# EDGAR Filing Document

**Accession Number:** 0001795351
**File Stem:** 0001795351-25-000385
**Filing Date:** 2025-7
**Character Count:** 250507
**Document Hash:** 7a4e3ac45fce1457cfed0ecc62c9e0e5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001795351-25-000385.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001795351-25-000385

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Exchange-Traded Funds, Inc.
- **CENTRAL INDEX KEY:** 0001795351

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23494
- **FILM NUMBER:** 251161581

**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

## Series and Classes Contracts Data

### T. Rowe Price Ultra Short-Term Bond ETF (Series ID: S000072799)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000229340 | T. Rowe Price Ultra Short-Term Bond ETF | TBUX            |

## 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 Exchange-Traded Funds, Inc.

- **b. Investment Company Act file number:** 811-23494

- **c. CIK number of Registrant:** 0001795351

- **d. LEI of Registrant:** 549300XZPUK24E1UMH17

- **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 Ultra Short-Term Bond ETF

- **b. EDGAR series identifier (if any):** S000072799

- **c. LEI of Series:** 549300XEFO03D2YJGG72

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $473837756.85

**Total Liabilities:** $1162238.38

**Net Assets:** $472675518.47

**Delayed Delivery Securities:** $7949544.07

**Cash Not Reported:** $107303.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3392.199152 | **1-Year:** -37148.999364 | **5-Year:** -13225.786826 | **10-Year:** -374.857720 | **30-Year:** 0.000000

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

- **3-Month:** -63.797276 | **1-Year:** -329.686564 | **5-Year:** -69.290362 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229340 | 0.33%                | 0.34%                | 0.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $96174.22                | $-276351.42                                |
| Month 2  | $66752.85                | $451514.30                                 |
| Month 3  | $416227.61               | $-740472.02                                |

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV SUBORDINATED 144A 07/25 4.75           | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1099990.10   | 0.23%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV SUBORDINATED 144A 04/26 4.8            | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2194535.20   | 0.46%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO BANK NV 144A 09/27 VAR                         | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203753.00    | 0.04%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                       | AGCO CORP COMPANY GUAR 03/27 5.45                       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1139147.45   | 0.24%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | COREBRIDGE GLOB FUNDING SECURED 144A 08/27 4.65         | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125346.88    | 0.03%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR2 Trust                                                            | AMSR TRUST AMSR 2020 SFR2 A 144A                        | CUSIP: 00178UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    919447 | PA      | $915333.83    | 0.19%             | 2037-07-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR2 Trust                                                            | AMSR TRUST AMSR 2020 SFR2 B 144A                        | CUSIP: 00178UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497775.50    | 0.11%             | 2037-07-17      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR2 Trust                                                            | AMSR TRUST AMSR 2020 SFR2 C 144A                        | CUSIP: 00178UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99559.72     | 0.02%             | 2037-07-17      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR3 Trust                                                            | AMSR TRUST AMSR 2020 SFR3 D 144A                        | CUSIP: 001807AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $816358.29    | 0.17%             | 2037-09-17      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-A                                                    | ARI FLEET LEASE TRUST ARIFL 2024 A A2 144A              | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353952 | PA      | $355367.69    | 0.08%             | 2032-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                          | ADVANCE AUTO PARTS COMPANY GUAR 03/26 5.9               | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100754.30    | 0.02%             | 2026-03-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                                       | AFFIRM INC AFFRM 2025 X1 A 144A                         | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760000 | PA      | $759852.79    | 0.16%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Alinea CLO 2018-1 Ltd                                                           | ALINEA CLO LTD ALINE 2018 1A BR 144A                    | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249246.68    | 0.05%             | 2031-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL INC SUBORDINATED 11/25 5.75              | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500550.00    | 0.11%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL INC SR UNSECURED 05/29 VAR               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    640000 | PA      | $644897.28    | 0.14%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B A2 144A     | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193505 | PA      | $194264.77    | 0.04%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B B 144A      | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438869 | PA      | $440296.00    | 0.09%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 A A2 144A     | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375435 | PA      | $380103.61    | 0.08%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 A B 144A      | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160442 | PA      | $162206.76    | 0.03%             | 2032-05-17      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                              | ALLY AUTO RECEIVABLES TRUST ALLYA 2023 A B 144A         | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86864 | PA      | $87186.62     | 0.02%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP SR UNSECURED 03/28 1.75                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1042116.68   | 0.22%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER CORP SR UNSECURED 01/27 3.125            | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2098365.60   | 0.44%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6              | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    975000 | PA      | $948459.53    | 0.20%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR5 Trust                                                            | AMSR TRUST AMSR 2020 SFR5 A 144A                        | CUSIP: 03217JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73686 | PA      | $72562.20     | 0.02%             | 2037-11-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR5 Trust                                                            | AMSR TRUST AMSR 2020 SFR5 D 144A                        | CUSIP: 03217JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2110000 | PA      | $2077342.90   | 0.44%             | 2037-11-17      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                                        | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2022 1A B 144A      | CUSIP: 03236VAC5<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $596580.90    | 0.13%             | 2028-01-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                                        | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2022 1A D 144A      | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |   3080000 | PA      | $3059754.85   | 0.65%             | 2028-08-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIII LLC                                     | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2024 1A B 144A      | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $884294.71    | 0.19%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XV LLC                                       | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2025 1A A2 144A     | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    985000 | PA      | $987364.20    | 0.21%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIV LLC                                      | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2024 2A A2 144A     | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    422095 | PA      | $424954.63    | 0.09%             | 2031-06-20      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2022-1                                                 | ANGEL OAK MORTGAGE TRUST AOMT 2022 1 A1 144A            | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83516 | PA      | $76552.72     | 0.02%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                                 | ANGEL OAK MORTGAGE TRUST AOMT 2019 5 A1 144A            | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25199 | PA      | $24810.87     | 0.01%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2023-6                                                 | ANGEL OAK MORTGAGE TRUST AOMT 2023 6 A1 144A            | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |    703335 | PA      | $707277.37    | 0.15%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-2                                                 | ANGEL OAK MORTGAGE TRUST AOMT 2021 2 A1 144A            | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76879 | PA      | $65278.12     | 0.01%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-5                                                 | ANGEL OAK MORTGAGE TRUST AOMT 2021 5 A1 144A            | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94214 | PA      | $80483.74     | 0.02%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN POWER CO SR UNSECURED 06/25 3.4             | CUSIP: 037735CU9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1249420.00   | 0.26%             | 2025-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ARCELORMITTAL SR UNSECURED 03/26 4.55                   | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    627000 | PA      | $625520.28    | 0.13%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARES XLV CLO Ltd                                                                | ARES CLO LTD ARES 2017 45A AR 144A                      | CUSIP: 04016QAE6<br>LEI: 549300VFCO6SQG8OL714 | Long             | ABS-CBDO         | CORP              | KY        |    498021 | PA      | $497914.34    | 0.11%             | 2030-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ARES XLV CLO Ltd                                                                | ARES CLO LTD ARES 2017 45A BR 144A                      | CUSIP: 04016QAG1<br>LEI: 549300VFCO6SQG8OL714 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1294686.38   | 0.27%             | 2030-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                                    | ARI FLEET LEASE TRUST ARIFL 2025 A A2 144A              | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430000 | PA      | $1423480.49   | 0.30%             | 2034-01-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2023-B                                                    | ARI FLEET LEASE TRUST ARIFL 2023 B A2 144A              | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113998 | PA      | $114853.53    | 0.02%             | 2032-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                                    | ARI FLEET LEASE TRUST ARIFL 2024 B A2 144A              | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319499 | PA      | $321178.13    | 0.07%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ARROW ELECTRONICS INC                                   | CUSIP: 04273LT62<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997205.80   | 0.63%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ARROW ELECTRONICS INC                                   | CUSIP: 04273LT62<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498602.90   | 0.32%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95           | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751917.75    | 0.16%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2024-1 LLC                                                | AUXILIOR TERM FUNDING LLC XCAP 2024 1A A2 144A          | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75767 | PA      | $76151.19     | 0.02%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2023-1 LLC                                                | AUXILIOR TERM FUNDING LLC XCAP 2023 1A A2 144A          | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105304 | PA      | $106152.52    | 0.02%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP COMPANY GUAR 08/27 3.557               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2050540.80   | 0.43%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP COMPANY GUAR 04/27 4.7                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401380.80    | 0.08%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                                            | BINOM SECURITIZATION TRUST BINOM 2021 INV1 A1 144A      | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52349 | PA      | $46968.70     | 0.01%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SUBORDINATED 144A 05/26 4.375               | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1990200.00   | 0.42%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 4.6          | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334599.34    | 0.07%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SUBORDINATED 144A 09/25 4.375               | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $349216.00    | 0.07%             | 2025-09-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SUBORDINATED 144A 03/27 4.625               | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $994146.00    | 0.21%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A 10/27 3.5                                  | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $971791.00    | 0.21%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 144A 10/26 VAR                                  | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2250000 | PA      | $2227275.00   | 0.47%             | 2026-10-06      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC                                  | BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A      | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65903 | PA      | $64803.72     | 0.01%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BACARDI MARTINI B V                                     | CUSIP: 05634ET51<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997597.90   | 0.63%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BACARDI MARTINI B V                                     | CUSIP: 05634ETS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996369.90    | 0.21%             | 2025-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BACARDI MARTINI B V                                     | CUSIP: 05634ETS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498184.95    | 0.11%             | 2025-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZCAYA ARG 09/26 VAR                      | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $801323.20    | 0.17%             | 2026-09-14      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA 03/28 VAR                            | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $202620.20    | 0.04%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP SR UNSECURED 01/27 VAR             | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200562.60    | 0.04%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR       | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2400000 | PA      | $2406352.80   | 0.51%             | 2026-09-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK OF NOVA SCOTIA SUBORDINATED 12/25 4.5              | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1885000 | PA      | $1877929.37   | 0.40%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQUE FED CRED MUTUEL 144A 01/26 4.935                 | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $400517.20    | 0.08%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQUE FED CRED MUTUEL 144A 07/26 5.896                 | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $405621.60    | 0.09%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQUE FED CRED MUTUEL 144A 01/27 5.088                 | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    215000 | PA      | $216431.90    | 0.05%             | 2027-01-23      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 01/26 4.375                   | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199510.60    | 0.04%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SUBORDINATED 05/26 5.2                     | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1654327.95   | 0.35%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 08/26 5.304                   | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $400558.00    | 0.08%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 03/28 VAR                     | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202853.80    | 0.04%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 09/28 VAR                     | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1000791.00   | 0.21%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                                            | BATTALION CLO LTD BATLN 2020 15A A1RR 144A              | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   2358850 | PA      | $2350208.35   | 0.50%             | 2033-01-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                                           | BATTALION CLO LTD BATLN 2018 12A ARR 144A               | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   1700712 | PA      | $1697422.43   | 0.36%             | 2031-05-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25    | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1930825.74   | 0.41%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | BAYVIEW OPPORTUNITY MASTER FUN BVCLN 2024 CAR1 A 144A   | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    142082 | PA      | $142517.75    | 0.03%             | 2031-12-26      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2015-3 Ltd                                                     | BLUEMOUNTAIN CLO LTD BLUEM 2015 3A A1R 144A             | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |    110267 | PA      | $110240.90    | 0.02%             | 2031-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2016-3 Ltd                                                     | BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A            | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    286607 | PA      | $286206.11    | 0.06%             | 2030-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2018-3 Ltd                                                     | BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A             | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1697482 | PA      | $1697850.92   | 0.36%             | 2030-10-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO SR UNSECURED 05/26 3.1                        | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984751.00    | 0.21%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO SR UNSECURED 02/27 2.7                        | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968241.00    | 0.20%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BRIGHTHSE FIN GLBL FUND SECURED 144A 05/26 1.55         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363319.50    | 0.08%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PART SR UNSECURED 06/26 4.125         | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1093126.10   | 0.23%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PART SR UNSECURED 03/27 3.9           | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2488374.88   | 0.53%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRUNSWICK CORP                                          | CUSIP: 11704MT31<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2198795.94   | 0.47%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BRUNSWICK CORP                                          | CUSIP: 11704MT31<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2298741.21   | 0.49%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-RISE                                                              | BX TRUST BX 2021 RISE A 144A                            | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1208821 | PA      | $1205043.05   | 0.25%             | 2036-11-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust 2019-LIFE                                        | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A    | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $409743.75    | 0.09%             | 2037-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust 2019-LIFE                                        | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE B 144A    | CUSIP: 12482HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $649593.75    | 0.14%             | 2037-12-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust 2019-LIFE                                        | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE C 144A    | CUSIP: 12482HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399750.00    | 0.08%             | 2037-12-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2013-II Ltd                                                        | CIFC FUNDING LTD CIFC 2013 2A A1L2 144A                 | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |    391996 | PA      | $392859.28    | 0.08%             | 2030-10-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL CAP LLC COMPANY GUAR 07/26 1.45          | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1066590.72   | 0.23%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                 | COLT FUNDING LLC COLT 2020 3 A1 144A                    | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46497 | PA      | $45281.69     | 0.01%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                              | CNA FINANCIAL CORP SR UNSECURED 03/26 4.5               | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1197166.80   | 0.25%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                         | CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2016 C7 A4         | CUSIP: 12637UAV1<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    105266 | PA      | $103981.83    | 0.02%             | 2049-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP SR UNSECURED 06/26 2.875                | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1453815.84   | 0.31%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP SR UNSECURED 03/28 4.3                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1532210.65   | 0.32%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP SR UNSECURED 08/27 1.3                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371774.40    | 0.08%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK SA 144A 09/27 VAR                             | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    550000 | PA      | $561910.80    | 0.12%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CANADIAN NATURAL RESOU                                  | CUSIP: 13638WTR3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $4484574.00   | 0.95%             | 2025-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CO SUBORDINATED 10/25 4.2         | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498749.50    | 0.11%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CO SUBORDINATED 07/26 3.75        | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2146331.33   | 0.45%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CO SR UNSECURED 07/26 VAR         | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300383.40    | 0.06%             | 2026-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A2         | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    805790 | PA      | $805420.14    | 0.17%             | 2028-02-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3         | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $476599.42    | 0.10%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                  | CARMAX AUTO OWNER TRUST CARMX 2023 3 A2B                | CUSIP: 14319BAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17312 | PA      | $17314.82     | 0.00%             | 2026-11-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-N1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 N1 A2 144A    | CUSIP: 14686GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156729 | PA      | $154557.20    | 0.03%             | 2028-12-11      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N2                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N2 A2         | CUSIP: 14686KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120064 | PA      | $117461.70    | 0.02%             | 2028-03-10      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-N3                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A     | CUSIP: 14686RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29806 | PA      | $29873.37     | 0.01%             | 2027-09-10      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N4                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N4 A2         | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61904 | PA      | $60317.89     | 0.01%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N4                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N4 B          | CUSIP: 14687HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4957 | PA      | $4775.56      | 0.00%             | 2028-09-11      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P3                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P3 A4         | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $417239.46    | 0.09%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A3 144A    | CUSIP: 14687QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $281002.85    | 0.06%             | 2028-03-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 B 144A     | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1263792.63   | 0.27%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A    | CUSIP: 14687VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135975.54    | 0.03%             | 2028-07-10      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 B 144A     | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2665000 | PA      | $2700718.73   | 0.57%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N3                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 B 144A     | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996100.30    | 0.21%             | 2030-12-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-N1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 C 144A     | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2090000 | PA      | $2107566.87   | 0.45%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P2                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2         | CUSIP: 14688PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145693 | PA      | $145996.24    | 0.03%             | 2027-11-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P2                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3         | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $267441.23    | 0.06%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-N1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A2 144A    | CUSIP: 14688XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $549733.20    | 0.12%             | 2028-05-10      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-N1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A    | CUSIP: 14688XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004232.90   | 0.21%             | 2029-08-10      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC COMPANY GUAR 08/26 1.4         | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    202000 | PA      | $193162.50    | 0.04%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC COMPANY GUAR 07/27 6.415       | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1375980.00   | 0.29%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                     | CENCOSUD SA COMPANY GUAR 144A 07/27 4.375               | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    820000 | PA      | $809618.80    | 0.17%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP SR UNSECURED 12/27 4.25                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2612000 | PA      | $2553230.00   | 0.54%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT LLC/CAP SR SECURED 07/25 4.908         | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1058842.21   | 0.22%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                                           | CHENANGO PARK CLO, LTD. CHPRK 2018 1A A2R 144A          | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1565000 | PA      | $1564925.74   | 0.33%             | 2030-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I Ltd                                                         | CIFC FUNDING LTD CIFC 2016 1A AR3 144A                  | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   1472615 | PA      | $1470107.79   | 0.31%             | 2031-10-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC SUBORDINATED 09/25 5.5                    | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    676000 | PA      | $676824.04    | 0.14%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC SUBORDINATED 06/25 4.4                    | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399500.80    | 0.08%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                     | CITIBANK NA SR UNSECURED 05/27 VAR                      | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2251777.50   | 0.48%             | 2027-05-29      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING SECURED 144A 10/26 1.75              | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671028.40    | 0.14%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp               | COLORADO INT GAS CO/ISS COMPANY GUAR 144A 08/26 4.15    | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    636000 | PA      | $630138.62    | 0.13%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLT 2021-4 Mortgage Loan Trust                                                 | COLT FUNDING LLC COLT 2021 4 A1 144A                    | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65219 | PA      | $55228.22     | 0.01%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COMMONWEALTH BANK AUST SUBORDINATED 144A 12/25 4.5      | CUSIP: 2027A0HR3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $697690.00    | 0.15%             | 2025-12-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CONAGRA BRANDS INC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1399452.04   | 0.30%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CONAGRA BRANDS INC                                      | CUSIP: 20600GT55<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3996857.20   | 0.85%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R03                                    | FANNIE MAE   CAS CAS 2021 R03 1M1 144A                  | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19622 | PA      | $19585.19     | 0.00%             | 2041-12-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R05                                    | FANNIE MAE   CAS CAS 2022 R05 2M1 144A                  | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50594 | PA      | $50827.24     | 0.01%             | 2042-04-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                    | FANNIE MAE   CAS CAS 2023 R06 1M1 144A                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    132425 | PA      | $133167.75    | 0.03%             | 2043-07-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                                    | FANNIE MAE   CAS CAS 2024 R02 1M1 144A                  | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250145 | PA      | $249990.48    | 0.05%             | 2044-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                    | FANNIE MAE   CAS CAS 2025 R03 2A1 144A                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    338990 | PA      | $340698.16    | 0.07%             | 2045-03-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                                    | FANNIE MAE   CAS CAS 2024 R05 2M1 144A                  | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72632 | PA      | $72587.54     | 0.02%             | 2044-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R03                                    | FANNIE MAE   CAS CAS 2024 R03 2M1 144A                  | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    427669 | PA      | $428013.65    | 0.09%             | 2044-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                                    | FANNIE MAE   CAS CAS 2023 R05 1M1 144A                  | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35269 | PA      | $35653.46     | 0.01%             | 2043-06-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESOURCES COMPANY GUAR 144A 11/26 2.268     | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1492950.88   | 0.32%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RABOBANK UA COMPANY GUAR 08/25 4.375       | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $249999.75    | 0.05%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RABOBANK UA COMPANY GUAR 07/26 3.75        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1850000 | PA      | $1829947.85   | 0.39%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FINANCIAL INC SR UNSECURED 04/27 3.65        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2947000 | PA      | $2897122.03   | 0.61%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUNICATIONS INC SR UNSECURED 144A 09/26 3.35     | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343452.20    | 0.07%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 01/29 VAR                       | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1495000 | PA      | $1511062.28   | 0.32%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 12/27 VAR                | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $306878.10    | 0.06%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust 2024-A                                                   | CROSSROADS ASSET TRUST XROAD 2024 A A2 144A             | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184713 | PA      | $186764.73    | 0.04%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC SR UNSECURED 03/27 4                   | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    773000 | PA      | $763893.29    | 0.16%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC SR UNSECURED 02/28 3.8                 | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    650000 | PA      | $635033.75    | 0.13%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC SR UNSECURED 07/26 1.05                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1213074.28   | 0.26%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC SR UNSECURED 03/27 2.9                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    750000 | PA      | $727116.75    | 0.15%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CROWN CASTLE                                            | CUSIP: 22823PTH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $399004.04    | 0.08%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO 7 Ltd                                                           | CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A            | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    305468 | PA      | $305517.24    | 0.06%             | 2031-10-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP COMPANY GUAR 11/25 4                       | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    925000 | PA      | $920205.73    | 0.19%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP COMPANY GUAR 09/26 3.125                   | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    154000 | PA      | $150609.07    | 0.03%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                | DLLAA LLC DLLAA 2023 1A A2 144A                         | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67927 | PA      | $68032.08     | 0.01%             | 2026-07-20      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                | DLLAA LLC DLLAA 2023 1A A3 144A                         | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $328712.74    | 0.07%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OPERATING COMPANY GUAR 07/25 5.375        | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    452000 | PA      | $452030.28    | 0.10%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/26 5.15     | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300284.70    | 0.06%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 09/27 5.125    | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201905.20    | 0.04%             | 2027-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S 144A 09/26 VAR                          | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1810000 | PA      | $1792736.22   | 0.38%             | 2026-09-11      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S 144A 04/28 VAR                          | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1000000 | PA      | $992224.00    | 0.21%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S 144A 09/26 VAR                          | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    235000 | PA      | $235993.58    | 0.05%             | 2026-09-22      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-3                                             | DELL EQUIPMENT FINANCE TRUST DEFT 2023 3 C 144A         | CUSIP: 24702EAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $319059.06    | 0.07%             | 2029-04-23      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-2                                             | DELL EQUIPMENT FINANCE TRUST DEFT 2023 2 A3 144A        | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72179 | PA      | $72453.80     | 0.02%             | 2029-01-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-1                                             | DELL EQUIPMENT FINANCE TRUST DEFT 2025 1 A3 144A        | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $567972.80    | 0.12%             | 2031-02-24      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                             | DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A3 144A        | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $260864.84    | 0.06%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                             | DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 B 144A         | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105253.31    | 0.02%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                             | DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 C 144A         | CUSIP: 24704EAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1657890.30   | 0.35%             | 2030-08-22      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY 11/26 VAR                              | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1085448.10   | 0.23%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY 07/27 VAR                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1024461.00   | 0.22%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                  | CAPITAL ONE NA SR UNSECURED 07/26 3.45                  | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    481000 | PA      | $473866.77    | 0.10%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CO SR UNSECURED 02/27 4.1         | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    201000 | PA      | $199505.36    | 0.04%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUNICATIONS COMPANY GUAR 06/25 3.95        | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181880.79    | 0.04%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                             | DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A3            | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $334394.29    | 0.07%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                             | DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 B             | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $264383.77    | 0.06%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2021-3                                             | DRIVE AUTO RECEIVABLES TRUST DRIVE 2021 3 D 144A        | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2612422 | PA      | $2564416.59   | 0.54%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                             | DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 B             | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $311120.68    | 0.07%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                    | DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 1 A3            | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $710917.82    | 0.15%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                    | DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 1 B             | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001564.00   | 0.21%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Dryden 45 Senior Loan Fund                                                      | DRYDEN SENIOR LOAN FUND DRSLF 2016 45A BRR 144A         | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    795000 | PA      | $792128.29    | 0.17%             | 2030-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Dryden 77 CLO Ltd                                                               | DRYDEN SENIOR LOAN FUND DRSLF 2020 