# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0001099263-26-004383
**Filing Date:** 2026-4
**Character Count:** 379184
**Document Hash:** 8ccdd945a97e809961a017ef629f8685
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-004383.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001099263-26-004383

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Short-Term Bond Fund, Inc.
- **CENTRAL INDEX KEY:** 0000731890

**ORGANIZATION NAME:**
- **EIN:** 521332477
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03894
- **FILM NUMBER:** 26899551

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE SHORT TERM BOND FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### T. Rowe Price Short-Term Bond Fund, Inc. (Series ID: S000002141)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000005536 | T. Rowe Price Short-Term Bond Fund, Inc.         | PRWBX           |
| C000005537 | T. Rowe Price Short-Term Bond Fund-Advisor Class | PASHX           |
| C000166333 | T. Rowe Price Short-Term Bond Fund-I Class       | TBSIX           |
| C000225824 | T. Rowe Price Short-Term Bond Fund-Z Class       | TRZOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE SHORT-TERM BOND FUND, INC.

- **b. Investment Company Act file number:** 811-03894

- **c. CIK number of Registrant:** 0000731890

- **d. LEI of Registrant:** 549300C2B2KYI619RG43

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Short-Term Bond Fund, Inc.

- **b. EDGAR series identifier (if any):** S000002141

- **c. LEI of Series:** O3EF15Z749ITOPZMGX97

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $4991777518.07

**Total Liabilities:** $137381192.43

**Net Assets:** $4854396325.64

**Delayed Delivery Securities:** $33291271.10

**Stand-by Commitments:** $11850168.75

**Cash Not Reported:** $862.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -14002.881094 | **1-Year:** -344049.400592 | **5-Year:** -205625.806449 | **10-Year:** -25310.410754 | **30-Year:** 0.000000

