# EDGAR Filing Document

**Accession Number:** 0001053425
**File Stem:** 0001410368-26-015783
**Filing Date:** 2026-2
**Character Count:** 136997
**Document Hash:** 1a9fb26a2b08c579aebe372440e3e1fc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-015783.hdr.sgml**: 20260220

**ACCESSION NUMBER**: 0001410368-26-015783

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260220

**DATE AS OF CHANGE**: 20260220

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08629
- **FILM NUMBER:** 26659456

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $496512355.09

**Total Liabilities:** $2436830.34

**Net Assets:** $494075524.75

**Delayed Delivery Securities:** $2130000.00

**Cash Not Reported:** $21786291.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3810.00000000 | **1-Year:** -18944.16000000 | **5-Year:** -4084.11000000 | **10-Year:** -2802.95000000 | **30-Year:** -1367.64000000

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

- **3-Month:** -2.98000000 | **1-Year:** -68.78000000 | **5-Year:** -348.16000000 | **10-Year:** -2142.21000000 | **30-Year:** -948.62000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000008622 | 0.29%                | 0.29%                | 0.39%                |
| Class ID C000008623 | 0.29%                | 0.29%                | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6189.64                 | $-213201.43                                |
| Month 2  | $2381.93                 | $197249.15                                 |
| Month 3  | $-7356.12                | $64569.12                                  |

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                                                        | ABN AMRO Bank NV                                                            | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1624557.38   | 0.33%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                 | Corebridge Global Funding                                                   | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    725000 | PA      | $731427.20    | 0.15%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                 | Corebridge Global Funding                                                   | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2439057.60   | 0.49%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                   | ARI Fleet Lease Trust 2025-B                                                | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $619391.90    | 0.13%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                   | ARI Fleet Lease Trust 2023-A                                                | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40775 | PA      | $40794.65     | 0.01%             | 2032-02-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                   | ARI Fleet Lease Trust 2024-A                                                | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151639 | PA      | $152556.50    | 0.03%             | 2032-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                  | Alliant Energy Finance LLC                                                  | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1327700.60   | 0.27%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                             | Ally Auto Receivables Trust 2025-1                                          | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1895000 | PA      | $1896647.13   | 0.38%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                                                 | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1400250.99   | 0.28%             | 2026-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                  | American Honda Finance Corp                                                 | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1135470.05   | 0.23%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust                                | American Heritage Auto Receivables Trust 2024-1                             | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268825 | PA      | $269399.78    | 0.05%             | 2028-03-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                | AmeriCredit Automobile Receivables Trust 2021-2                             | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41554 | PA      | $41489.72     | 0.01%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                  | Amur Equipment Finance Receivables XI LLC                                   | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     64040 | PA      | $64167.97     | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                  | Amur Equipment Finance Receivables XII LLC                                  | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |    577360 | PA      | $582147.76    | 0.12%             | 2029-12-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                  | Amur Equipment Finance Receivables XIII LLC                                 | CUSIP: 03237CAB8<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |   1132864 | PA      | $1145623.89   | 0.23%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                  | Amur Equipment Finance Receivables XV LLC                                   | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |   2516058 | PA      | $2541810.28   | 0.51%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust 2020-2                                             | CUSIP: 03464XAL4<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    416366 | PA      | $397268.32    | 0.08%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                              | Apidos CLO XXXII                                                            | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   2438250 | PA      | $2439340.22   | 0.49%             | 2033-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                   | ARI Fleet Lease Trust 2025-A                                                | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2246459 | PA      | $2253807.58   | 0.46%             | 2034-01-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                   | ARI Fleet Lease Trust 2023-B                                                | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152092 | PA      | $153253.95    | 0.03%             | 2032-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                   | ARI Fleet Lease Trust 2023-B                                                | CUSIP: 04033GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1886000 | PA      | $1926247.24   | 0.39%             | 2032-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                       | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2485005.41   | 0.50%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                       | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1605985.09   | 0.33%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                            | AutoZone Inc                                                                | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804524.06    | 0.16%             | 2026-07-15      | Fixed         | 5.05%                 | 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        |    136121 | PA      | $136796.50    | 0.03%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                      | BMW US Capital LLC                                                          | CUSIP: 05565ECP8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2660914.98   | 0.54%             | 2026-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                      | BMW US Capital LLC                                                          | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1556143.10   | 0.31%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA                                                                     | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1125000 | PA      | $1138447.24   | 0.23%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                 | BMW Vehicle Owner Trust 2023-A                                              | CUSIP: 05592XAD2<br>LEI: 5493002H8OC00FUV1078 | Long             | ABS-O            | CORP              | US        |   1061075 | PA      | $1067475.85   | 0.22%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust                                              | BofA Auto Trust 2025-1                                                      | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266710 | PA      | $267172.64    | 0.05%             | 2027-11-22      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust                                              | BofA Auto Trust 2025-1                                                      | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2516564.75   | 0.51%             | 2029-11-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                 | BMW Vehicle Lease Trust 2025-2                                              | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1590000 | PA      | $1594253.41   | 0.32%             | 2028-09-25      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2020-3 Ltd                                          | CUSIP: 05684CAW5<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | KY        |   2610000 | PA      | $2610323.64   | 0.53%             | 2034-10-23      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                        | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    925000 | PA      | $925446.74    | 0.19%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                        | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1494018.02   | 0.30%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                        | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1302046.42   | 0.26%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                  | Banque Federative du Credit Mutuel SA                                       | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $1250729.48   | 0.25%             | 2026-01-26      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                  | Banque Federative du Credit Mutuel SA                                       | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    875000 | PA      | $883710.67    | 0.18%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays PLC                                                                | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2459770.90   | 0.50%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                              | Barings Equipment Finance LLC 2025-B                                        | CUSIP: 06764YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $676101.47    | 0.14%             | 2029-02-13      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                    | Bayer US Finance LLC                                                        | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    460000 | PA      | $466555.99    | 0.09%             | 2026-11-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                         | Benefit Street Partners CLO XXIII Ltd                                       | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $449133.30    | 0.09%             | 2034-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                | Blackstone Holdings Finance Co LLC                                          | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2476582.10   | 0.50%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                 | BMW Vehicle Lease Trust 2025-1                                              | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    713118 | PA      | $715090.92    | 0.14%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                 | BMW Vehicle Owner Trust 2025-A                                              | CUSIP: 096924AB1<br>LEI: 5493002H8OC00FUV1078 | Long             | ABS-O            | CORP              | US        |    987761 | PA      | $989234.61    | 0.20%             | 2027-10-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust 2021-NQM3                                   | CUSIP: 105690AA9<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    660403 | PA      | $618876.17    | 0.13%             | 2060-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust 2021-NQM2                                   | CUSIP: 10569EAA9<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    118328 | PA      | $115899.68    | 0.02%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust 2021-NQM1                                   | CUSIP: 10569TAA6<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    196153 | PA      | $184653.24    | 0.04%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                                       | Bunker Hill Loan Depositary Trust 2019-3                                    | CUSIP: 12062BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40868 | PA      | $40635.66     | 0.01%             | 2059-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                   | CCG Receivables Trust 2023-1                                                | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202152 | PA      | $202952.65    | 0.04%             | 2030-09-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                   | CCG Receivables Trust 2025-1                                                | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384706 | PA      | $386843.75    | 0.08%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                   | CCG Receivables Trust 2025-2                                                | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | PA      | $1062284.09   | 0.22%             | 2034-08-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2019-AFC1 Trust                                                        | CUSIP: 12596XAA0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    787679 | PA      | $762221.64    | 0.15%             | 2049-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2021-5 Mortgage Loan Trust                                             | CUSIP: 12598RAA1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    733098 | PA      | $666661.44    | 0.13%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2020-2R Mortgage Loan Trust                                            | CUSIP: 12656GAA4<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    210842 | PA      | $199971.07    | 0.04%             | 2065-10-26      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                             | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1225465.62   | 0.25%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                     | CNH Equipment Trust 2025-A                                                  | CUSIP: 12674BAB1<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   1216869 | PA      | $1219532.89   | 0.25%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                     | CNH Equipment Trust 2025-B                                                  | CUSIP: 12675EAB4<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   1735000 | PA      | $1741459.06   | 0.35%             | 2028-11-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                  | Canadian Imperial Bank of Commerce                                          | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1210000 | PA      | $1232931.05   | 0.25%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                | Capital One Prime Auto Receivables Trust 2023-1                             | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1001368 | PA      | $1005067.77   | 0.20%             | 2028-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                | Capital One Prime Auto Receivables Trust 2024-1                             | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113512 | PA      | $113660.65    | 0.02%             | 2027-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                | Capital One Prime Auto Receivables Trust 2022-1                             | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97000 | PA      | $96933.73     | 0.02%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                | Capital One Prime Auto Receivables Trust 2025-1                             | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4685000 | PA      | $4688311.36   | 0.95%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | Carmax Auto Owner Trust 2025-3                                              | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400982.40    | 0.08%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | CarMax Auto Owner Trust 2023-1                                              | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232712 | PA      | $233209.58    | 0.05%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | CarMax Auto Owner Trust 2024-2                                              | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26494 | PA      | $26509.63     | 0.01%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                 | Carmax Auto Owner Trust 2025-2                                              | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1463345 | PA      | $1467670.12   | 0.30%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                | Caterpillar Financial Services Corp                                         | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1587451.49   | 0.32%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                               | Chesapeake Funding II LLC                                                   | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    459749 | PA      | $461894.99    | 0.09%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                                         | Citizens Auto Receivables Trust 2023-2                                      | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    976420 | PA      | $983078.42    | 0.20%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                               | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494267.25    | 0.10%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | Citibank NA                                                                 | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2409146.16   | 0.49%             | 2026-04-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | Citibank NA                                                                 | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1633513.96   | 0.33%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                     | CNH Equipment Trust 2024-C                                                  | CUSIP: 18978GAB0<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |    753062 | PA      | $753769.66    | 0.15%             | 2028-02-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                     | CNH Equipment Trust 2024-B                                                  | CUSIP: 18978JAB4<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |    101646 | PA      | $101772.92    | 0.02%             | 2027-10-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2021-4 Mortgage Loan Trust                                             | CUSIP: 19688GAA1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1558999 | PA      | $1336316.49   | 0.27%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2021-HX1 Mortgage Loan Trust                                           | CUSIP: 19688KAA2<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1307844 | PA      | $1134756.47   | 0.23%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                | Columbia Pipelines Holding Co LLC                                           | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $247250.66    | 0.05%             | 2026-08-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 23 SECURE FUND                                                | Consumers 2023 Securitization Funding LLC                                   | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    467415 | PA      | $472450.81    | 0.10%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                 | Cooperatieve Rabobank UA/NY                                                 | CUSIP: 21688ABM3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2575000 | PA      | $2596915.36   | 0.53%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                      | Credit Agricole SA                                                          | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2190000 | PA      | $2207615.83   | 0.45%             | 2026-07-05      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                               | DLLAA 2025-1 LLC                                                            | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1681102 | PA      | $1687448.98   | 0.34%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                         | DTE Electric Co                                                             | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    815000 | PA      | $820575.70    | 0.17%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                               | Dllad 2024-1 LLC                                                            | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224148 | PA      | $225140.47    | 0.05%             | 2027-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                  | Daimler Truck Finance North America LLC                                     | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    565000 | PA      | $565185.04    | 0.11%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                  | Daimler Truck Finance North America LLC                                     | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1556685.49   | 0.32%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                 | John Deere Capital Corp                                                     | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1586920.62   | 0.32%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                                | Dext ABS 2023-2 LLC                                                         | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367414 | PA      | $369459.80    | 0.07%             | 2034-05-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                                      | Elmwood CLO 15 Ltd                                                          | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1300000 | PA      | $1300377.00   | 0.26%             | 2035-04-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                     | Emera US Finance LP                                                         | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1454283.96   | 0.29%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2022-3 LLC                                       | CUSIP: 29374FAB9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     18546 | PA      | $18554.80     | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2022-4 LLC                                       | CUSIP: 29374GAB7<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    144438 | PA      | $144926.15    | 0.03%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2023-3 LLC                                       | CUSIP: 29374LAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1467570 | PA      | $1485620.76   | 0.30%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2023-1 LLC                                       | CUSIP: 29375CAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     80511 | PA      | $80633.42     | 0.02%             | 2029-01-22      | Fixed         | 5.51%                 | 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        |    412961 | PA      | $415257.06    | 0.08%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2024-1 LLC                                       | CUSIP: 29375PAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1921239 | PA      | $1935589.49   | 0.39%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2024-2 LLC                                       | CUSIP: 29375RAB2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    475421 | PA      | $477129.30    | 0.10%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                          | Enterprise Fleet Financing 2025-2 LLC                                       | CUSIP: 29375TAA0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    153293 | PA      | $153383.83    | 0.03%             | 2026-05-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                | Enterprise Products Operating LLC                                           | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    925000 | PA      | $925010.52    | 0.19%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                | Equitable America Global Funding                                            | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359441.39    | 0.07%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                      | F&G Global Funding                                                          | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    585000 | PA      | $588714.84    | 0.12%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                           | CUSIP: 3136A0SC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1248 | PA      | $1244.82      | 0.00%             | 2026-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                           | CUSIP: 3136A9VK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1905744 | PA      | $1840839.19   | 0.37%             | 2042-06-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                           | CUSIP: 3136AAL29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243942 | PA      | $235662.88    | 0.05%             | 2041-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                           | CUSIP: 3136AE5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563448 | PA      | $562271.54    | 0.11%             | 2041-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                          | CUSIP: 3137AAQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40057 | PA      | $39963.08     | 0.01%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                          | CUSIP: 3137APJB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2157 | PA      | $2151.02      | 0.00%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                          | CUSIP: 3137F3TU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1148953 | PA      | $1130548.81   | 0.23%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                          | CUSIP: 3137F4XX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    580805 | PA      | $579966.56    | 0.12%             | 2037-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                          | CUSIP: 3137F66V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    284106 | PA      | $266461.11    | 0.05%             | 2041-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                          | CUSIP: 3137HLDC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3747496 | PA      | $3737057.03   | 0.76%             | 2043-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                          | CUSIP: 3137HNGN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2304669 | PA      | $2307494.62   | 0.47%             | 2052-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                           | CUSIP: 31397ND77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59736 | PA      | $59545.22     | 0.01%             | 2038-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                           | CUSIP: 31398NY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610739 | PA      | $609801.92    | 0.12%             | 2040-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                             | CUSIP: 3140W4BT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4779319 | PA      | $4712948.00   | 0.95%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                             | CUSIP: 3140XGQ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126912 | PA      | $126437.34    | 0.03%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                      | Ellington Financial Mortgage Trust 2021-2                                   | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336166 | PA      | $286157.59    | 0.06%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                      | Ellington Financial Mortgage Trust 2019-2                                   | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27370 | PA      | $26589.81     | 0.01%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                | Ford Credit Floorplan Master Owner Trust A                                  | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1605099.36   | 0.32%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                            | Ford Credit Auto Lease Trust 2024-A                                         | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    734193 | PA      | $735569.58    | 0.15%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                | Ford Credit Floorplan Master Owner Trust A                                  | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $950524.93    | 0.19%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                            | Ford Credit Auto Owner Trust 2025-B                                         | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1025000 | PA      | $1028622.97   | 0.21%             | 2030-04-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                            | Ford Credit Auto Lease Trust 2025-B                                         | CUSIP: 34533MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3830000 | PA      | $3840404.96   | 0.78%             | 2028-03-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                            | Ford Credit Auto Owner Trust 2022-B                                         | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1461994 | PA      | $1462174.01   | 0.30%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                            | Ford Credit Auto Owner Trust 2025-A                                         | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1949403 | PA      | $1954510.53   | 0.40%             | 2027-12-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                | Ford Credit Auto Owner Trust 2023-REV1                                      | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2549912.50   | 0.52%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                            | Ford Credit Auto Owner Trust 2024-D                                         | CUSIP: 34535VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325222 | PA      | $325888.41    | 0.07%             | 2027-10-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust                          | Foursight Capital Automobile Receivables Trust 2023-2                       | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174121 | PA      | $174710.77    | 0.04%             | 2028-05-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                    | GCAT 2021-NQM7 Trust                                                        | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421765 | PA      | $394175.60    | 0.08%             | 2066-08-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                    | GCAT 2021-NQM5 Trust                                                        | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2194884 | PA      | $1863156.01   | 0.38%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| General Motors                                                          | GMF Floorplan Owner Revolving Trust Series 2025-1                           | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2640000 | PA      | $2662620.31   | 0.54%             | 2029-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                       | GM Financial Consumer Automobile Receivables Trust 2025-2                   | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287400 | PA      | $287991.22    | 0.06%             | 2028-02-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                       | GM Financial Consumer Automobile Receivables Trust 2023-3                   | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3092605 | PA      | $3114846.71   | 0.63%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                       | GLS Auto Select Receivables Trust 2023-2                                    | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189713 | PA      | $190581.77    | 0.04%             | 2028-06-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                       | GM Financial Consumer Automobile Receivables Trust 2025-4                   | CUSIP: 36273EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1801644.66   | 0.36%             | 2028-12-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                   | Gm Financial Automobile Leasing Trust 2025-2                                | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1125005.68   | 0.23%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                        | Georgia Power Co                                                            | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2624952.46   | 0.53%             | 2026-09-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                       | Gm Financial Consumer Automobile Receivables Trust 2025-3                   | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1295000 | PA      | $1298266.25   | 0.26%             | 2028-06-16      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                   | GM Financial Automobile Leasing Trust 2025-3                                | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $942042.71    | 0.19%             | 2027-10-20      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                   | GM Financial Automobile Leasing Trust 2024-3                                | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250823.75    | 0.05%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                       | GM Financial Consumer Automobile Receivables Trust 2023-1                   | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1091651 | PA      | $1094379.88   | 0.22%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                  | Goldman Sachs Bank USA/New York NY                                          | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1683778.88   | 0.34%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                    | CUSIP: 38377YH94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1767426 | PA      | $1673528.74   | 0.34%             | 2040-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                    | CUSIP: 38377YM49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1127033 | PA      | $1085693.46   | 0.22%             | 2041-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                    | CUSIP: 38379CV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2245211 | PA      | $2185057.90   | 0.44%             | 2044-02-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                    | CUSIP: 38379CVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3255686 | PA      | $3167708.06   | 0.64%             | 2039-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                    | CUSIP: 38380WZN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    240851 | PA      | $233585.60    | 0.05%             | 2046-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                    | CUSIP: 38383UB82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    389483 | PA      | $386689.42    | 0.08%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                    | CUSIP: 38383WRD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6751001 | PA      | $6769767.45   | 1.37%             | 2043-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                       | GreatAmerica Leasing Receivables Funding LLC Series 2024-1                  | CUSIP: 39154TCH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    156975 | PA      | $157124.27    | 0.03%             | 2026-08-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                   | HPEFS Equipment Trust 2024-1                                                | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543016 | PA      | $543916.65    | 0.11%             | 2031-05-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                      | Honda Auto Receivables 2024-1 Owner Trust                                   | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1581569 | PA      | $1595315.28   | 0.32%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                      | Honda Auto Receivables 2025-2 Owner Trust                                   | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    702663 | PA      | $704019.78    | 0.14%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                      | Honda Auto Receivables 2025-3 Owner Trust                                   | CUSIP: 43813QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2011000 | PA      | $2016358.11   | 0.41%             | 2028-03-21      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                      | Honda Auto Receivables 2022-2 Owner Trust                                   | CUSIP: 43815PAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242627 | PA      | $242589.11    | 0.05%             | 2028-12-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                   | HPEFS Equipment Trust 2025-2                                                | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135000 | PA      | $1136196.86   | 0.23%             | 2032-11-22      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | Hyundai Capital America                                                     | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1659957.40   | 0.34%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2025-D                                       | CUSIP: 44891XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230000 | PA      | $1232594.07   | 0.25%             | 2028-11-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2022-A                                       | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256326 | PA      | $255889.10    | 0.05%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                 | Hyundai Auto Lease Securitization Trust 2024-C                              | CUSIP: 448984AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430318 | PA      | $1433802.04   | 0.29%             | 2027-03-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                 | Hyundai Auto Lease Securitization Trust 2024-A                              | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    882702 | PA      | $884578.95    | 0.18%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Hyundai Floorplan Master Owner Trust                                    | Hyundai Floorplan Master Owner Trust                                        | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1465000 | PA      | $1468026.40   | 0.30%             | 2030-10-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2025-A                                       | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1637033.29   | 0.33%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                 | Hyundai Auto Lease Securitization Trust 2025-B                              | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650920 | PA      | $653335.82    | 0.13%             | 2027-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                 | Hyundai Auto Lease Securitization Trust 2025-C                              | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $225847.96    | 0.05%             | 2028-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2025-C                                       | CUSIP: 44935JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1267645.62   | 0.26%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                 | Hyundai Auto Lease Securitization Trust 2025-A                              | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1944469.84   | 0.39%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                          | Hyundai Auto Receivables Trust 2025-B                                       | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1165000 | PA      | $1168677.44   | 0.24%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                  | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    885000 | PA      | $885559.86    | 0.18%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                         | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1498190.04   | 0.30%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                | Jackson National Life Global Funding                                        | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1225330.28   | 0.25%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                | Jackson National Life Global Funding                                        | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    775000 | PA      | $790978.80    | 0.16%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                  | John Deere Owner Trust 2024-C                                               | CUSIP: 477911AB7<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    330701 | PA      | $330994.05    | 0.07%             | 2027-08-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                  | John Deere Owner Trust 2025-B                                               | CUSIP: 47800UAB2<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $928246.66    | 0.19%             | 2028-07-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                               | Kubota Credit Owner Trust 2023-2                                            | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    766467 | PA      | $772183.12    | 0.16%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                               | Kubota Credit Owner Trust 2024-1                                            | CUSIP: 50117BAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161155 | PA      | $161319.54    | 0.03%             | 2027-01-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                               | Kubota Credit Owner Trust 2025-1                                            | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2446033 | PA      | $2455825.89   | 0.50%             | 2027-12-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                               | Kubota Credit Owner Trust 2025-2                                            | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $381924.17    | 0.08%             | 2028-04-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                              | LAD Auto Receivables Trust 2025-2                                           | CUSIP: 505912AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1545000 | PA      | $1546890.77   | 0.31%             | 2028-07-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                | Lincoln Financial Global Funding                                            | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1211395.18   | 0.25%             | 2028-05-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN SYSTEMS                                                | Northrop Grumman Systems Corp                                               | CUSIP: 538021AC0<br>LEI: 549300KYOZYCZII5OX23 | Long             | DBT              | CORP              | US        |    900000 | PA      | $903177.41    | 0.18%             | 2026-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                | Lloyds Banking Group PLC                                                    | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $790482.51    | 0.16%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                              | MFA 2020-NQM3 Trust                                                         | CUSIP: 552757AA4<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    138162 | PA      | $132006.62    | 0.03%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                              | MFA 2021-NQM2 Trust                                                         | CUSIP: 55283WAA9<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    365533 | PA      | $324251.11    | 0.07%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                         | M&T Bank Auto Receivables Trust 2025-1                                      | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    327898 | PA      | $328650.43    | 0.07%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                              | MMAF Equipment Finance LLC 2023-A                                           | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15325 | PA      | $15332.49     | 0.00%             | 2026-11-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                              | MMAF Equipment Finance LLC 2024-A                                           | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    693944 | PA      | $695770.30    | 0.14%             | 2027-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                | Mars Inc                                                                    | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2583509.89   | 0.52%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                  | Marriott International Inc/MD                                               | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1530450.03   | 0.31%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                          | Mercedes-Benz Auto Lease Trust 2025-A                                       | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | PA      | $602845.61    | 0.12%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                          | Mercedes-Benz Auto Lease Trust 2024-B                                       | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $726605.80    | 0.15%             | 2028-02-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                    | Mercedes-Benz Finance North America LLC                                     | CUSIP: 58769JAT4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2538516.73   | 0.51%             | 2026-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                    | Mercedes-Benz Auto Receivables Trust 2023-1                                 | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272106 | PA      | $272560.70    | 0.06%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                 | Metropolitan Life Global Funding I                                          | CUSIP: 592179KD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1225119.18   | 0.25%             | 2026-01-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                 | Metropolitan Life Global Funding I                                          | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2448898.92   | 0.50%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | Morgan Stanley Bank NA                                                      | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1252358.94   | 0.25%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | Morgan Stanley Bank NA                                                      | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1505837.90   | 0.30%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                              | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1225831.62   | 0.25%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                        | NTT Finance Corp                                                            | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2575000 | PA      | $2596726.74   | 0.53%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| New York City Tax Lien                                                  | NYCTL 2025-A Trust                                                          | CUSIP: 62957CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    898278 | PA      | $898417.03    | 0.18%             | 2038-11-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                | National Australia Bank Ltd/New York                                        | CUSIP: 63253QAA2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1225000 | PA      | $1225271.86   | 0.25%             | 2026-01-12      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                     | New Residential Mortgage Loan Trust 2017-6                                  | CUSIP: 64830BAA5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    294794 | PA      | $287605.98    | 0.06%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                     | New Residential Mortgage Loan Trust 2021-NQM3                               | CUSIP: 64831TAA5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    974433 | PA      | $880606.30    | 0.18%             | 2056-11-27      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                  | CUSIP: 64972JZK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2130000 | PA      | $2132668.25   | 0.43%             | 2027-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                     | Nissan Auto Receivables 2022-A Owner Trust                                  | CUSIP: 65479QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1419964 | PA      | $1414290.90   | 0.29%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                                 | Nissan Auto Lease Trust 2024-A                                              | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2148906 | PA      | $2154400.10   | 0.44%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                     | Nissan Auto Receivables 2025-A Owner Trust                                  | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1805000 | PA      | $1828614.63   | 0.37%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2018-1 Trust                                                            | CUSIP: 67112FAD2<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     21050 | PA      | $20638.41     | 0.00%             | 2057-06-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2024-NQM13 Trust                                                        | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |    300208 | PA      | $300773.24    | 0.06%             | 2064-06-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2025-NQM10 Trust                                                        | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |   1238232 | PA      | $1243443.62   | 0.25%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                                                 | NYSEG Storm Funding LLC                                                     | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1767327 | PA      | $1787444.22   | 0.36%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Octagon Investments Partners 36, Ltd.                                   | Octagon Investment Partners 36 Ltd                                          | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |    438396 | PA      | $438369.62    | 0.09%             | 2031-04-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39, LTD.                                    | Octagon Investment Partners 39 Ltd                                          | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    467075 | PA      | $467002.08    | 0.09%             | 2030-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK Inc                                                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2072073.56   | 0.42%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                     | PFS Financing Corp                                                          | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1119693.85   | 0.23%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                             | PNC Bank NA                                                                 | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1600422.42   | 0.32%             | 2027-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                             | PNC Bank NA                                                                 | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001455.01   | 0.20%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                      | Pacific Life Global Funding II                                              | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1262768.49   | 0.26%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                | FirstEnergy Pennsylvania Electric Co                                        | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501182.74    | 0.10%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                | Penske Truck Leasing Co Lp / PTL Finance Corp                               | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004825.45   | 0.20%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                              | Pfizer Inc                                                                  | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2508196.28   | 0.51%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                       | PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING                           | CUSIP: 71781LAM1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   2020000 | PA      | $2097820.90   | 0.42%             | 2028-04-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust                             | Porsche Financial Auto Securitization Trust 2025-1                          | CUSIP: 732911AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2370000 | PA      | $2371219.37   | 0.48%             | 2029-03-22      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust                             | Porsche Financial Auto Securitization Trust 2023-2                          | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484467 | PA      | $488190.92    | 0.10%             | 2029-01-22      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                                    | Porsche Innovative Lease Owner Trust 2024-1                                 | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2575000 | PA      | $2585281.20   | 0.52%             | 2027-11-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust                             | Porsche Financial Auto Securitization Trust 2024-1                          | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2098000 | PA      | $2105645.32   | 0.43%             | 2030-01-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                                    | Porsche Innovative Lease Owner Trust 2025-1                                 | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2540000 | PA      | $2568880.31   | 0.52%             | 2028-10-20      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                | Principal Life Global Funding II                                            | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495532.06   | 0.30%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                  | Protective Life Global Funding                                              | CUSIP: 74368CBQ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1525169.38   | 0.31%             | 2026-01-06      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                      | Realty Income Corp                                                          | CUSIP: 756109BY9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   2525000 | PA      | $2527564.77   | 0.51%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                         | Residential Mortgage Loan Trust 2020-1                                      | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7936 | PA      | $7894.99      | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                   | Rio Tinto Finance USA PLC                                                   | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2275000 | PA      | $2290095.28   | 0.46%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | Royal Bank of Canada                                                        | CUSIP: 78016FZZ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $881200.08    | 0.18%             | 2026-07-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                               | SFS Auto Receivables Securitization Trust 2025-2                            | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $932718.20    | 0.19%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                   | SBNA Auto Lease Trust 2024-A                                                | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198285 | PA      | $198625.71    | 0.04%             | 2026-11-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                     | SG Residential Mortgage Trust 2021-1                                        | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1554624 | PA      | $1312250.02   | 0.27%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                               | SFS Auto Receivables Securitization Trust 2024-3                            | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2516576.00   | 0.51%             | 2030-06-20      | Fixed         | 4.55%                 | 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        |     94423 | PA      | $94739.86     | 0.02%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                   | SBNA Auto Lease Trust 2025-A                                                | CUSIP: 78437KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233906 | PA      | $234144.21    | 0.05%             | 2027-04-20      | Fixed         | 4.68%                 | 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        |   2075000 | PA      | $2100822.75   | 0.43%             | 2028-12-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                  | Santander Drive Auto Receivables Trust 2025-3                               | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2224494 | PA      | $2231289.08   | 0.45%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                | SCCU Auto Receivables Trust 2025-1                                          | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    688934 | PA      | $690784.93    | 0.14%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                               | SFS Auto Receivables Securitization Trust 2025-1                            | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270125 | PA      | $270538.59    | 0.05%             | 2028-05-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                         | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    925000 | PA      | $925506.93    | 0.19%             | 2027-01-12      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                 | Southern Co Gas Capital Corp                                                | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    535000 | PA      | $535168.93    | 0.11%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                 | Spectra Energy Partners LP                                                  | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2488707.48   | 0.50%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | Standard Chartered PLC                                                      | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1225000 | PA      | $1225376.43   | 0.25%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                     | Starwood Mortgage Residential Trust 2020-1                                  | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25513 | PA      | $24603.21     | 0.00%             | 2050-02-25      | Variable      | 2.28%                 | 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        |    117331 | PA      | $112372.23    | 0.02%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                              | FIXED INC CLEARING CORP.REPO                                                | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   5540743 | PA      | $5540743.00   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                  | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A               | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2718535.50   | 0.55%             | 2028-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                  | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B               | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2790000 | PA      | $2798845.42   | 0.57%             | 2028-05-22      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                            | Stryker Corp                                                                | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1585178.80   | 0.32%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                             | Swedbank AB                                                                 | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1950000 | PA      | $1978082.18   | 0.40%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | Toronto-Dominion Bank/The                                                   | CUSIP: 89115A2K7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $925129.04    | 0.19%             | 2026-01-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust 2017-4                                            | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    205373 | PA      | $201862.20    | 0.04%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust 2018-6                                            | CUSIP: 89176LAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    171380 | PA      | $170585.98    | 0.03%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                | Toyota Lease Owner Trust 2024-B                                             | CUSIP: 891943AB8<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |     58959 | PA      | $58978.99     | 0.01%             | 2027-02-22      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                | Toyota Lease Owner Trust 2024-B                                             | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1627804.10   | 0.33%             | 2027-09-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                     | Toyota Auto Receivables 2025-D Owner Trust                                  | CUSIP: 89231GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1480000 | PA      | $1481598.84   | 0.30%             | 2028-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                     | Toyota Auto Receivables 2025-B Owner Trust                                  | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830308 | PA      | $832270.79    | 0.17%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                | Toyota Motor Credit Corp                                                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1918251.13   | 0.39%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                | Toyota Lease Owner Trust 2024-A                                             | CUSIP: 89238GAE1<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $654075.83    | 0.13%             | 2028-06-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                     | Toyota Auto Receivables 2025-C Owner Trust                                  | CUSIP: 89238VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1295000 | PA      | $1298682.98   | 0.26%             | 2028-06-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                | Toyota Lease Owner Trust 2025-B                                             | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |   1085000 | PA      | $1087672.90   | 0.22%             | 2028-11-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                             | Truist Bank                                                                 | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2579411.54   | 0.52%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                      | UBS AG/Stamford CT                                                          | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1575000 | PA      | $1588201.97   | 0.32%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                           | UBS AG/London                                                               | CUSIP: 902674ZZ6<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   2725000 | PA      | $2693935.84   | 0.55%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust                                                   | USAA Auto Owner Trust 2024-A                                                | CUSIP: 90327VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1772199.80   | 0.36%             | 2029-12-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                                    | USB Auto Owner Trust 2025-1                                                 | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414547 | PA      | $415400.15    | 0.08%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bills                                                         | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30375000 | PA      | $30212665.41  | 6.11%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bills                                                         | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15700000 | PA      | $15679904.00  | 3.17%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                         | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11600000 | PA      | $11413765.60  | 2.31%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                         | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27625000 | PA      | $27235391.64  | 5.51%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                         | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34850000 | PA      | $34927595.62  | 7.07%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                      | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1305486.82   | 0.26%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                    | Verizon Master Trust Series 2025-9                                          | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002627.10   | 0.20%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust 2021-6                                           | CUSIP: 92538MAA7<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    857347 | PA      | $757877.45    | 0.15%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust 2025-4                                           | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |    313631 | PA      | $316430.75    | 0.06%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                             | Volkswagen Auto Lease Trust 2025-B                                          | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1395000 | PA      | $1400460.73   | 0.28%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                                     | Volkswagen Auto Loan Enhanced Trust 2024-1                                  | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    682937 | PA      | $684600.60    | 0.14%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                             | Volkswagen Auto Lease Trust 2025-A                                          | CUSIP: 92868WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2280000 | PA      | $2288643.25   | 0.46%             | 2027-12-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                           | Volvo Financial Equipment LLC Series 2025-2                                 | CUSIP: 92886CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $660588.46    | 0.13%             | 2028-06-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                           | Volvo Financial Equipment LLC Series 2024-1                                 | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $813312.98    | 0.16%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                           | Volvo Financial Equipment LLC Series 2025-1                                 | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385013 | PA      | $385775.08    | 0.08%             | 2027-11-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                            | Voya CLO 2019-2 Ltd                                                         | CUSIP: 92917RAL3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   1902199 | PA      | $1902717.86   | 0.39%             | 2032-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trust                                         | WF Card Issuance Trust                                                      | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2260000 | PA      | $2290001.27   | 0.46%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                   | Westlake Automobile Receivables Trust Series 2023-P1                        | CUSIP: 96042UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32894 | PA      | $32919.17     | 0.01%             | 2027-02-16      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                          | Westlake Flooring Master Trust                                              | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $270407.08    | 0.05%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                          | Wheels Fleet Lease Funding 1 LLC                                            | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    652837 | PA      | $657001.20    | 0.13%             | 2038-04-18      | Fixed         | 5.80%                 | 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        |    405380 | PA      | $410138.20    | 0.08%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                          | Wheels Fleet Lease Funding 1 LLC                                            | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    168166 | PA      | $169821.70    | 0.03%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                          | Wheels Fleet Lease Funding 1 LLC                                            | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1915000 | PA      | $1931660.69   | 0.39%             | 2040-01-18      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                        | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1703702.74   | 0.34%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                       | World Omni Auto Receivables Trust 2022-B                                    | CUSIP: 98163QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2495629.25   | 0.51%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                       | World Omni Auto Receivables Trust 2022-A                                    | CUSIP: 98164GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2432423 | PA      | $2423289.76   | 0.49%             | 2028-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust                        | World Omni Automobile Lease Securitization Trust 2025-A                     | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2660000 | PA      | $2682097.42   | 0.54%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust                        | World Omni Automobile Lease Securitization Trust 2024-A                     | CUSIP: 981946AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2525000 | PA      | $2554951.30   | 0.52%             | 2029-09-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                            | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |     51205 | NS      | $51205.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer