59227.56     | 0.01%             | 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      | $534616.78    | 0.13%             | 2039-06-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                     | UBS AG/Stamford CT                                               | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    445000 | PA      | $444424.48    | 0.11%             | 2029-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                     | UBS AG/Stamford CT                                               | CUSIP: 90261AAH5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    445000 | PA      | $443468.62    | 0.11%             | 2032-02-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                  | Uber Technologies Inc                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    921000 | PA      | $913197.38    | 0.23%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US Bank NA                                                       | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $248836.65    | 0.06%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                         | US Bank NA                                                       | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     39495 | PA      | $39828.37     | 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      | $520467.04    | 0.13%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42980000 | PA      | $42734879.90  | 10.67%            | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                              | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5665000 | PA      | $5671638.70   | 1.42%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                              | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15960000 | PA      | $15837182.85  | 3.96%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                              | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14025000 | PA      | $14045818.43  | 3.51%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                               | RTX Corp                                                         | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    355000 | PA      | $373317.76    | 0.09%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                         | Var Energi ASA                                                   | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    635000 | PA      | $637825.58    | 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        |    214874 | PA      | $217933.47    | 0.05%             | 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        |     76616 | PA      | $77798.62     | 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      | $817124.80    | 0.20%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                             | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $710131.78    | 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        |    182215 | PA      | $183536.63    | 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        |    415201 | PA      | $415144.19    | 0.10%             | 2070-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-1                                | CUSIP: 92537QAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     50804 | PA      | $46276.20     | 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        |     70509 | PA      | $64467.81     | 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        |     41476 | PA      | $37968.59     | 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        |     31237 | PA      | $30235.85     | 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        |     13995 | PA      | $13558.98     | 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        |     74458 | PA      | $70902.42     | 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        |     97928 | PA      | $89498.65     | 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        |    127052 | PA      | $127557.04    | 0.03%             | 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        |    162509 | PA      | $163567.15    | 0.04%             | 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        |     95948 | PA      | $96482.11     | 0.02%             | 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      | $415980.80    | 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        |     15963 | PA      | $15582.68     | 0.00%             | 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      | $364097.35    | 0.09%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                               | Volkswagen Group of America Finance LLC                          | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299874.03    | 0.07%             | 2028-11-13      | Fixed         | 4.75%                 | 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      | $557935.99    | 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      | $383586.54    | 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      | $682035.65    | 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      | $322007.46    | 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      | $199413.92    | 0.05%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    730000 | PA      | $732647.53    | 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      | $1558396.39   | 0.39%             | 2029-04-23      | Fixed         | 4.97%                 | 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        |    248320 | PA      | $250412.57    | 0.06%             | 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        |    336307 | PA      | $339239.74    | 0.08%             | 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      | $198916.20    | 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      | $318008.00    | 0.08%             | 2040-09-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                 | Williams Cos Inc/The                                             | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332991.59    | 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      | $549500.39    | 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      | $99888.91     | 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      | $99467.64     | 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      | $228160.03    | 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      | $262671.53    | 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        |    415766 | PA      | $416848.14    | 0.10%             | 2028-08-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                    | Zaxbys Funding LLC                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    539575 | PA      | $511871.87    | 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      | $1042292.20   | 0.26%             | 2026-07-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                            | MEGlobal BV                                                      | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    420000 | PA      | $393441.97    | 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      | $970013.58    | 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      | $231134.57    | 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      | $753146.54    | 0.19%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                 | Emirates NBD Bank PJSC                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |   1010000 | PA      | $991639.52    | 0.25%             | 2029-01-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ADVANCED INFO SERVICE PC                               | Advanced Info Service PCL                                        | CUSIP: 000000000<br>LEI: 529900DU2YW1NO5RMU78 | Long             | DBT              | CORP              | TH        |    490000 | PA      | $478634.45    | 0.12%             | 2031-03-04      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US ULTRA BOND CBT JUN26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -13 | NC      | $44208.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)JUN26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -96 | NC      | $135926.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) JUN26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -174 | NC      | $145643.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) JUN26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       426 | NC      | $-663308.06   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR ULTRA FUT JUN26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -26 | NC      | $62416.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                               | Tengizchevroil Finance Co International Ltd                      | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $398834.12    | 0.10%             | 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      | $197571.70    | 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      | $816488.65    | 0.20%             | 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      | $780134.59    | 0.19%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

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

**Signature:** Linda Wisniewski

**Name of Signer:** Linda Wisniewski

**Title:** Controller and Chief Accounting Officer