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

- **3-Month:** -297.731410 | **1-Year:** -869.459219 | **5-Year:** -950.446987 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005536 | 0.59%                | 0.34%                | 0.31%                |
| Class ID C000005537 | 0.34%                | 0.31%                | 0.50%                |
| Class ID C000166333 | 0.38%                | 0.35%                | 0.54%                |
| Class ID C000225824 | 0.41%                | 0.38%                | 0.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1635680.21              | $31780.18                                  |
| Month 2  | $1086064.67              | $-310417.67                                |
| Month 3  | $1421343.86              | $7694419.42                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABBVIE INC                            | ABBVIE INC                                                    | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  14185000 | PA      | $14204538.06  | 0.29%             | 2028-03-03      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | ABBVIE INC                                                    | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3962163.91   | 0.08%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO              | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                       | CUSIP: YO0773797<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   9080000 | PA      | $9189596.32   | 0.19%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED INFO SERVICE PC              | ADVANCED INFO SERVICE PCL                                     | CUSIP: DF7669651<br>LEI: 529900DU2YW1NO5RMU78 | Long             | DBT              | CORP              | TH        |   5930000 | PA      | $5955172.62   | 0.12%             | 2031-03-04      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST     | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  11189000 | PA      | $11469339.77  | 0.24%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X2 A 144A                  | AFFIRM ASSET SECURITIZATION TRUST 2025-X2                     | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4479802 | PA      | $4484937.75   | 0.09%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A B 144A                  | AFFIRM MASTER TRUST                                           | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4190000 | PA      | $4221186.59   | 0.09%             | 2033-07-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A A 144A                  | AFFIRM MASTER TRUST                                           | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3990000 | PA      | $4018078.03   | 0.08%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFRMT 2026-1A C 144A                  | AFFIRM MASTER TRUST                                           | CUSIP: 00833BAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5660000 | PA      | $5687705.70   | 0.12%             | 2034-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AFRMT 2026-1A B 144A                  | AFFIRM MASTER TRUST                                           | CUSIP: 00833BAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1390000 | PA      | $1396743.86   | 0.03%             | 2034-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-3A A 144A                  | AFFIRM MASTER TRUST SERIES 2025-3                             | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3425000 | PA      | $3449944.96   | 0.07%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALINE 2018-1A BR 144A                 | ALINEA CLO 2018-1 LTD                                         | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290552 | PA      | $290472.83    | 0.01%             | 2031-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ALLYA 2023-A C 144A                   | ALLY AUTO RECEIVABLES TRUST 2023-A                            | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1739604 | PA      | $1753273.38   | 0.04%             | 2034-01-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-A C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A              | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119136 | PA      | $121262.19    | 0.00%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-A B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A              | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    948752 | PA      | $965090.61    | 0.02%             | 2032-05-17      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-B C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B              | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3570398 | PA      | $3605602.06   | 0.07%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-B A2 144A                  | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B              | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1390857 | PA      | $1404240.03   | 0.03%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-A B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A              | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1151475 | PA      | $1158192.57   | 0.02%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B              | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2229620 | PA      | $2242935.31   | 0.05%             | 2033-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B              | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3872725 | PA      | $3900660.04   | 0.08%             | 2033-09-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | ALPHABET INC                                                  | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   7295000 | PA      | $7300689.71   | 0.15%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                           | AMEREN CORP                                                   | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   3752000 | PA      | $3676772.50   | 0.08%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER               | AMERICAN ELECTRIC POWER CO INC                                | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   8040000 | PA      | $8312593.14   | 0.17%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                           | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $5405770.69   | 0.11%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                           | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5426788.83   | 0.11%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                           | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4305000 | PA      | $4370270.42   | 0.09%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                           | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2652196.38   | 0.05%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE CORP                                   | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   8055000 | PA      | $8403965.07   | 0.17%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                   | AMERICAN TOWER CORP                                           | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  11099000 | PA      | $11063787.59  | 0.23%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | AMERICAN TOWER CORP                                           | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4480000 | PA      | $4454879.01   | 0.09%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                         | AMPHENOL CORP                                                 | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   9211000 | PA      | $9212870.80   | 0.19%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                 | AMRIZE FINANCE US LLC                                         | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2483166.93   | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                 | AMRIZE FINANCE US LLC                                         | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   6565000 | PA      | $6665540.87   | 0.14%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXIS 2022-1A E 144A                   | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                      | CUSIP: 03236VAF8<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4904426.17   | 0.10%             | 2028-12-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-2A D 144A                   | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC                    | CUSIP: 03238BAE3<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $1046128.42   | 0.02%             | 2031-10-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-1 A1 144A                   | ANGEL OAK MORTGAGE TRUST 2021-1                               | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2709703 | PA      | $2437514.54   | 0.05%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-2 A2 144A                   | ANGEL OAK MORTGAGE TRUST 2021-2                               | CUSIP: 03465DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    796955 | PA      | $704999.14    | 0.01%             | 2066-04-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| AOMT 2025-5 A1 144A                   | ANGEL OAK MORTGAGE TRUST 2025-5                               | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |   9858427 | PA      | $9963610.03   | 0.21%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ANTH 2025-1A A1 144A                  | ANTHELION CLO 2025-1 LTD                                      | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |   7045000 | PA      | $7060801.94   | 0.15%             | 2036-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                  | APPALACHIAN POWER CO                                          | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |  10708000 | PA      | $10609230.32  | 0.22%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                        | APTARGROUP INC                                                | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2364547.89   | 0.05%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARBYS 2020-1A A2 144A                 | ARBYS FUNDING LLC                                             | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11985435 | PA      | $11730986.61  | 0.24%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ARES 2021-60A CR 144A                 | ARES LX CLO LTD                                               | CUSIP: 04018FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6765000 | PA      | $6765000.00   | 0.14%             | 2034-07-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARIFL 2024-B A2 144A                  | ARI FLEET LEASE TRUST 2024-B                                  | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300715 | PA      | $2315599.09   | 0.05%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ARIFL 2026-A A3 144A                  | ARI FLEET LEASE TRUST 2026-A                                  | CUSIP: 04033DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | PA      | $579588.21    | 0.01%             | 2034-11-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD              | ASPEN INSURANCE HOLDINGS LTD                                  | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   3015000 | PA      | $3172088.43   | 0.07%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T INC                                                      | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2402066.60   | 0.05%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| ATHENE GLOBAL FUNDING 144A            | ATHENE GLOBAL FUNDING                                         | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5300301.79   | 0.11%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A            | ATHENE GLOBAL FUNDING                                         | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $5268372.39   | 0.11%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                 | ATLASSIAN CORP                                                | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2650290.77   | 0.05%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AUTOZONE INC                          | AUTOZONE INC                                                  | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   5080000 | PA      | $5264110.45   | 0.11%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| XCAP 2023-1A A2 144A                  | AUXILIOR TERM FUNDING 2023-1 LLC                              | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    789612 | PA      | $792206.13    | 0.02%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| XCAP 2024-1A A3 144A                  | AUXILIOR TERM FUNDING 2024-1 LLC                              | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2955000 | PA      | $3002176.87   | 0.06%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AESOP 2022-5A C 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                      | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    688333 | PA      | $689563.59    | 0.01%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| AESOP 2025-3A B 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                      | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1104928.55   | 0.02%             | 2030-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AESOP 2025-3A C 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                      | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $160864.13    | 0.00%             | 2030-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-2A C 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                      | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1455000 | PA      | $1463414.56   | 0.03%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD 144A         | AVOLON HOLDINGS FUNDING LTD                                   | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2200000 | PA      | $2291705.83   | 0.05%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD 144A                      | BACARDI LTD                                                   | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |  11428000 | PA      | $11532402.07  | 0.24%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI 4/2 144A CP           | BACARDI MARTINI B V DIS 0.0 27MAR26                           | CUSIP: 05634FCT4<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   4810000 | PA      | $4794555.09   | 0.10%             | 2026-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 144A                  | BAE SYSTEMS PLC                                               | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   5475000 | PA      | $5534931.86   | 0.11%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BCC 2020-5A ARR 144A                  | BAIN CAPITAL CREDIT CLO 2020-5 LTD                            | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |  10470000 | PA      | $10478585.40  | 0.22%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BOBA 2023-1A ARR 144A                 | BALBOA BAY LOAN FUNDING 2023-1 LTD                            | CUSIP: 05765DAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4305000 | PA      | $4308220.14   | 0.09%             | 2036-04-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                    | BANCO SANTANDER SA                                            | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $4058799.18   | 0.08%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK 144A              | BANGKOK BANK PCL/HONG KONG                                    | CUSIP: 059895AY8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |   7100000 | PA      | $7187838.26   | 0.15%             | 2030-11-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47 A1                    | BANK 2024-BNK47                                               | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878964 | PA      | $897653.28    | 0.02%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                          | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5080593.55   | 0.10%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                          | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9115000 | PA      | $9240670.81   | 0.19%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11 AS                   | BANK5 2024-5YR11                                              | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3815000 | PA      | $4020611.71   | 0.08%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 A3                   | BANK5 2024-5YR12                                              | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6435000 | PA      | $6819127.67   | 0.14%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 AS                   | BANK5 2024-5YR12                                              | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2725000 | PA      | $2872904.01   | 0.06%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9 A1                    | BANK5 2024-5YR9                                               | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3271766 | PA      | $3311118.60   | 0.07%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                  | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3745000 | PA      | $3773434.53   | 0.08%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                  | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6705000 | PA      | $6828210.70   | 0.14%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                  | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4550000 | PA      | $4549788.66   | 0.09%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT INTERNATIONAL FINANCE PLC                                 | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  13155000 | PA      | $13275241.89  | 0.27%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT INTERNATIONAL FINANCE PLC                                 | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   7140000 | PA      | $7124677.49   | 0.15%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BATLN 2016-10A A2R3 144A              | BATTALION CLO X LTD                                           | CUSIP: 07132JBN3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |  12665000 | PA      | $12696206.56  | 0.26%             | 2035-01-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BATLN 2018-12A CRR 144A               | BATTALION CLO XII LTD                                         | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   6065000 | PA      | $6061051.69   | 0.12%             | 2031-05-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BATLN 2018-12A BRR 144A               | BATTALION CLO XII LTD                                         | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   5600000 | PA      | $5603528.00   | 0.12%             | 2031-05-17      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BATLN 2020-15A CR 144A                | BATTALION CLO XV LTD                                          | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   4035000 | PA      | $4033531.26   | 0.08%             | 2033-01-17      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BATLN 2020-15A A1RR 144A              | BATTALION CLO XV LTD                                          | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |  13425338 | PA      | $13424277.03  | 0.28%             | 2033-01-17      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BATLN 2021-21A BR 144A                | BATTALION CLO XXI LTD                                         | CUSIP: 07134WAS2<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |   3540000 | PA      | $3545320.62   | 0.07%             | 2034-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC 144A          | BAYER US FINANCE II LLC                                       | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   9409000 | PA      | $9442722.35   | 0.19%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCING TRUST 2024-2F A PP  | BAYVIEW FINANCING TRUST 2024-2F A                             | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5028323 | PA      | $5041899.40   | 0.10%             | 2029-11-01      | Variable      | 6.43%                 | Yes           |                  3 | On Loan: No      |
| BVCLN 2024-CAR1 A 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC             | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |   1112368 | PA      | $1115385.29   | 0.02%             | 2031-12-26      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 B 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC             | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   5180218 | PA      | $5170739.13   | 0.11%             | 2048-07-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 A 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC             | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   1705155 | PA      | $1703109.39   | 0.04%             | 2048-07-27      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BBCMS 2026-5C40 A1                    | BBCMS MORTGAGE TRUST 2026-5C40                                | CUSIP: 05557AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $812378.05    | 0.02%             | 2059-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO               | BECTON DICKINSON & CO                                         | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |  10060000 | PA      | $10190126.41  | 0.21%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: —       |
| BMARK 2024-V11 AM                     | BENCHMARK 2024-V11 MORTGAGE TRUST                             | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3235000 | PA      | $3401282.24   | 0.07%             | 2057-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V6 A1                      | BENCHMARK 2024-V6 MORTGAGE TRUST                              | CUSIP: 081927AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    622384 | PA      | $626166.93    | 0.01%             | 2057-03-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 A1                      | BENCHMARK 2024-V8 MORTGAGE TRUST                              | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050816 | PA      | $2089827.42   | 0.04%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V19 A3                     | BENCHMARK 2025-V19 MORTGAGE TRUST                             | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6355000 | PA      | $6637791.78   | 0.14%             | 2058-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BMARK 2026-V20 A1                     | BENCHMARK 2026-V20 MORTGAGE TRUST                             | CUSIP: 08164KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1290000 | PA      | $1292252.95   | 0.03%             | 2059-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-5MW C 144A                  | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                       | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820000 | PA      | $1858213.63   | 0.04%             | 2042-10-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BINOM 2021-INV1 A3 144A               | BINOM SECURITIZATION TRUST 2021-INV1                          | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1511808 | PA      | $1425880.22   | 0.03%             | 2056-06-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A A2 144A                 | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                       | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2017128 | PA      | $2024687.09   | 0.04%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A B 144A                  | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                       | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3015000 | PA      | $3048708.91   | 0.06%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BLUEM 2016-3A A1R2 144A               | BLUEMOUNTAIN CLO 2016-3 LTD                                   | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   1362849 | PA      | $1362697.67   | 0.03%             | 2030-11-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BLUEM 2018-3A A1R 144A                | BLUEMOUNTAIN CLO 2018-3 LTD                                   | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1442895 | PA      | $1443318.10   | 0.03%             | 2030-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 A3                       | BMO 2024-5C4 MORTGAGE TRUST                                   | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6350000 | PA      | $6766716.21   | 0.14%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 A1                        | BMO 2024-C8 MORTGAGE TRUST                                    | CUSIP: 05593HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1604913 | PA      | $1631036.30   | 0.03%             | 2057-03-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BMO 2026-C14 A1                       | BMO 2026-C14 MORTGAGE TRUST                                   | CUSIP: 096942AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920000 | PA      | $1932805.25   | 0.04%             | 2059-02-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC 144A               | BMW US CAPITAL LLC                                            | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  11810000 | PA      | $11934931.83  | 0.25%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 144A                      | BNP PARIBAS SA                                                | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4755000 | PA      | $4816891.13   | 0.10%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                         | BOEING CO/THE                                                 | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9763000 | PA      | $10002247.99  | 0.21%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO/THE                                                 | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4995000 | PA      | $4881152.53   | 0.10%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC 144A          | BOOZ ALLEN HAMILTON INC                                       | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   5910000 | PA      | $5781627.06   | 0.12%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BOOZ ALLEN HAMILTON INC 144A          | BOOZ ALLEN HAMILTON INC                                       | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  11780000 | PA      | $11598013.16  | 0.24%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLVR 2019-1A ARR 144A                 | BOWLING GREEN PARK CLO LLC                                    | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9730000 | PA      | $9729669.18   | 0.20%             | 2035-04-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| HGVGI 2019-A A 144A                   | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1088696 | PA      | $1085441.21   | 0.02%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-1 C                        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1          | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5570000 | PA      | $5605861.33   | 0.12%             | 2031-11-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND 144A          | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                          | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1668017.12   | 0.03%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                     | BROWN & BROWN INC                                             | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2602567.63   | 0.05%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP 4/2 144A CP            | BRUNSWICK CORP/DE                                             | CUSIP: 11704NC37<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |  15150000 | PA      | $15142853.75  | 0.31%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                | BUNGE LTD FINANCE CORP                                        | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   7230000 | PA      | $7306876.93   | 0.15%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                | BUNGE LTD FINANCE CORP                                        | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1509490.42   | 0.03%             | 2026-04-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3 B 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                        | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3097294 | PA      | $3099229.82   | 0.06%             | 2039-12-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS A 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                        | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4137784 | PA      | $4140369.65   | 0.09%             | 2041-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS B 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                        | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4294500 | PA      | $4299868.13   | 0.09%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT C 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                        | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5925000 | PA      | $5928703.13   | 0.12%             | 2042-01-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT B 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                        | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275000 | PA      | $2276421.88   | 0.05%             | 2042-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX 2026-CSMO C 144A                   | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO                        | CUSIP: 12433LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1854625.00   | 0.04%             | 2042-02-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BX 2025-GW A 144A                     | BX TRUST 2025-GW                                              | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1415000 | PA      | $1416768.75   | 0.03%             | 2042-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT A 144A                   | BX TRUST 2025-VOLT                                            | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5340000 | PA      | $5345006.25   | 0.11%             | 2044-12-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT B 144A                   | BX TRUST 2025-VOLT                                            | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7528000 | PA      | $7542082.63   | 0.16%             | 2044-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                     | CAIXABANK SA                                                  | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   6125000 | PA      | $6210588.90   | 0.13%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                | CANADIAN IMPERIAL BANK OF COMMERCE                            | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   7005000 | PA      | $7047077.48   | 0.15%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES               | CANADIAN NATURAL RESOURCES LTD                                | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   5283000 | PA      | $5275683.46   | 0.11%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANYC 2019-2A AR2 144A                | CANYON CAPITAL CLO 2019-2 LTD                                 | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6460000 | PA      | $6458165.36   | 0.13%             | 2034-10-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | CAPITAL ONE FINANCIAL CORP                                    | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2916610.76   | 0.06%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 D                        | CARMAX AUTO OWNER TRUST 2023-3                                | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2515000 | PA      | $2580850.75   | 0.05%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 C                        | CARMAX AUTO OWNER TRUST 2023-3                                | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5070000 | PA      | $5168715.94   | 0.11%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-4 C                        | CARMAX AUTO OWNER TRUST 2023-4                                | CUSIP: 14318XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8020000 | PA      | $8316342.21   | 0.17%             | 2029-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-1 C                        | CARMAX AUTO OWNER TRUST 2024-1                                | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3605000 | PA      | $3692109.06   | 0.08%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 D                        | CARMAX AUTO OWNER TRUST 2024-2                                | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $415569.80    | 0.01%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-3 D                        | CARMAX AUTO OWNER TRUST 2024-3                                | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1567535.76   | 0.03%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A B                         | CARMAX SELECT RECEIVABLES TRUST 2024-A                        | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1640000 | PA      | $1667958.72   | 0.03%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A C                         | CARMAX SELECT RECEIVABLES TRUST 2024-A                        | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6990000 | PA      | $7175188.17   | 0.15%             | 2030-01-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CRVNA 2022-N1 C 144A                  | CARVANA AUTO RECEIVABLES TRUST 2022-N1                        | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133462 | PA      | $132300.82    | 0.00%             | 2028-12-11      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 B 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N2                        | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4955000 | PA      | $5007927.82   | 0.10%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 C 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N2                        | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10490000 | PA      | $10714886.72  | 0.22%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 C                       | CARVANA AUTO RECEIVABLES TRUST 2025-P4                        | CUSIP: 14689AAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3895000 | PA      | $3968470.61   | 0.08%             | 2032-04-12      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 D                       | CARVANA AUTO RECEIVABLES TRUST 2025-P4                        | CUSIP: 14689AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4715000 | PA      | $4788346.54   | 0.10%             | 2033-11-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                     | CBRE SERVICES INC                                             | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2533110.78   | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| BARCLAYS                              | CDX IG S45 PAY 55 4/15/2026 BARC                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1712002.52   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                              | CDX IG S45 PAY 80 4/15/2026 BARC                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-405643.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | CELANESE US HOLDINGS LLC                                      | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $5131052.19   | 0.11%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | CENCORA INC                                                   | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3972056.97   | 0.08%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                | CENCORA INC                                                   | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1443079.87   | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | CENCORA INC                                                   | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $4018715.38   | 0.08%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY A 144A                 | CENT 2025-CITY                                                | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5365000 | PA      | $5498752.67   | 0.11%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                          | CENTENE CORP                                                  | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $7243344.32   | 0.15%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                   | CHARLES SCHWAB CORP/THE                                       | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  11655000 | PA      | $11715256.39  | 0.24%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: —       |
| CACLN 2025-1 C 144A                   | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                  | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3792433 | PA      | $3823676.30   | 0.08%             | 2033-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CACLN 2025-1 B 144A                   | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                  | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4490116 | PA      | $4528394.74   | 0.09%             | 2033-02-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CHPRK 2018-1A A2R 144A                | CHENANGO PARK CLO LTD                                         | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2286537 | PA      | $2286221.79   | 0.05%             | 2030-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CHPRK 2018-1A BR 144A                 | CHENANGO PARK CLO LTD                                         | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7815000 | PA      | $7825042.28   | 0.16%             | 2030-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD              | CHENIERE CORPUS CHRISTI HOLDINGS LLC                          | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   8987000 | PA      | $9072920.04   | 0.19%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                   | CHENIERE ENERGY INC                                           | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1092564.75   | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R6 A1 144A                   | CIM TRUST 2021-R6                                             | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    806523 | PA      | $751723.75    | 0.02%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | CITIGROUP INC                                                 | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4635000 | PA      | $4774780.85   | 0.10%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CMLTI 2020-EXP2 A3 144A               | CITIGROUP MORTGAGE LOAN TRUST INC                             | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   3010290 | PA      | $2714655.89   | 0.06%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 25 144A             | CK HUTCHISON INTERNATIONAL 25 LTD                             | CUSIP: 178909AA5<br>LEI: 25490034BP1Z4Y4HOG05 | Long             | DBT              | CORP              | KY        |   6720000 | PA      | $6779204.68   | 0.14%             | 2030-09-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CLARUS 2024-1A B 144A                 | CLARUS CAPITAL FUNDING 2024-1 LLC                             | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $995467.18    | 0.02%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A A2 144A                | CLARUS CAPITAL FUNDING 2024-1 LLC                             | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    279252 | PA      | $280185.62    | 0.01%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                | CNH INDUSTRIAL CAPITAL LLC                                    | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  12015000 | PA      | $12000153.55  | 0.25%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A               | CNO GLOBAL FUNDING                                            | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  10627000 | PA      | $10478964.63  | 0.22%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| CNO GLOBAL FUNDING 144A               | CNO GLOBAL FUNDING                                            | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2586000 | PA      | $2610712.91   | 0.05%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPEAN PARTN 144A         | COCA-COLA EUROPACIFIC PARTNERS PLC                            | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   1091000 | PA      | $1067435.43   | 0.02%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLT 2021-1 A3 144A                   | COLT 2021-1 MORTGAGE LOAN TRUST                               | CUSIP: 19688EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1671062 | PA      | $1477073.43   | 0.03%             | 2066-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 A2 144A                   | COLT 2024-6 MORTGAGE LOAN TRUST                               | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |   5440074 | PA      | $5478173.63   | 0.11%             | 2069-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 A3 144A                | COLT 2024-INV4 MORTGAGE LOAN TRUST                            | CUSIP: 19688QAC5<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |   5388352 | PA      | $5439369.60   | 0.11%             | 2069-05-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| COLT 2025-10 A1F 144A                 | COLT 2025-10 MORTGAGE LOAN TRUST                              | CUSIP: 12675XAD8<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |   4186977 | PA      | $4190889.55   | 0.09%             | 2070-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 A1 144A                   | COLT 2025-4 MORTGAGE LOAN TRUST                               | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |   2193947 | PA      | $2225143.65   | 0.05%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 A1 144A                | COLT 2025-INV2 MORTGAGE LOAN TRUST                            | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |   4498587 | PA      | $4555467.00   | 0.09%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A         | COLUMBIA PIPELINES HOLDING CO LLC                             | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1067189.57   | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR15 B                      | COMM 2014-CCRE15 MORTGAGE TRUST                               | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2235420 | PA      | $2201811.48   | 0.05%             | 2047-02-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R01 1M1 144A                 | CONNECTICUT AVENUE SECURITIES SERIES 2025-R01                 | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2763645 | PA      | $2765351.26   | 0.06%             | 2045-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R03 2A1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1687369 | PA      | $1696492.06   | 0.03%             | 2045-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R06 1M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R06                  | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2837410 | PA      | $2843957.48   | 0.06%             | 2045-09-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CAS 2026-R01 2A1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2026-R01                  | CUSIP: 20755BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9450000 | PA      | $9443468.16   | 0.19%             | 2046-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC              | CONSTELLATION ENERGY GENERATION LLC                           | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $2085061.55   | 0.04%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A          | COREBRIDGE GLOBAL FUNDING                                     | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2495520.35   | 0.05%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A          | COREBRIDGE GLOBAL FUNDING                                     | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4714653.00   | 0.10%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A          | COREBRIDGE GLOBAL FUNDING                                     | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2367565.90   | 0.05%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CODELCO INC                           | CORP NACIONAL DEL COBRE DE CHILE                              | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |  10190000 | PA      | $9780549.49   | 0.20%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC 144A           | COX COMMUNICATIONS INC                                        | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2548009.17   | 0.05%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC 144A           | COX COMMUNICATIONS INC                                        | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2813499.33   | 0.06%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A               | CREDIT AGRICOLE SA                                            | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4530000 | PA      | $4624333.57   | 0.10%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H6 A2 144A                 | CROSS 2024-H6 MORTGAGE TRUST                                  | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3406911 | PA      | $3417650.48   | 0.07%             | 2069-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP 4/2 144A CP    | CROWN CASTLE INC                                              | CUSIP: 22823QCC3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  10305000 | PA      | $10289417.81  | 0.21%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                              | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3385928.33   | 0.07%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                              | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   9140000 | PA      | $9035225.95   | 0.19%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                              | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4778339.35   | 0.10%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                | CROWN CASTLE INC                                              | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7465000 | PA      | $7382413.38   | 0.15%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                              | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3687764.70   | 0.08%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                              | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    945000 | PA      | $949024.30    | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP 4/2 144A CP    | CROWN CASTLE INTL 0.0 19MAR26 144A                            | CUSIP: 22823QCK5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  13175000 | PA      | $13144373.40  | 0.27%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC 144A          | CROWN CASTLE TOWERS LLC                                       | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3048206.78   | 0.06%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC 144A                  | CSL FINANCE PLC                                               | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   2575000 | PA      | $2575750.10   | 0.05%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                               | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2930658.99   | 0.06%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                               | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4883000 | PA      | $4870047.05   | 0.10%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                               | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  13114000 | PA      | $12627244.24  | 0.26%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                               | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $4128369.36   | 0.09%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A2 144A                 | CYRUSONE DATA CENTERS ISSUER I LLC                            | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9325000 | PA      | $9210724.92   | 0.19%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                       | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4282806.45   | 0.09%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                       | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $5412274.04   | 0.11%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                       | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2075917.96   | 0.04%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                  | DANSKE BANK A/S                                               | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4760000 | PA      | $4829045.30   | 0.10%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                  | DANSKE BANK A/S                                               | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4555000 | PA      | $4611717.83   | 0.10%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                | DARDEN RESTAURANTS INC                                        | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $6680894.94   | 0.14%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC A 144A                   | DBC 2025-DBC MORTGAGE TRUST                                   | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7165000 | PA      | $7171717.19   | 0.15%             | 2042-11-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| DRMT 2021-2 A3 144A                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                   | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1223769 | PA      | $1108366.43   | 0.02%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| DRMT 2026-INV1 A1 144A                | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2026-INV1                | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4050970 | PA      | $4067590.85   | 0.08%             | 2070-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| DEFT 2023-3 D 144A                    | DELL EQUIPMENT FINANCE TRUST 2023-3                           | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $824557.81    | 0.02%             | 2029-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-1 D 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-1                           | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1185000 | PA      | $1200193.24   | 0.02%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 D 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-2                           | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1470000 | PA      | $1483266.75   | 0.03%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 B 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-2                           | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $641125.59    | 0.01%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-1 C 144A                    | DELL EQUIPMENT FINANCE TRUST 2025-1                           | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $519129.56    | 0.01%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP               | DELL INTERNATIONAL LLC / EMC CORP                             | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6465000 | PA      | $6566165.08   | 0.14%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                   | DELTA AIR LINES INC                                           | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4345479.90   | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-2 C 144A                    | DEXT ABS 2025-2 LLC                                           | CUSIP: 252153AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007843.90   | 0.02%             | 2036-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-2 B 144A                    | DEXT ABS 2025-2 LLC                                           | CUSIP: 252153AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $814257.28    | 0.02%             | 2036-04-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | DIAMONDBACK ENERGY INC                                        | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   5417000 | PA      | $5485176.68   | 0.11%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A A3 144A                 | DLLAA 2023-1 LLC                                              | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3129789 | PA      | $3162151.07   | 0.07%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1A A4 144A                 | DLLMT 2026-1 LLC                                              | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $313791.30    | 0.01%             | 2033-09-20      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1A A3 144A                 | DLLMT 2026-1 LLC                                              | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085000 | PA      | $1092383.75   | 0.02%             | 2029-12-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A4 144A                 | DLLST 2024-1 LLC                                              | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $469177.33    | 0.01%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A3 144A                 | DLLST 2024-1 LLC                                              | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    949853 | PA      | $953675.33    | 0.02%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                   | DOLLAR GENERAL CORP                                           | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   4099000 | PA      | $4205349.74   | 0.09%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                   | DOLLAR GENERAL CORP                                           | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   3628000 | PA      | $3640219.46   | 0.07%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| DP WORLD CRESCENT LTD                 | DP WORLD CRESCENT LTD                                         | CUSIP: AU4586304<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |   5580000 | PA      | $5630398.73   | 0.12%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 C                        | DRIVE AUTO RECEIVABLES TRUST 2024-2                           | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1679152.00   | 0.03%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2 C                        | DRIVE AUTO RECEIVABLES TRUST 2025-2                           | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2111607.54   | 0.04%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| DRSLF 2020-86A A1R2 144A              | DRYDEN 86 CLO LTD                                             | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   9455000 | PA      | $9468709.75   | 0.20%             | 2034-07-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                         | DTE ENERGY CO                                                 | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5080000 | PA      | $5178082.82   | 0.11%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                         | DTE ENERGY CO                                                 | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3667732.83   | 0.08%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                         | DTE ENERGY CO                                                 | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $5063622.75   | 0.10%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A         | EAGLE FUNDING LUXCO SARL                                      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   8100000 | PA      | $8262007.20   | 0.17%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL 4/2 144A CP      | EDISON INTERNATIONAL                                          | CUSIP: 28103BCK6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10076811.41  | 0.21%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL 4/2 144A CP      | EDISON INTERNATIONAL                                          | CUSIP: 28103BCG5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  10180000 | PA      | $10160159.18  | 0.21%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A2 144A                | EFMT 2024-INV2                                                | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   2615147 | PA      | $2625998.07   | 0.05%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A1 144A                | EFMT 2024-INV2                                                | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   4650541 | PA      | $4664412.21   | 0.10%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2 A1 144A                | EFMT 2025-INV2                                                | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |   2181727 | PA      | $2202339.62   | 0.05%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV4 A1F 144A               | EFMT 2025-INV4                                                | CUSIP: 26846DAD6<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   2189326 | PA      | $2191604.11   | 0.05%             | 2070-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV5 A1 144A                | EFMT 2025-INV5                                                | CUSIP: 28224UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3502326 | PA      | $3527930.71   | 0.07%             | 2070-12-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5 A1 144A                | EFMT 2025-NQM5                                                | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2855677 | PA      | $2870703.45   | 0.06%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM6 A1 144A                | EFMT 2025-NQM6                                                | CUSIP: 281916AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4641506 | PA      | $4667921.89   | 0.10%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1 A1F 144A               | EFMT 2026-NQM1                                                | CUSIP: 26846GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2385000 | PA      | $2384997.62   | 0.05%             | 2071-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| EHGVT 2019-A A 144A                   | ELARA HGV TIMESHARE ISSUER 2019-A LLC                         | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    736271 | PA      | $735108.13    | 0.02%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A C 144A                   | ELARA HGV TIMESHARE ISSUER 2023-A LLC                         | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1428855 | PA      | $1485534.76   | 0.03%             | 2038-02-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A A 144A                   | ELARA HGV TIMESHARE ISSUER 2023-A LLC                         | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1052598 | PA      | $1093555.23   | 0.02%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A         | ELEMENT FLEET MANAGEMENT CORP                                 | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4310000 | PA      | $4374904.76   | 0.09%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A         | ELEMENT FLEET MANAGEMENT CORP                                 | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4460000 | PA      | $4576015.47   | 0.09%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2019-2 A3 144A                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2                     | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196696 | PA      | $192279.66    | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2021-3 A3 144A                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3                     | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1731055 | PA      | $1484111.84   | 0.03%             | 2066-09-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LTD                       | EMAAR SUKUK LTD                                               | CUSIP: ZR5449254<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | NUSS              | KY        |   4000000 | PA      | $3968054.87   | 0.08%             | 2029-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC 144A                  | EMD FINANCE LLC                                               | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |  12285000 | PA      | $12343120.47  | 0.25%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                          | ENBRIDGE INC                                                  | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2140000 | PA      | $2169482.55   | 0.04%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | ENBRIDGE INC                                                  | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2765000 | PA      | $2798528.05   | 0.06%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | ENBRIDGE INC                                                  | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2270000 | PA      | $2389924.30   | 0.05%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ENEL FINANCE INTL NV 144A             | ENEL FINANCE INTERNATIONAL NV                                 | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2355000 | PA      | $2359958.67   | 0.05%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A             | ENEL FINANCE INTERNATIONAL NV                                 | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   9605000 | PA      | $9516121.09   | 0.20%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | ENERGY TRANSFER LP                                            | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4039564.70   | 0.08%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | ENERGY TRANSFER LP                                            | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $4049833.53   | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | ENERGY TRANSFER LP                                            | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10455000 | PA      | $10597302.60  | 0.22%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EFF 2023-2 A2 144A                    | ENTERPRISE FLEET FINANCING 2023-2 LLC                         | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2449505 | PA      | $2460897.13   | 0.05%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A4 144A                    | ENTERPRISE FLEET FINANCING 2024-3 LLC                         | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1235000 | PA      | $1266970.20   | 0.03%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                     | EOG RESOURCES INC                                             | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3910736.77   | 0.08%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP 144A                         | EQT CORP                                                      | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1880061.54   | 0.04%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV               | EQUATE PETROCHEMICAL CO KSCC                                  | CUSIP: AL0164361<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |  12000000 | PA      | $11997281.04  | 0.25%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A         | EQUITABLE AMERICA GLOBAL FUNDING                              | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5606916.77   | 0.12%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC 144A             | ERAC USA FINANCE LLC                                          | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3560706.40   | 0.07%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ERAC USA FINANCE LLC 144A             | ERAC USA FINANCE LLC                                          | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   8895000 | PA      | $9029474.84   | 0.19%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                           | EXELON CORP                                                   | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2551628.61   | 0.05%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EART 2022-4A D                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4                    | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2736949 | PA      | $2755640.30   | 0.06%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EART 2023-1A D                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                    | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433805 | PA      | $440481.05    | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                    | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5690000 | PA      | $5748950.68   | 0.12%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                    | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1585000 | PA      | $1597580.78   | 0.03%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                    | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5485000 | PA      | $5523796.50   | 0.11%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1                    | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1840000 | PA      | $1850506.95   | 0.04%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1                    | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5555000 | PA      | $5593286.17   | 0.12%             | 2032-05-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ESART 2025-1 B                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1             | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3185000 | PA      | $3229808.49   | 0.07%             | 2031-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 C                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2             | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3670000 | PA      | $3731115.78   | 0.08%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 B                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2             | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510000 | PA      | $1530207.73   | 0.03%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH C 144A                   | EXTENDED STAY AMERICA TRUST 2025-ESH                          | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2660000 | PA      | $2666667.29   | 0.05%             | 2042-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                | EXTRA SPACE STORAGE LP                                        | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   6965000 | PA      | $6958173.19   | 0.14%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321052 | PA      | $330210.30    | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127310 | PA      | $135516.84    | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31415LL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46709 | PA      | $48149.51     | 0.00%             | 2038-08-01      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3257578 | PA      | $3453669.54   | 0.07%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19886741 | PA      | $20337568.87  | 0.42%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4230925 | PA      | $4039126.56   | 0.08%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71033 | PA      | $72949.24     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67129 | PA      | $70527.61     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140Y7LJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5512789 | PA      | $5639229.00   | 0.12%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5178740 | PA      | $5222648.99   | 0.11%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31410GJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11782 | PA      | $12277.66     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165652 | PA      | $173285.82    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    791237 | PA      | $804483.10    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108265 | PA      | $110980.07    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1830201 | PA      | $1880889.92   | 0.04%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122058 | PA      | $119667.02    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665931 | PA      | $692332.13    | 0.01%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42424 | PA      | $44208.81     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140Y7H84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5502839 | PA      | $5555246.82   | 0.11%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248748 | PA      | $259727.88    | 0.01%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198430 | PA      | $203710.13    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31403VLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9314 | PA      | $9463.77      | 0.00%             | 2034-01-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76764 | PA      | $79992.48     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2148279 | PA      | $2093011.18   | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16531123 | PA      | $16106196.24  | 0.33%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39232 | PA      | $41409.24     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12305 | PA      | $13045.59     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1296902 | PA      | $1227703.36   | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4940046 | PA      | $5079660.76   | 0.10%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31402DC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309596 | PA      | $321870.23    | 0.01%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190312 | PA      | $195445.19    | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                             | FANNIE MAE POOL                                               | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1217942 | PA      | $1187378.84   | 0.02%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNARM                                 | FANNIE MAE POOL                                               | CUSIP: 31388RNM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10512 | PA      | $10658.48     | 0.00%             | 2032-10-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31408GJG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6422 | PA      | $6537.07      | 0.00%             | 2035-12-01      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539800 | PA      | $554358.22    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517870 | PA      | $534540.20    | 0.01%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274574 | PA      | $275291.49    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387439 | PA      | $399911.32    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31413MUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7345 | PA      | $7484.67      | 0.00%             | 2037-09-01      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140XNZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3961067 | PA      | $3452782.70   | 0.07%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298716 | PA      | $286212.34    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43883 | PA      | $46524.41     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31402Q2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1790 | PA      | $1815.96      | 0.00%             | 2034-07-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9266497 | PA      | $9479030.22   | 0.20%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31410KLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286741 | PA      | $298801.20    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31414SED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48953 | PA      | $50505.85     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31408DVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18762 | PA      | $18868.19     | 0.00%             | 2035-12-01      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53394 | PA      | $55639.68     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31403DPZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525819 | PA      | $541798.61    | 0.01%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267610 | PA      | $268308.75    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389392 | PA      | $381764.62    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31400BYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1601 | PA      | $1619.18      | 0.00%             | 2033-02-01      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16119 | PA      | $16309.43     | 0.00%             | 2035-07-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140HMPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442057 | PA      | $452090.53    | 0.01%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140XRDC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3134883 | PA      | $3157242.16   | 0.07%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411634 | PA      | $427312.80    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363937 | PA      | $379244.29    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1681251 | PA      | $1655410.30   | 0.03%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31418MWZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5722 | PA      | $5900.67      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28047 | PA      | $29429.40     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450049 | PA      | $429646.85    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3507 | PA      | $3607.35      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31415LL96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9516 | PA      | $9760.80      | 0.00%             | 2038-08-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    810671 | PA      | $862926.79    | 0.02%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                             | FANNIE MAE POOL                                               | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76336 | PA      | $80538.99     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31408BQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5280 | PA      | $5399.16      | 0.00%             | 2035-12-01      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                             | FANNIE MAE POOL                                               | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    648995 | PA      | $632684.29    | 0.01%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23461394 | PA      | $23747953.51  | 0.49%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74024 | PA      | $77673.50     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9233 | PA      | $9742.28      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12563 | PA      | $13061.32     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2592286 | PA      | $2661557.21   | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175864 | PA      | $183261.39    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31404A3G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139671 | PA      | $141428.64    | 0.00%             | 2033-10-01      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31408DT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39625 | PA      | $40190.39     | 0.00%             | 2035-12-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5796 | PA      | $6026.09      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122781 | PA      | $127945.59    | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5005083 | PA      | $5176689.92   | 0.11%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405526 | PA      | $406407.00    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13105 | PA      | $13949.72     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31415AY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2965 | PA      | $3039.11      | 0.00%             | 2038-08-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140QEEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3203182 | PA      | $3036695.68   | 0.06%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3346999 | PA      | $3499390.76   | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1222421 | PA      | $1239419.57   | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31388RNR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16893 | PA      | $17106.11     | 0.00%             | 2032-12-01      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3138EGQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1379800 | PA      | $1443387.35   | 0.03%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED NATL MTG ASSN ARM                 | FANNIE MAE POOL                                               | CUSIP: 313617NN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       300 | PA      | $297.22       | 0.00%             | 2027-07-01      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1198843 | PA      | $1252815.78   | 0.03%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31410LQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557467 | PA      | $584951.71    | 0.01%             | 2045-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14561 | PA      | $15437.05     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31414DPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62034 | PA      | $63705.51     | 0.00%             | 2038-05-01      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2146565 | PA      | $1798080.70   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399394 | PA      | $416192.69    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3831681 | PA      | $3907183.98   | 0.08%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99848 | PA      | $102696.31    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6907409 | PA      | $7076165.41   | 0.15%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187269 | PA      | $187871.37    | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                             | FANNIE MAE POOL                                               | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    816832 | PA      | $807483.52    | 0.02%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31411HJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25129 | PA      | $25717.66     | 0.00%             | 2038-05-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 3138EPSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1122557 | PA      | $1139579.55   | 0.02%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                               | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40509 | PA      | $42947.67     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                              | FANNIE MAE POOL                                               | CUSIP: 31413VJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55914 | PA      | $57282.86     | 0.00%             | 2038-04-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| FNW 2001-W4 AF6                       | FANNIE MAE REMIC TRUST 2001-W4                                | CUSIP: 3139216U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        57 | PA      | $57.27        | 0.00%             | 2032-01-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS 144A           | FEDERATION DES CAISSES DESJARDINS DU QUEBEC                   | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   5021000 | PA      | $5085686.44   | 0.10%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                   | FIFTH THIRD BANCORP                                           | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   8015000 | PA      | $8059962.24   | 0.17%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                      | FIRSTENERGY CORP                                              | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   8066000 | PA      | $8083133.77   | 0.17%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION              | FIRSTENERGY TRANSMISSION LLC                                  | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1881840.69   | 0.04%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| FISERV INC                            | FISERV INC                                                    | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   4348000 | PA      | $4348702.89   | 0.09%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                    | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5134301.94   | 0.11%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                    | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3920458.59   | 0.08%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                    | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   8395000 | PA      | $8475855.80   | 0.17%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                    | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3480057.77   | 0.07%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| FSMT 2020-1INV A11 144A               | FLAGSTAR MORTGAGE TRUST 2020-1NV                              | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1296198 | PA      | $1255596.06   | 0.03%             | 2050-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FORDL 2023-B C                        | FORD CREDIT AUTO LEASE TRUST 2023-B                           | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2039857 | PA      | $2043664.72   | 0.04%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| FORDO 2023-A B                        | FORD CREDIT AUTO OWNER TRUST 2023-A                           | CUSIP: 344928AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2655000 | PA      | $2683955.16   | 0.06%             | 2029-01-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FORDF 2024-1 B 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                    | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3375000 | PA      | $3428893.01   | 0.07%             | 2029-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-2 B                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                    | CUSIP: 34528QJW5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1545000 | PA      | $1552719.28   | 0.03%             | 2030-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 D 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                    | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   5293000 | PA      | $5314807.69   | 0.11%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 C 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                    | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2985000 | PA      | $2992975.02   | 0.06%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                      | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5830000 | PA      | $5907859.09   | 0.12%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                      | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2732758.43   | 0.06%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                      | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4670420.70   | 0.10%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                      | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3652567.07   | 0.08%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                          | FORTINET INC                                                  | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   8090000 | PA      | $8076141.27   | 0.17%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| FORTIVE CORPORATION                   | FORTIVE CORP                                                  | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   6418000 | PA      | $6396218.24   | 0.13%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FCBSL 2020-1A BR 144A                 | FORTRESS CREDIT BSL IX LTD                                    | CUSIP: 34962XAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6998159.00   | 0.14%             | 2033-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FCBSL 2020-1A A1AR 144A               | FORTRESS CREDIT BSL IX LTD                                    | CUSIP: 34962XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9894739 | PA      | $9894531.41   | 0.20%             | 2033-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-1A A2R 144A                | FORTRESS CREDIT BSL VII LTD                                   | CUSIP: 34956NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5430000 | PA      | $5428430.73   | 0.11%             | 2032-07-23      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-1A BR 144A                 | FORTRESS CREDIT BSL VII LTD                                   | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6935000 | PA      | $6942344.17   | 0.14%             | 2032-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-1A A1R 144A                | FORTRESS CREDIT BSL VII LTD                                   | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    688390 | PA      | $688170.43    | 0.01%             | 2032-07-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-2A A1AR 144A               | FORTRESS CREDIT BSL VIII LTD                                  | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2784150 | PA      | $2783478.82   | 0.06%             | 2032-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-2A A2R 144A                | FORTRESS CREDIT BSL VIII LTD                                  | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13575000 | PA      | $13571063.25  | 0.28%             | 2032-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FCBSL 2022-2A AR 144A                 | FORTRESS CREDIT BSL XV LTD                                    | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |  10032422 | PA      | $10049446.72  | 0.21%             | 2033-10-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FCBSL 2023-1A A1R 144A                | FORTRESS CREDIT BSL XVIII LTD                                 | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1655000 | PA      | $1656315.73   | 0.03%             | 2036-04-23      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A            | FOUNDRY JV HOLDCO LLC                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2136670.75   | 0.04%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A            | FOUNDRY JV HOLDCO LLC                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2347872.08   | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                         | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55883 | PA      | $58684.44     | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                         | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1166089 | PA      | $1114473.86   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                         | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14938 | PA      | $15644.15     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                         | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8908 | PA      | $9358.04      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                         | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1764256 | PA      | $1709382.24   | 0.04%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                         | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263908 | PA      | $282105.81    | 0.01%             | 2038-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                         | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163880 | PA      | $172096.23    | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                            | FREDDIE MAC GOLD POOL                                         | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311694 | PA      | $329820.12    | 0.01%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHMS K753 A1                          | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES  | CUSIP: 3137HAZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3656953 | PA      | $3734509.87   | 0.08%             | 2030-06-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128QJUV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17941 | PA      | $18248.09     | 0.00%             | 2037-02-01      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26886 | PA      | $27546.03     | 0.00%             | 2036-11-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128LU7A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111201 | PA      | $114863.05    | 0.00%             | 2038-02-01      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| FHL ARM                               | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128JRBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1158 | PA      | $1178.50      | 0.00%             | 2034-02-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| FHL ARM                               | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 31342A6S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       338 | PA      | $344.34       | 0.00%             | 2033-10-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9391 | PA      | $9584.58      | 0.00%             | 2037-02-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17319 | PA      | $17631.22     | 0.00%             | 2037-01-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128NC3S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23132 | PA      | $23701.97     | 0.00%             | 2035-07-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FHL ARM                               | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 31336SLR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       491 | PA      | $499.46       | 0.00%             | 2033-02-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128QJ2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3653 | PA      | $3734.06      | 0.00%             | 2037-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26528 | PA      | $27142.12     | 0.00%             | 2036-12-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128QS3L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40864 | PA      | $41571.46     | 0.00%             | 2036-10-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128JRZ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49774 | PA      | $50805.30     | 0.00%             | 2038-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128QTFG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16114 | PA      | $16369.61     | 0.00%             | 2038-06-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12565 | PA      | $12878.98     | 0.00%             | 2037-02-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128QTE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78684 | PA      | $79955.53     | 0.00%             | 2038-06-01      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG 30YR ARM            | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128NGAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45526 | PA      | $46548.85     | 0.00%             | 2034-11-01      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                             | FREDDIE MAC NON GOLD POOL                                     | CUSIP: 3128QSD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14658 | PA      | $14954.88     | 0.00%             | 2037-05-01      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 31427QQL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138049 | PA      | $139358.41    | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 31427PB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3466346 | PA      | $3537456.57   | 0.07%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295191 | PA      | $290483.97    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4977883 | PA      | $5148557.25   | 0.11%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251106 | PA      | $257905.41    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4084572 | PA      | $3593566.24   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4729444 | PA      | $4873106.61   | 0.10%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3632073 | PA      | $3764272.14   | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 31427NWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6218713 | PA      | $6482666.98   | 0.13%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24233910 | PA      | $25030661.27  | 0.52%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11468146 | PA      | $11387363.90  | 0.23%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1265743 | PA      | $1306488.90   | 0.03%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 3132E0K50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6693289 | PA      | $6935635.98   | 0.14%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 3133KHKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1350432 | PA      | $1319028.33   | 0.03%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                             | FREDDIE MAC POOL                                              | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459524 | PA      | $448073.61    | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610164 | PA      | $635959.00    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    623040 | PA      | $625044.19    | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6239643 | PA      | $6383635.64   | 0.13%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 31427M6N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3503483 | PA      | $3575511.13   | 0.07%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                              | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1234412 | PA      | $1267397.44   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA5 M2 144A               | FREDDIE MAC STACR REMIC TRUST 2021-DNA5                       | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    771170 | PA      | $774524.23    | 0.02%             | 2034-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA5 M1A 144A              | FREDDIE MAC STACR REMIC TRUST 2022-DNA5                       | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |   2824015 | PA      | $2867685.27   | 0.06%             | 2042-06-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| STACR 2023-HQA3 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2023-HQA3                       | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |   1728403 | PA      | $1742372.93   | 0.04%             | 2043-11-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| STACR 2024-HQA1 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2024-HQA1                       | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |   7642401 | PA      | $7670914.64   | 0.16%             | 2044-03-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA1 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA1                       | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |   1120600 | PA      | $1120599.55   | 0.02%             | 2045-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 M1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                       | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |   3766281 | PA      | $3766281.06   | 0.08%             | 2045-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA4 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA4                       | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |   5886250 | PA      | $5891322.18   | 0.12%             | 2045-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA4 M1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA4                       | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |   2137632 | PA      | $2140858.07   | 0.04%             | 2045-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                          | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1051353.14   | 0.02%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                          | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $2115423.74   | 0.04%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                          | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1808000 | PA      | $1806624.09   | 0.04%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A          | GA GLOBAL FUNDING TRUST                                       | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   9685000 | PA      | $9721626.78   | 0.20%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| GA GLOBAL FUNDING TRUST 144A          | GA GLOBAL FUNDING TRUST                                       | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   6415000 | PA      | $6587072.81   | 0.14%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GALXY 2016-22A CR4 144A               | GALAXY XXII CLO LTD                                           | CUSIP: 36320TBR3<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |   4475000 | PA      | $4460407.03   | 0.09%             | 2034-04-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| GFMT 2018-1 A33 144A                  | GALTON FUNDING MORTGAGE TRUST 2017-1                          | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278966 | PA      | $259606.26    | 0.01%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GFMT 2019-1 A32 144A                  | GALTON FUNDING MORTGAGE TRUST 2019-1                          | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202058 | PA      | $195956.84    | 0.00%             | 2059-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GFMT 2019-H1 M1 144A                  | GALTON FUNDING MORTGAGE TRUST 2019-H1                         | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7916000 | PA      | $7592368.59   | 0.16%             | 2059-10-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| GFMT 2020-H1 M1 144A                  | GALTON FUNDING MORTGAGE TRUST 2020-H1                         | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4592000 | PA      | $4090198.18   | 0.08%             | 2060-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 144A                      | GARTNER INC                                                   | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |  13235000 | PA      | $13044096.96  | 0.27%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX CORP                                                     | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   5099000 | PA      | $5089940.27   | 0.10%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| GATX CORP                             | GATX CORP                                                     | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   3544000 | PA      | $3528337.31   | 0.07%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX CORP                                                     | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4812714.84   | 0.10%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT 2020-NQM1 A3 144A                | GCAT 2019-NQM2 TRUST                                          | CUSIP: 36167FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675188 | PA      | $669402.20    | 0.01%             | 2060-01-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 A1 144A                | GCAT 2025-NQM1 TRUST                                          | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3079220 | PA      | $3104363.87   | 0.06%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                               | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4811366.75   | 0.10%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                               | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7015000 | PA      | $7134712.05   | 0.15%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                               | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3689008.78   | 0.08%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                               | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4756000 | PA      | $4830624.19   | 0.10%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                       | GINNIE MAE                                                    | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11865000 | PA      | $11905222.35  | 0.25%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                       | GINNIE MAE I POOL                                             | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    807530 | PA      | $850437.64    | 0.02%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55403 | PA      | $56959.76     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5307091 | PA      | $4924862.73   | 0.10%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139141 | PA      | $143266.71    | 0.00%             | 2049-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    860334 | PA      | $881439.64    | 0.02%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58238 | PA      | $59893.34     | 0.00%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86383 | PA      | $88726.24     | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1024448 | PA      | $1053076.04   | 0.02%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1146708 | PA      | $1122380.68   | 0.02%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 3617MLYN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144559 | PA      | $140583.12    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 3617MLYC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34090 | PA      | $33152.01     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 3617MHSW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14550 | PA      | $14011.03     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8760921 | PA      | $8320640.56   | 0.17%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 3617N3MD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137623 | PA      | $133891.70    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 3617MHSU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41709 | PA      | $40783.92     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 3617MHSV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60724 | PA      | $59055.94     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    465035 | PA      | $480312.11    | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1131648 | PA      | $1093476.92   | 0.02%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89780 | PA      | $92729.66     | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    766210 | PA      | $753693.13    | 0.02%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 3617G1SL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155712 | PA      | $152414.34    | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1217116 | PA      | $1249451.49   | 0.03%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 3617MRJ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68824 | PA      | $66931.69     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 3617N3ME3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104210 | PA      | $101382.46    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 3617MRJ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57820 | PA      | $56250.87     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7923 | PA      | $7614.26      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    341334 | PA      | $350872.62    | 0.01%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    471558 | PA      | $453163.23    | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1114539 | PA      | $1083223.95   | 0.02%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167465 | PA      | $170876.41    | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    439725 | PA      | $372603.31    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    505965 | PA      | $486228.01    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45411 | PA      | $46687.55     | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                            | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53960 | PA      | $55735.84     | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6975000 | PA      | $7221752.57   | 0.15%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                   | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7990000 | PA      | $7992335.80   | 0.16%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4865651.83   | 0.10%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                   | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12485000 | PA      | $12604428.75  | 0.26%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOST 2024-1A BR 144A                  | GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD                      | CUSIP: 381929AQ1<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |  11725000 | PA      | $11714447.50  | 0.24%             | 2035-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FOCUS 2017-1A A2II 144A               | GOTO FOODS FUNDING LLC                                        | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11552250 | PA      | $11540216.02  | 0.24%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GALC 2025-2 A3 144A                   | GREATAMERICA LEASING RECEIVABLES FUNDING LLC                  | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   3830000 | PA      | $3864292.29   | 0.08%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GSMBS 2014-EB1A 2A1 144A              | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                  | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23647 | PA      | $23550.54     | 0.00%             | 2044-07-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| HNGRY 2020-1A A2 144A                 | HARDEE'S FUNDING LLC                                          | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7908750 | PA      | $7662024.68   | 0.16%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HNGRY 2021-1A A2 144A                 | HARDEE'S FUNDING LLC                                          | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3349185 | PA      | $3159974.80   | 0.07%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HNGRY 2024-1A A2 144A                 | HARDEE'S FUNDING LLC                                          | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8308794 | PA      | $8612190.66   | 0.18%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HNGRY 2018-1A A23 144A                | HARDEE'S FUNDING LLC                                          | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2984321 | PA      | $2980962.96   | 0.06%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY DAVIDSON FINL SER 4/2 144A CP 4.1800 20260317          | CUSIP: 41282KCH9<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |  13105000 | PA      | $13079065.21  | 0.27%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY-DAVIDSON FINANCIAL SERVICES INC                        | CUSIP: 41282KC48<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   8985000 | PA      | $8980165.17   | 0.18%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                       | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7560000 | PA      | $7495901.00   | 0.15%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                       | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9032000 | PA      | $9314020.55   | 0.19%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                       | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2498774.48   | 0.05%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC                                                       | CUSIP: 40412DEC9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  15245000 | PA      | $15113865.56  | 0.31%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC DISC COML 0.0 14MAY26 144A                            | CUSIP: 40412DEE5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10315000 | PA      | $10223859.75  | 0.21%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC DISC COML PAPE 0.00 02MAR26                           | CUSIP: 40412DC23<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  15855000 | PA      | $15849698.09  | 0.33%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A         | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO            | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3642415.90   | 0.08%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV 144A                      | HEINEKEN NV                                                   | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |  24087000 | PA      | $23925903.50  | 0.49%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC 144A                     | HIGHMARK INC                                                  | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293165.38    | 0.01%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HILT 2024-ORL B 144A                  | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                       | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5885000 | PA      | $5881321.88   | 0.12%             | 2037-05-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| HGVT 2020-AA A 144A                   | HILTON GRAND VACATIONS TRUST 2020-A                           | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343263 | PA      | $338196.21    | 0.01%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| HGVT 2022-1D A 144A                   | HILTON GRAND VACATIONS TRUST 2022-1D                          | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    586233 | PA      | $584315.46    | 0.01%             | 2034-06-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HGVT 2023-1A B 144A                   | HILTON GRAND VACATIONS TRUST 2023-1                           | CUSIP: 432917AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3141747 | PA      | $3235523.74   | 0.07%             | 2038-01-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| HGVT 2023-1A C 144A                   | HILTON GRAND VACATIONS TRUST 2023-1                           | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585915 | PA      | $606709.37    | 0.01%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| HGVT 2025-1A A 144A                   | HILTON GRAND VACATIONS TRUST 2025-1                           | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1984349 | PA      | $2020549.86   | 0.04%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HGVT 2025-1A B 144A                   | HILTON GRAND VACATIONS TRUST 2025-1                           | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3345046 | PA      | $3405302.08   | 0.07%             | 2042-05-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 A1 144A               | HOMES 2025-NQM2 TRUST                                         | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2746611 | PA      | $2769538.15   | 0.06%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 A1 144A               | HOMES 2025-NQM4 TRUST                                         | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6267732 | PA      | $6312387.70   | 0.13%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HOMES 2026-AFC1 A1 144A               | HOMES 2026-AFC1 TRUST                                         | CUSIP: 403972AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5430000 | PA      | $5435301.76   | 0.11%             | 2061-02-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A C 144A                  | HPEFS EQUIPMENT TRUST 2023-2                                  | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    604099 | PA      | $605401.55    | 0.01%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A D 144A                  | HPEFS EQUIPMENT TRUST 2023-2                                  | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3042000 | PA      | $3066178.42   | 0.06%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-1A C 144A                  | HPEFS EQUIPMENT TRUST 2024-1                                  | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8335000 | PA      | $8373925.28   | 0.17%             | 2031-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A B 144A                  | HPEFS EQUIPMENT TRUST 2024-2                                  | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1025000 | PA      | $1034620.34   | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A D 144A                  | HPEFS EQUIPMENT TRUST 2024-2                                  | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2535000 | PA      | $2585660.20   | 0.05%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 21 II LTD                | HPHT FINANCE 21 II LTD                                        | CUSIP: BR4365655<br>LEI: 254900SLH6EYTB8QK559 | Long             | DBT              | CORP              | KY        |   6650000 | PA      | $6556545.24   | 0.14%             | 2026-09-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                             | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5415000 | PA      | $5512135.93   | 0.11%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                             | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6005000 | PA      | $6098778.49   | 0.13%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                             | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6740000 | PA      | $6860837.37   | 0.14%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | HUMANA INC                                                    | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   5742000 | PA      | $5945221.84   | 0.12%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | HUMANA INC                                                    | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2352308.96   | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                 | HUNTINGTON BANCSHARES INC/OH                                  | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  13415000 | PA      | $13546181.00  | 0.28%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-1 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1        | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3228867 | PA      | $3283734.83   | 0.07%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-2 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2        | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10138849 | PA      | $10251883.20  | 0.21%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1        | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5247651 | PA      | $5291069.77   | 0.11%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-2 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-2        | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1979908 | PA      | $1995496.94   | 0.04%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS              | HUNTINGTON INGALLS INDUSTRIES INC                             | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1904343.44   | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| HYT 2024-RGCY A 144A                  | HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY                       | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3055000 | PA      | $3057788.91   | 0.06%             | 2041-09-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B A3 144A                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2460000 | PA      | $2481494.00   | 0.05%             | 2028-04-17      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B B 144A                   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5205000 | PA      | $5284958.69   | 0.11%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HART 2026-A C                         | HYUNDAI AUTO RECEIVABLES TRUST 2026-A                         | CUSIP: 448981AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $981381.47    | 0.02%             | 2033-06-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                       | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5565000 | PA      | $5658501.25   | 0.12%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                       | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2466321.38   | 0.05%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                       | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $4839565.55   | 0.10%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                       | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3273478.64   | 0.07%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                       | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4426963.33   | 0.09%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                       | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3307718.42   | 0.07%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                       | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5330000 | PA      | $5378354.97   | 0.11%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC              | ICON INVESTMENTS SIX DAC                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |  10405000 | PA      | $10501002.02  | 0.22%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A          | IMPERIAL BRANDS FINANCE PLC                                   | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   9415000 | PA      | $9676043.42   | 0.20%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A          | IMPERIAL BRANDS FINANCE PLC                                   | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   5070000 | PA      | $5121823.99   | 0.11%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM1 A2 144A               | IMPERIAL FUND MORTGAGE TRUST 2021-NQM1                        | CUSIP: 452764AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    764027 | PA      | $691583.83    | 0.01%             | 2056-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM2 A3 144A               | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                        | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2602305 | PA      | $2281124.47   | 0.05%             | 2056-09-01      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| IMPRL 2022-NQM4 A1 144A               | IMPERIAL FUND MORTGAGE TRUST 2022-NQM4                        | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7324762 | PA      | $7305750.97   | 0.15%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                  | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6845000 | PA      | $6957668.29   | 0.14%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP                                                    | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3876962.19   | 0.08%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                            | INTEL CORP                                                    | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2223000 | PA      | $2201151.39   | 0.05%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                              | INTERNATIONAL BUSINESS MACHINES CORP                          | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  11744000 | PA      | $11919434.11  | 0.25%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INVCO 2021-3A A1R 144A                | INVESCO CLO 2021-3 LTD                                        | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |   3995000 | PA      | $3995559.30   | 0.08%             | 2034-10-22      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                             | IQVIA INC                                                     | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3221579.28   | 0.07%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JACK 2022-1A A2I 144A                 | JACK IN THE BOX FUNDING LLC                                   | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13044680 | PA      | $12721982.01  | 0.26%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                          | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $7536696.61   | 0.16%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                          | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6943052.60   | 0.14%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC 144A                | JAPAN TOBACCO INC                                             | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |  10295000 | PA      | $10494301.76  | 0.22%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| JPMMT 2020-INV1 A15 144A              | JP MORGAN MORTGAGE TRUST 2020-INV1                            | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855969 | PA      | $786235.18    | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1 144A               | JP MORGAN MORTGAGE TRUST 2025-DSC2                            | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |   3584891 | PA      | $3609280.24   | 0.07%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-HE3 A1 144A                | JP MORGAN MORTGAGE TRUST 2025-HE3                             | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-MBS          | CORP              | US        |   2701599 | PA      | $2710207.59   | 0.06%             | 2056-03-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC1 A1 144A               | JP MORGAN MORTGAGE TRUST SERIES 2025-DSC1                     | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6058635 | PA      | $6130754.20   | 0.13%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                           | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4879713.85   | 0.10%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                           | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5480000 | PA      | $5484385.09   | 0.11%             | 2027-04-22      | Floating      | 4.55%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                           | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $4658930.44   | 0.10%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                          | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $3046628.68   | 0.06%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                          | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1288807.40   | 0.03%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                          | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   7790000 | PA      | $7984374.05   | 0.16%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KKR 18 A1R2 144A                      | KKR CLO 18 LTD                                                | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |  14459539 | PA      | $14481835.92  | 0.30%             | 2035-10-18      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| KKR 33A BR 144A                       | KKR CLO 33 LTD                                                | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |   7465000 | PA      | $7480265.93   | 0.15%             | 2034-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| KKR 33A AR 144A                       | KKR CLO 33 LTD                                                | CUSIP: 48254QAF1<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |  11780000 | PA      | $11785395.24  | 0.24%             | 2034-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| KKR 34A AR 144A                       | KKR CLO 34 LTD                                                | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |   5170000 | PA      | $5170522.17   | 0.11%             | 2034-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| KKR 40A AR 144A                       | KKR CLO 40 LTD                                                | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  13490000 | PA      | $13512379.91  | 0.28%             | 2034-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO 144A          | KOREA ELECTRIC POWER CORP                                     | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |  12400000 | PA      | $12417098.09  | 0.26%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO 144A         | KOREA HOUSING FINANCE CORP                                    | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |  12080000 | PA      | $12293224.36  | 0.25%             | 2028-02-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| KOREA HYDRO & NUCLEAR PO 144A         | KOREA HYDRO & NUCLEAR POWER CO LTD                            | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |  12038000 | PA      | $11990421.96  | 0.25%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO 144A         | KOREA HYDRO & NUCLEAR POWER CO LTD                            | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |   1400000 | PA      | $1436989.45   | 0.03%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KT CORP 144A                          | KT CORP                                                       | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   5350000 | PA      | $5371531.77   | 0.11%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| LEIDOS INC                            | LEIDOS INC                                                    | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4384862.42   | 0.09%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | LLOYDS BANKING GROUP PLC                                      | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4660000 | PA      | $4714749.74   | 0.10%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                        | LOWE'S COS INC                                                | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4744691.27   | 0.10%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC 144A                 | LPL HOLDINGS INC                                              | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1340229.23   | 0.03%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                              | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2993744.13   | 0.06%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                              | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2412882.28   | 0.05%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                              | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   8115000 | PA      | $8241262.38   | 0.17%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LNSTR 2017-5 AS 144A                  | LSTAR COMMERCIAL MORTGAGE TRUST 2017-5                        | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4905000 | PA      | $4798762.11   | 0.10%             | 2050-03-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD 144A                | MA'ADEN SUKUK LTD                                             | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |   8290000 | PA      | $8535198.46   | 0.18%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                     | MA'ADEN SUKUK LTD                                             | CUSIP: YR2407173<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |   2568000 | PA      | $2643955.33   | 0.05%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MDPK 2020-45A ARR 144A                | MADISON PARK FUNDING XLV LTD                                  | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3474000 | PA      | $3476365.79   | 0.07%             | 2034-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MDPK 2016-24A CR2 144A                | MADISON PARK FUNDING XXIV LTD                                 | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5240000 | PA      | $5238260.32   | 0.11%             | 2029-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-33A AR 144A                 | MADISON PARK FUNDING XXXIII LTD                               | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12132184 | PA      | $12144061.06  | 0.25%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO              | MANUFACTURERS & TRADERS TRUST CO                              | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $4167934.08   | 0.09%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MP15 2019-1A A1R2 144A                | MARBLE POINT CLO XV LTD                                       | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   5823802 | PA      | $5822934.07   | 0.12%             | 2032-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MP21 2021-3A BR 144A                  | MARBLE POINT CLO XXI LTD                                      | CUSIP: 56606KAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13460000 | PA      | $13417883.66  | 0.28%             | 2034-10-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                | MARRIOTT INTERNATIONAL INC/MD                                 | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   9676000 | PA      | $9653393.35   | 0.20%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| MARS INC 144A                         | MARS INC                                                      | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $6821273.90   | 0.14%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                         | MARS INC                                                      | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5095000 | PA      | $5164115.36   | 0.11%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                        | CUSIP: 573874AC8<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2991457.72   | 0.06%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                        | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1942216.53   | 0.04%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                        | CUSIP: 573874AN4<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   9338000 | PA      | $9509264.73   | 0.20%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MED 2024-MOB A 144A                   | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                        | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6250000 | PA      | $6222110.63   | 0.13%             | 2041-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP 144A              | MEDLINE BORROWER LP                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  18705000 | PA      | $18396451.67  | 0.38%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP 144A              | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                     | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1218796.49   | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA 144A             | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                       | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2305063.60   | 0.05%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                    | META PLATFORMS INC                                            | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   9470000 | PA      | $9558236.61   | 0.20%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| MFRA 2021-INV1 A1 144A                | MFA 2021-INV1 TRUST                                           | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324941 | PA      | $316335.97    | 0.01%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-NQM2 A2 144A                | MFA 2021-NQM2 TRUST                                           | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1146359 | PA      | $1035860.35   | 0.02%             | 2064-11-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MFRA 2025-NQM4 A1F 144A               | MFA 2025-NQM4 TRUST                                           | CUSIP: 55287RAD0<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |  11061041 | PA      | $11071973.10  | 0.23%             | 2070-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MMAF 2021-A A5 144A                   | MMAF EQUIPMENT FINANCE LLC 2021-A                             | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430000 | PA      | $1428277.14   | 0.03%             | 2043-11-13      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5085000 | PA      | $5101270.33   | 0.11%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6780000 | PA      | $6902555.28   | 0.14%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-C35 A1                     | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-C35   | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1182285 | PA      | $1194435.74   | 0.02%             | 2058-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2      | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610213 | PA      | $617372.35    | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  15680000 | PA      | $16007328.30  | 0.33%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MVWOT 2020-1A B 144A                  | MVW 2020-1 LLC                                                | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372900 | PA      | $369610.58    | 0.01%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-1WA B 144A                 | MVW 2021-1W LLC                                               | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213467 | PA      | $207407.05    | 0.00%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-1A A 144A                  | MVW 2023-1 LLC                                                | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3820869 | PA      | $3875679.67   | 0.08%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A B 144A                  | MVW 2023-2 LLC                                                | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355347 | PA      | $364138.25    | 0.01%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A A 144A                  | MVW 2023-2 LLC                                                | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    623392 | PA      | $642314.22    | 0.01%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-A A2A 144A                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A                   | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1879257 | PA      | $1828146.41   | 0.04%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-A A2A 144A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A              | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    335050 | PA      | $334451.60    | 0.01%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-EA A2A 144A                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-E              | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1380198 | PA      | $1362849.60   | 0.03%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-GA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G              | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2547460 | PA      | $2490386.10   | 0.05%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-BA A2 144A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B              | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083134 | PA      | $1042927.70   | 0.02%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-CA A2A 144A                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C              | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7206070 | PA      | $6975349.05   | 0.14%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-DA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D              | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1127076 | PA      | $1081208.04   | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-FA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F              | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1221912 | PA      | $1163130.01   | 0.02%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-GA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G              | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    759020 | PA      | $718842.75    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-HA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H              | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    606047 | PA      | $576660.63    | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVRL 2026-A A 144A                   | NAVIENT REFINANCE LOAN TRUST 2026-A                           | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2535000 | PA      | $2544870.26   | 0.05%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 C 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST             | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $982238.12    | 0.02%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 B 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST             | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $626346.63    | 0.01%             | 2029-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 B 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1   | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $972220.72    | 0.02%             | 2030-09-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 C 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1   | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $461157.41    | 0.01%             | 2030-09-25      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD 144A                       | NBN CO LTD                                                    | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  15195000 | PA      | $15127726.32  | 0.31%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NSLT 2020-1A A 144A                   | NELNET STUDENT LOAN TRUST 2020-1                              | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    957128 | PA      | $955272.86    | 0.02%             | 2068-03-26      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-CA AFX 144A                 | NELNET STUDENT LOAN TRUST 2021-C                              | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4565793 | PA      | $4331419.75   | 0.09%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-DA AFX 144A                 | NELNET STUDENT LOAN TRUST 2021-D                              | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1533869 | PA      | $1468130.51   | 0.03%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR 144A                 | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                     | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |  16575000 | PA      | $16555159.73  | 0.34%             | 2036-07-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| NEUB 2022-50A AR2 144A                | NEUBERGER BERMAN LOAN ADVISERS CLO 50 LTD                     | CUSIP: 64134VAY2<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |   2615000 | PA      | $2615000.00   | 0.05%             | 2036-07-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| NEUB 2022-51A AR2 144A                | NEUBERGER BERMAN LOAN ADVISERS CLO 51 LTD                     | CUSIP: 64135BAW9<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |   4860000 | PA      | $4860000.00   | 0.10%             | 2036-10-23      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A1 144A                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                 | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   3049468 | PA      | $3087756.96   | 0.06%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A2 144A                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                 | CUSIP: 64832FAD8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   6160745 | PA      | $6231604.37   | 0.13%             | 2065-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM7 A2 144A                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7                 | CUSIP: 64831YAF3<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |   2290938 | PA      | $2300018.68   | 0.05%             | 2065-10-26      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NEXTERA ENERGY CAPITAL HOLDINGS INC                           | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1592976.23   | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NEXTERA ENERGY CAPITAL HOLDINGS INC                           | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9130000 | PA      | $8974487.20   | 0.18%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A             | NIAGARA MOHAWK POWER CORP                                     | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4150647.01   | 0.09%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                          | NISOURCE INC                                                  | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1598909.89   | 0.03%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NMEF 2025-A A2 144A                   | NMEF FUNDING 2025-A LLC                                       | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2317501 | PA      | $2327268.04   | 0.05%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A C 144A                    | NMEF FUNDING 2026-A LLC                                       | CUSIP: 62919FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $1036903.99   | 0.02%             | 2034-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A B 144A                    | NMEF FUNDING 2026-A LLC                                       | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $316382.44    | 0.01%             | 2034-02-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6 A1 144A                | NRZT 2025-NQM6                                                | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9578697 | PA      | $9647266.96   | 0.20%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                 | NTT FINANCE CORP                                              | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   4405000 | PA      | $4469922.18   | 0.09%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                           | NUTRIEN LTD                                                   | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2955000 | PA      | $3007851.77   | 0.06%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                        | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1040000 | PA      | $1045229.86   | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                        | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2250000 | PA      | $2264086.71   | 0.05%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                        | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4939000 | PA      | $4937185.07   | 0.10%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                        | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1235000 | PA      | $1223880.08   | 0.03%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                        | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   5609000 | PA      | $5642145.44   | 0.12%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NYC 2025-28L B 144A                   | NYC COMMERCIAL MORTGAGE TRUST 2025-28L                        | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2565000 | PA      | $2587399.89   | 0.05%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| NYMT 2026-INV1 A1 144A                | NYMT LOAN TRUST 2026-INV1                                     | CUSIP: 62957GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2584718 | PA      | $2593379.23   | 0.05%             | 2061-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'REILLY AUTOMOTIVE INC                                       | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |  13817000 | PA      | $13963077.42  | 0.29%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'REILLY AUTOMOTIVE INC                                       | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   4597000 | PA      | $4638550.34   | 0.10%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 2A2 144A                | OBX 2019-EXP2 TRUST                                           | CUSIP: 67113KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79548 | PA      | $79017.65     | 0.00%             | 2059-06-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 2A1 144A                | OBX 2019-EXP3 TRUST                                           | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253315 | PA      | $253176.15    | 0.01%             | 2059-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 2A2 144A                | OBX 2020-EXP1 TRUST                                           | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202447 | PA      | $200806.86    | 0.00%             | 2060-02-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 A9 144A                 | OBX 2020-EXP2 TRUST                                           | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302700 | PA      | $274077.22    | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 A5 144A                 | OBX 2020-INV1 TRUST                                           | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502380 | PA      | $464916.47    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 A2 144A                 | OBX 2021-NQM1 TRUST                                           | CUSIP: 67114BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2099590 | PA      | $1892010.04   | 0.04%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM10 A2 144A                | OBX 2023-NQM10 TRUST                                          | CUSIP: 67449CAB7<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |    539100 | PA      | $543726.31    | 0.01%             | 2063-10-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1F 144A               | OBX 2025-NQM15 TRUST                                          | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |   1754250 | PA      | $1755882.75   | 0.04%             | 2065-07-27      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                | OBX 2025-NQM15 TRUST                                          | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |   3360551 | PA      | $3386226.29   | 0.07%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OCT39 2018-3A AR 144A                 | OCTAGON INVESTMENT PARTNERS 39 LTD                            | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    323270 | PA      | $323212.73    | 0.01%             | 2030-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| OCT21 2014-1A BR4 144A                | OCTAGON INVESTMENT PARTNERS XXI LTD                           | CUSIP: 67590QCC9<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4497340.50   | 0.09%             | 2031-02-14      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| OCT21 2014-1A AAR4 144A               | OCTAGON INVESTMENT PARTNERS XXI LTD                           | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    239002 | PA      | $238895.68    | 0.00%             | 2031-02-14      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| OCT21 2014-1A A2R4 144A               | OCTAGON INVESTMENT PARTNERS XXI LTD                           | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |  11495000 | PA      | $11506150.15  | 0.24%             | 2031-02-14      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-1A B 144A                   | OCTANE RECEIVABLES TRUST 2023-1                               | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1811372 | PA      | $1816972.95   | 0.04%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A B 144A                   | OCTANE RECEIVABLES TRUST 2023-3                               | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1570000 | PA      | $1586849.71   | 0.03%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A C 144A                   | OCTANE RECEIVABLES TRUST 2023-3                               | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $526635.09    | 0.01%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-3A A2 144A                  | OCTANE RECEIVABLES TRUST 2024-3                               | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1176793 | PA      | $1181661.67   | 0.02%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-3A C 144A                   | OCTANE RECEIVABLES TRUST 2024-3                               | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1688717.58   | 0.03%             | 2031-10-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 C 144A                 | OCTANE RECEIVABLES TRUST 2025-RVM1                            | CUSIP: 67571HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6040000 | PA      | $6152664.12   | 0.13%             | 2046-12-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 B 144A                 | OCTANE RECEIVABLES TRUST 2025-RVM1                            | CUSIP: 67571HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2945000 | PA      | $2975542.89   | 0.06%             | 2046-12-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                     | OMNICOM GROUP INC / OMNICOM CAPITAL INC                       | CUSIP: 68217FAA0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2059134.77   | 0.04%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                             | ONEOK INC                                                     | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   9355000 | PA      | $9398295.32   | 0.19%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                     | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4840000 | PA      | $4882658.68   | 0.10%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 144A                        | ONEOK INC                                                     | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2574068.72   | 0.05%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                     | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  11352000 | PA      | $11360190.11  | 0.23%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | ORACLE CORP                                                   | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12195000 | PA      | $12174192.44  | 0.25%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | ORACLE CORP                                                   | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7720000 | PA      | $7566798.83   | 0.16%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 144A                        | ORANGE SA                                                     | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   6270000 | PA      | $6280146.25   | 0.13%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 4/2 CP                    | OVINTIV INC DISC C 0.0 20MAR26 144A                           | CUSIP: 69047KCL7<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |  12630000 | PA      | $12599254.79  | 0.26%             | 2026-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 4/2 CP                    | OVINTIV INC DISC COML P 0.0 19MAR26                           | CUSIP: 69047KCK9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |  11840000 | PA      | $11812584.48  | 0.24%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                         | OWENS CORNING                                                 | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4287283.71   | 0.09%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                         | OWENS CORNING                                                 | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   3093000 | PA      | $3082186.03   | 0.06%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OZLMF 2012-2A BR4 144A                | OZLM FUNDING II LTD                                           | CUSIP: 67108BCJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8115000 | PA      | $8129598.89   | 0.17%             | 2037-07-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OZLMF 2012-2A AR4 144A                | OZLM FUNDING II LTD                                           | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4450000 | PA      | $4453257.40   | 0.09%             | 2037-07-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| OZLM 2017-19A A1R3 144A               | OZLM XIX LTD                                                  | CUSIP: 67112CBN6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |  12450000 | PA      | $12450000.00  | 0.26%             | 2035-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                   | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1577221.14   | 0.03%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                   | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3330089.37   | 0.07%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                   | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1604698.30   | 0.03%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                   | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    815000 | PA      | $828060.85    | 0.02%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PEAC 2026-1A B 144A                   | PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                         | CUSIP: 704583AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4225000 | PA      | $4270982.79   | 0.09%             | 2033-07-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                 | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3339000 | PA      | $3354442.41   | 0.07%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                 | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1181018.50   | 0.02%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                 | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2229573.88   | 0.05%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                 | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12797000 | PA      | $12826364.67  | 0.26%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                 | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3156209.79   | 0.07%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                | PHILIP MORRIS INTERNATIONAL INC                               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1948000 | PA      | $1987744.25   | 0.04%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE              | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP            | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3904268.19   | 0.08%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| POST 2022-1A BR 144A                  | POST CLO 2022-1 LTD                                           | CUSIP: 73742YAL9<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   7070000 | PA      | $7047877.97   | 0.15%             | 2035-04-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A A2 144A                  | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                        | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139699 | PA      | $140170.75    | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 B 144A                 | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                          | CUSIP: 74333TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1548000 | PA      | $1523708.47   | 0.03%             | 2038-10-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 C 144A                 | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                          | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7820000 | PA      | $7703860.49   | 0.16%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS              | PUBLIC SERVICE ENTERPRISE GROUP INC                           | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   8275000 | PA      | $8514010.83   | 0.18%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| RAD 2023-21A A1R 144A                 | RAD CLO 21 LTD                                                | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1590000 | PA      | $1589548.44   | 0.03%             | 2037-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES8 A1A 144A               | RCKT MORTGAGE TRUST 2024-CES8                                 | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5555838 | PA      | $5604268.98   | 0.12%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES9 A1A 144A               | RCKT MORTGAGE TRUST 2024-CES9                                 | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1468069 | PA      | $1484372.54   | 0.03%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                    | REGAL REXNORD CORP                                            | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   6701000 | PA      | $6948492.53   | 0.14%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                           | REVVITY INC                                                   | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   5866000 | PA      | $5555110.86   | 0.11%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A               | RGA GLOBAL FUNDING                                            | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   7545000 | PA      | $7589544.80   | 0.16%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A               | RGA GLOBAL FUNDING                                            | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   7095000 | PA      | $7145738.70   | 0.15%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROCKT 2019-2A AR2 144A                | ROCKFORD TOWER CLO 2019-2 LTD                                 | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   9015234 | PA      | $9032046.97   | 0.19%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS INC                                     | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  11825000 | PA      | $12090087.06  | 0.25%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS INC                                     | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   9100000 | PA      | $9032090.92   | 0.19%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC 144A                  | ROLLS-ROYCE PLC                                               | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   6370000 | PA      | $6518209.11   | 0.13%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RMRK 2018-2A A2R 144A                 | ROMARK CLO II LTD                                             | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13080000 | PA      | $13092334.44  | 0.27%             | 2031-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                       | ROSS STORES INC                                               | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   9068000 | PA      | $9032399.97   | 0.19%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                              | RTX CORP                                                      | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3927000 | PA      | $4195962.81   | 0.09%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | RTX CORP                                                      | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4139000 | PA      | $4393841.98   | 0.09%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION              | SABINE PASS LIQUEFACTION LLC                                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1937252.32   | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A         | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                        | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3330001.01   | 0.07%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| SBCLN 2023-B D 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B         | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1842751 | PA      | $1873382.99   | 0.04%             | 2033-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B A2 144A                  | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B         | CUSIP: 80290CCA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    586305 | PA      | $596096.31    | 0.01%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B         | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1138954 | PA      | $1154292.94   | 0.02%             | 2033-12-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-A C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A         | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1526701 | PA      | $1546931.99   | 0.03%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-A B 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A         | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1262863 | PA      | $1280768.03   | 0.03%             | 2032-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-B C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B         | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1590231 | PA      | $1603300.52   | 0.03%             | 2033-01-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-B B 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B         | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1177343 | PA      | $1185834.53   | 0.02%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SBCLN 2025-A C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A         | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $996285.11    | 0.02%             | 2034-01-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SBCLN 2025-A B 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A         | CUSIP: 80290CCR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $528009.83    | 0.01%             | 2034-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SCART 2021-BA C 144A                  | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-B              | CUSIP: 802824AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723413 | PA      | $720834.01    | 0.01%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4 B                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                 | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5110000 | PA      | $5152751.28   | 0.11%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 A3                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                 | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4025000 | PA      | $4032903.49   | 0.08%             | 2030-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                | SANTANDER HOLDINGS USA INC                                    | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $5459791.50   | 0.11%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                | SANTANDER HOLDINGS USA INC                                    | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    980000 | PA      | $984182.72    | 0.02%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SAN 2025-CES1 A1A 144A                | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES1           | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |   6015092 | PA      | $6059375.30   | 0.12%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM6 A1 144A                 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6           | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |   2709178 | PA      | $2723344.49   | 0.06%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                               | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2595000 | PA      | $2576997.26   | 0.05%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                               | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3360000 | PA      | $3371027.95   | 0.07%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND 144A         | SAUDI GOVERNMENT INTERNATIONAL BOND                           | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   5320000 | PA      | $5428143.02   | 0.11%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                               | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5077000 | PA      | $4990228.49   | 0.10%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                               | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13380000 | PA      | $13569662.84  | 0.28%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                               | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7561000 | PA      | $7717982.24   | 0.16%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B A4 144A                  | SBNA AUTO LEASE TRUST 2024-B                                  | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6630000 | PA      | $6701509.19   | 0.14%             | 2028-12-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A2 144A                 | SCF EQUIPMENT LEASING 2025-1 LLC                              | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1724688 | PA      | $1729714.53   | 0.04%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A3 144A                 | SCF EQUIPMENT LEASING 2025-1 LLC                              | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3520000 | PA      | $3616234.34   | 0.07%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP 144A          | SCHLUMBERGER HOLDINGS CORP                                    | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   8758000 | PA      | $8762399.40   | 0.18%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT               | SCHLUMBERGER INVESTMENT SA                                    | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |   4853000 | PA      | $4910460.96   | 0.10%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY B 144A                  | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                       | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4880000 | PA      | $4880042.46   | 0.10%             | 2039-05-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SEB4P 2024-1A A2 144A                 | SEB FUNDING LLC                                               | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5140000 | PA      | $5284386.71   | 0.11%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SEB4P 2021-1A A2 144A                 | SEB FUNDING LLC                                               | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8733112 | PA      | $8733067.96   | 0.18%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SSTRT 2026-A C 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                       | CUSIP: 81378WAG8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   1321840 | PA      | $1327771.21   | 0.03%             | 2033-03-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                       | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   1322669 | PA      | $1336715.21   | 0.03%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SSTRT 2026-A B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                       | CUSIP: 81378WAF0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   3644501 | PA      | $3660913.21   | 0.08%             | 2033-03-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    997667 | PA      | $1008844.45   | 0.02%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B C 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    461817 | PA      | $467562.13    | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                         | SEMPRA                                                        | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2852796.74   | 0.06%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A3 144A                 | SEQUOIA MORTGAGE TRUST 2018-CH2                               | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    567651 | PA      | $540657.58    | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A21 144A                | SEQUOIA MORTGAGE TRUST 2018-CH2                               | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216834 | PA      | $205935.38    | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A19 144A                | SEQUOIA MORTGAGE TRUST 2018-CH3                               | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |      6958 | PA      | $6939.21      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A C 144A                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1              | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2055000 | PA      | $2120518.74   | 0.04%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A A3 144A                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1              | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1287472 | PA      | $1294420.86   | 0.03%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFAST 2026-1A C 144A                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1              | CUSIP: 81885FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9570000 | PA      | $9621067.43   | 0.20%             | 2033-11-21      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SGR 2025-1 A1 144A                    | SG RESIDENTIAL MORTGAGE TRUST 2025-1                          | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2665740 | PA      | $2686429.37   | 0.06%             | 2065-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                   | SHERWIN-WILLIAMS CO/THE                                       | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5444357.46   | 0.11%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-2A B 144A                   | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC               | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1896170 | PA      | $1919418.47   | 0.04%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-3A B 144A                   | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC               | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1619426 | PA      | $1630663.70   | 0.03%             | 2044-08-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-3A A 144A                   | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC               | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    867980 | PA      | $873632.58    | 0.02%             | 2044-08-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SMB 2020-BA A1A 144A                  | SMB PRIVATE EDUCATION LOAN TRUST                              | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    771747 | PA      | $739820.77    | 0.02%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB 2018-B A2B 144A                   | SMB PRIVATE EDUCATION LOAN TRUST 2018-B                       | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |   1392421 | PA      | $1391358.03   | 0.03%             | 2037-01-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| SMB 2020-PTB A2A 144A                 | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB                     | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100160 | PA      | $2958062.96   | 0.06%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMB 2021-B A 144A                     | SMB PRIVATE EDUCATION LOAN TRUST 2021-B                       | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4071116 | PA      | $3872524.51   | 0.08%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SMB 2025-A A1A 144A                   | SMB PRIVATE EDUCATION LOAN TRUST 2025-A                       | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3464311 | PA      | $3556942.19   | 0.07%             | 2054-04-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                           | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4361000 | PA      | $4414570.83   | 0.09%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                        | SOLVENTUM CORP                                                | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3724270.07   | 0.08%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SONIC 2020-1A A2II 144A               | SONIC CAPITAL LLC                                             | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2745225 | PA      | $2684779.81   | 0.06%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SNDPT 2019-1A BRR 144A                | SOUND POINT CLO XXII LTD                                      | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1360000 | PA      | $1361340.96   | 0.03%             | 2032-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS              | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   6646000 | PA      | $6714963.49   | 0.14%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | SOUTHERN CALIFORNIA EDISON CO                                 | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   6095000 | PA      | $6269215.15   | 0.13%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                   | SOUTHERN CALIFORNIA EDISON CO                                 | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2517108.07   | 0.05%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO 4/2 144A CP  | SOUTHERN CALIFORNIA EDISON CO                                 | CUSIP: 8424C1CT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  12395000 | PA      | $12355271.55  | 0.25%             | 2026-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                 | SOUTHERN CALIFORNIA GAS CO                                    | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $5368674.23   | 0.11%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL               | SOUTHERN CO GAS CAPITAL CORP                                  | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4256711.10   | 0.09%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                           | SOUTHERN CO/THE                                               | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4238000 | PA      | $4306704.60   | 0.09%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                 | SOUTHWEST AIRLINES CO                                         | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   7730000 | PA      | $7786631.00   | 0.16%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                        | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2937000 | PA      | $2938728.01   | 0.06%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                        | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4780000 | PA      | $4873886.29   | 0.10%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STAR 2019-INV1 A3 144A                | STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1                 | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270544 | PA      | $268967.04    | 0.01%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| STAR 2020-1 A2 144A                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1                    | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1836306 | PA      | $1776352.40   | 0.04%             | 2050-02-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| STAR 2021-2 A1 144A                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2                    | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    814542 | PA      | $778218.15    | 0.02%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| STAR 2021-4  A1 144A                  | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4                    | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6037355 | PA      | $5482232.53   | 0.11%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD 144A              | STC SUKUK CO II LTD                                           | CUSIP: 784772AA3<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | NUSS              | KY        |   7940000 | PA      | $7976201.62   | 0.16%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                    | STEEL DYNAMICS INC                                            | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |  11610000 | PA      | $11617485.22  | 0.24%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA C 144A                  | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6200000 | PA      | $6235358.60   | 0.13%             | 2030-08-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA B 144A                  | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C | CUSIP: 85855EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1670000 | PA      | $1683699.01   | 0.03%             | 2029-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STRAS 2025-1A B 144A                  | STRATUS FUNDING CLO 2025-1 LTD                                | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3855000 | PA      | $3856838.84   | 0.08%             | 2033-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| STACR 2026-DNA1 M1 144A               | STRUCTURED AGENCY CREDIT RISK 2026-DNA1                       | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5965000 | PA      | $5965205.87   | 0.12%             | 2046-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                          | STRYKER CORP                                                  | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   5667000 | PA      | $5750676.86   | 0.12%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE 144A           | SYDNEY AIRPORT FINANCE CO PTY LTD                             | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   1351000 | PA      | $1349365.15   | 0.03%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| SYMP 2022-37A AR2 144A                | SYMPHONY CLO 37 LTD                                           | CUSIP: 87169VBG9<br>LEI: 54930094HTRXFLXUBV36 | Long             | ABS-CBDO         | CORP              | JE        |  12365000 | PA      | $12351658.17  | 0.25%             | 2037-01-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SYMP 2020-23A AR2 144A                | SYMPHONY CLO XXIII LTD                                        | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   1442163 | PA      | $1442071.66   | 0.03%             | 2034-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                          | SYNOPSYS INC                                                  | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  12370000 | PA      | $12527814.64  | 0.26%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund                         | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        | 104767997 | NS      | $104767996.76 | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE         | TAKE-TWO INTERACTIVE SOFTWARE INC                             | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6103338.34   | 0.13%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWRE          | TAKE-TWO INTERACTIVE SOFTWARE INC                             | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   9055000 | PA      | $9055157.02   | 0.19%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | TARGA RESOURCES CORP                                          | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $4559117.17   | 0.09%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                  | TARGA RESOURCES CORP                                          | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2189433.71   | 0.05%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN              | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                   | CUSIP: LW9712917<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   4700000 | PA      | $4690307.37   | 0.10%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC INC                                  | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   6545000 | PA      | $6597529.58   | 0.14%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC               | TOTALENERGIES CAPITAL USA LLC                                 | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |  11685000 | PA      | $11786127.52  | 0.24%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2026-1 A1B 144A                  | TOWD POINT MORTGAGE TRUST                                     | CUSIP: 891959AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7249981 | PA      | $7273717.58   | 0.15%             | 2066-01-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-1 A1 144A                   | TOWD POINT MORTGAGE TRUST 2018-1                              | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97798 | PA      | $97298.02     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-2 A1B 144A                  | TOWD POINT MORTGAGE TRUST 2024-2                              | CUSIP: 89183AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4416322 | PA      | $4508172.44   | 0.09%             | 2064-12-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-CES4 A1A 144A               | TOWD POINT MORTGAGE TRUST 2025-CES4                           | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |   3770153 | PA      | $3804807.57   | 0.08%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| TPIC CLASS A SR TERM NOTES PP         | TPIC Rollup Sr Term Notes PP                                  | CUSIP: 000000000<br>LEI: 98450079E44D2D1B6432 | Long             | DBT              | CORP              | US        |    596016 | PA      | $596015.85    | 0.01%             | 2026-12-10      | Fixed         | 46.47%                | Yes           |                  3 | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP           | TPIC SPV I LLC                                                | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |   7298213 | PA      | $6497836.35   | 0.13%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL     | TREASURY RESERVE FUND - Collateral                            | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |  47720318 | NS      | $47720317.50  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| TCN 2024-SFR2 A 144A                  | TRICON RESIDENTIAL 2024-SFR2 TRUST                            | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3394252 | PA      | $3409357.32   | 0.07%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR2 D 144A                  | TRICON RESIDENTIAL 2024-SFR2 TRUST                            | CUSIP: 89616VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6225000 | PA      | $6300118.94   | 0.13%             | 2040-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-6A AR4 144A                | TRINITAS CLO VI LTD                                           | CUSIP: 89640YBQ6<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |  11985000 | PA      | $11987313.11  | 0.25%             | 2034-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-7A A1R2 144A               | TRINITAS CLO VII LTD                                          | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |  11690000 | PA      | $11670138.69  | 0.24%             | 2035-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| TX 2024-HOU B 144A                    | TX TRUST 2024-HOU                                             | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6490000 | PA      | $6497534.24   | 0.13%             | 2039-06-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC 144A            | UBER TECHNOLOGIES INC                                         | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  10995000 | PA      | $11005363.34  | 0.23%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                              | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34335000 | PA      | $34426202.34  | 0.71%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                              | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100720000 | PA      | $101829493.75 | 2.10%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                              | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 173635000 | PA      | $173824913.28 | 3.58%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                              | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 134895000 | PA      | $134815959.96 | 2.78%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 145395000 | PA      | $145565384.77 | 3.00%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 198735000 | PA      | $199123154.30 | 4.10%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND - WHEN ISSUED                | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 216720000 | PA      | $216618412.50 | 4.46%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TYM6 US 10YR NOTE (CBT)JUN26          | US 10YR NOTE (CBT)JUN26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -861 | NC      | $-431722.62   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26         | US 10YR ULTRA FUT JUN26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -274 | NC      | $-171639.08   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26          | US 2YR NOTE (CBT) JUN26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      7109 | NC      | $1656080.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26          | US 5YR NOTE (CBT) JUN26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     -1242 | NC      | $-398421.18   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                            | US BANCORP                                                    | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   6195000 | PA      | $6246468.42   | 0.13%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| USCLN 2023-1 B 144A                   | US BANK NA                                                    | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318156 | PA      | $321305.02    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| WNM6 US ULTRA BOND CBT JUN26          | US ULTRA BOND CBT JUN26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -136 | NC      | $-158278.72   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UTAH ACQUISITION SUB                  | UTAH ACQUISITION SUB INC                                      | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6738632.73   | 0.14%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 144A                   | VAR ENERGI ASA                                                | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   5935000 | PA      | $5991821.68   | 0.12%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERD 2023-1A A2 144A                  | VERDANT RECEIVABLES 2023-1 LLC                                | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2155944 | PA      | $2191618.68   | 0.05%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A A2 144A                  | VERDANT RECEIVABLES 2024-1 LLC                                | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    981998 | PA      | $1000608.43   | 0.02%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | VERIZON COMMUNICATIONS INC                                    | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10164000 | PA      | $9815028.04   | 0.20%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 B                         | VERIZON MASTER TRUST                                          | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   8440000 | PA      | $8494982.38   | 0.17%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-1 A2 144A                  | VERUS SECURITIZATION TRUST 2021-1                             | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1049162 | PA      | $969031.65    | 0.02%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-1 A3 144A                  | VERUS SECURITIZATION TRUST 2021-1                             | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    619912 | PA      | $573264.51    | 0.01%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-2 A1 144A                  | VERUS SECURITIZATION TRUST 2021-2                             | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1483928 | PA      | $1370906.90   | 0.03%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A2 144A                 | VERUS SECURITIZATION TRUST 2021-R1                            | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208213 | PA      | $202754.54    | 0.00%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R2 A1 144A                 | VERUS SECURITIZATION TRUST 2021-R2                            | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185107 | PA      | $1122401.16   | 0.02%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-4 A2 144A                  | VERUS SECURITIZATION TRUST 2023-4                             | CUSIP: 92539TAB9<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |    431170 | PA      | $430886.83    | 0.01%             | 2068-05-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-6 A2 144A                  | VERUS SECURITIZATION TRUST 2023-6                             | CUSIP: 92539XAB0<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |   1521523 | PA      | $1532436.31   | 0.03%             | 2068-09-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-7 A2 144A                  | VERUS SECURITIZATION TRUST 2023-7                             | CUSIP: 92539YAB8<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |   3094565 | PA      | $3126469.49   | 0.06%             | 2068-10-25      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-8 A2 144A                  | VERUS SECURITIZATION TRUST 2023-8                             | CUSIP: 92540DAB1<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    625565 | PA      | $631441.67    | 0.01%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-3 A1 144A                  | VERUS SECURITIZATION TRUST 2025-3                             | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   2273601 | PA      | $2300889.54   | 0.05%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-7 A1F 144A                 | VERUS SECURITIZATION TRUST 2025-7                             | CUSIP: 924931AD0<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   5070140 | PA      | $5075005.33   | 0.10%             | 2070-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                           | VIATRIS INC                                                   | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   5092000 | PA      | $4965232.00   | 0.10%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VSTA 2020-2 A3 144A                   | VISTA POINT SECURITIZATION TRUST 2020-2                       | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267328 | PA      | $260991.07    | 0.01%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A         | VISTRA OPERATIONS CO LLC                                      | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4299000 | PA      | $4335600.97   | 0.09%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                       | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6435000 | PA      | $6485422.00   | 0.13%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                       | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    750000 | PA      | $775376.38    | 0.02%             | 2028-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                       | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  10805000 | PA      | $10917901.82  | 0.22%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                       | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4520000 | PA      | $4574686.56   | 0.09%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                       | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3829902.13   | 0.08%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                       | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1387284.28   | 0.03%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                       | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1227626.72   | 0.03%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WELF 2021-1A BR 144A                  | WELLFLEET CLO 2021-1 LTD                                      | CUSIP: 94950CAQ9<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |   9235000 | PA      | $9255981.92   | 0.19%             | 2034-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                              | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8725000 | PA      | $8793044.51   | 0.18%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                              | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  18395000 | PA      | $18751469.71  | 0.39%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                  | WESTERN UNION CO/THE                                          | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |  16695000 | PA      | $16676013.35  | 0.34%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-3A C 144A                   | WHEELS FLEET LEASE FUNDING 1 LLC                              | CUSIP: 96328GCS4<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3525000 | PA      | $3554706.23   | 0.07%             | 2040-09-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| WFLF 2023-2A A 144A                   | WHEELS FLEET LEASE FUNDING 1 LLC                              | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3238456 | PA      | $3273994.87   | 0.07%             | 2038-08-18      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-3A A1 144A                  | WHEELS FLEET LEASE FUNDING 1 LLC                              | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   2580000 | PA      | $2590648.95   | 0.05%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WFLF 2024-1A A1 144A                  | WHEELS FLEET LEASE FUNDING 1 LLC                              | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   4402339 | PA      | $4451367.65   | 0.09%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | WILLIAMS COS INC/THE                                          | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4117015.13   | 0.08%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | WILLIAMS COS INC/THE                                          | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  11725000 | PA      | $11725000.00  | 0.24%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | WILLIAMS COS INC/THE                                          | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   6535000 | PA      | $6649508.30   | 0.14%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A A2 144A                   | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                        | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $331204.86    | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A C 144A                    | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                        | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125878.83    | 0.00%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD 144A             | WOODSIDE FINANCE LTD                                          | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   2682000 | PA      | $2675702.69   | 0.06%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                           | WORKDAY INC                                                   | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3432053.75   | 0.07%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| WOART 2022-A C                        | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                      | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4240000 | PA      | $4236452.39   | 0.09%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ZAXBY 2021-1A A2 144A                 | ZAXBYS FUNDING LLC                                            | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7907400 | PA      | $7583043.20   | 0.16%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-06

**Name of Applicant:** T. ROWE PRICE SHORT-TERM BOND FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President