77A AR 144A          | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998500.57   | 0.63%             | 2034-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                  | ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 INV2 A1 144A   | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    903137 | PA      | $893833.02    | 0.19%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2023-1                                                                     | ELLINGTON FINANCIAL MORTGAGE T EFMT 2023 1 A1 144A      | CUSIP: 26844QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127926 | PA      | $127562.13    | 0.03%             | 2068-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                                  | ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 NQM1 A1B 144A  | CUSIP: 26845DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585609 | PA      | $584876.26    | 0.12%             | 2069-11-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP SR UNSECURED 144A 05/26 3.125                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1015350.78   | 0.21%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EDISON INTERNATIONAL                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3398703.92   | 0.72%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                  | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV2 A1 144A   | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1495000 | PA      | $1494529.22   | 0.32%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/28 2.125      | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $926442.00    | 0.20%             | 2028-07-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FINANCE INTL NV COMPANY GUAR 144A 10/25 7.05       | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $402164.40    | 0.09%             | 2025-10-14      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 06/27 5.5               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519957.50   | 0.32%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC COMPANY GUAR 07/26 4.85                       | CUSIP: 29336UAF4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    342000 | PA      | $342163.48    | 0.07%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2022-3 LLC                                           | ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A       | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159216 | PA      | $159026.38    | 0.03%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-3 LLC                                           | ENTERPRISE FLEET FINANCING LLC EFF 2023 3 A2 144A       | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180467 | PA      | $183107.24    | 0.04%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2021-2 LLC                                           | ENTERPRISE FLEET FINANCING LLC EFF 2021 2 A3 144A       | CUSIP: 29374YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59163 | PA      | $58500.82     | 0.01%             | 2027-05-20      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-2 LLC                                           | ENTERPRISE FLEET FINANCING LLC EFF 2023 2 A2 144A       | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197883 | PA      | $198923.73    | 0.04%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                                           | ENTERPRISE FLEET FINANCING LLC EFF 2024 1 A2 144A       | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378723 | PA      | $380941.45    | 0.08%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                           | ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A       | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140225 | PA      | $140674.50    | 0.03%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-2 LLC                                           | ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A       | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287120 | PA      | $288376.12    | 0.06%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-2 LLC                                           | ENTERPRISE FLEET FINANCING LLC EFF 2025 2 A2 144A       | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $909094.19    | 0.19%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-1 LLC                                           | ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A       | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500337.15    | 0.11%             | 2027-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO LP COMPANY GUAR 04/26 3.375             | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    950000 | PA      | $939103.50    | 0.20%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-2                                      | EXETER AUTOMOBILE RECEIVABLES EART 2024 2A B            | CUSIP: 30166DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241558 | PA      | $242082.99    | 0.05%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-2                                      | EXETER AUTOMOBILE RECEIVABLES EART 2021 1A E 144A       | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1482841.05   | 0.31%             | 2028-02-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-4                                      | EXETER AUTOMOBILE RECEIVABLES EART 2023 4A B            | CUSIP: 30166TAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107659 | PA      | $107861.05    | 0.02%             | 2027-10-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-4                                      | EXETER AUTOMOBILE RECEIVABLES EART 2024 4A B            | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $356889.20    | 0.08%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                             | EXETER AUTOMOBILE RECEIVABLES EART 2025 3A A3           | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | PA      | $505686.85    | 0.11%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                             | EXETER AUTOMOBILE RECEIVABLES EART 2025 3A B            | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $531471.07    | 0.11%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-1                               | EXETER SELECT AUTOMOBILE RECEI ESART 2025 1 A3          | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2405000 | PA      | $2407080.81   | 0.51%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-3                                      | EXETER AUTOMOBILE RECEIVABLES EART 2023 3A B            | CUSIP: 301989AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40556 | PA      | $40607.99     | 0.01%             | 2027-09-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP SR UNSECURED 10/26 3.2                         | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   3319000 | PA      | $3240133.92   | 0.69%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP SR UNSECURED 05/26 5.15                        | CUSIP: 302491AW5<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502884.00    | 0.11%             | 2026-05-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREMF 2015-K51 Mortgage Trust                                                   | FREMF MORTGAGE TRUST FREMF 2015 K51 C 144A              | CUSIP: 30293XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430000 | PA      | $1420114.84   | 0.30%             | 2048-10-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K59 Mortgage Trust                                                   | FREMF MORTGAGE TRUST FREMF 2016 K59 B 144A              | CUSIP: 30295RAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $220536.59    | 0.05%             | 2049-11-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-K733 Mortgage Trust                                                  | FREMF MORTGAGE TRUST FREMF 2018 K733 B 144A             | CUSIP: 30297MAS9<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | CORP              | US        |    785000 | PA      | $780699.14    | 0.17%             | 2025-09-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD6767 FR 10/54 FIXED 6               | CUSIP: 3132DUQU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2168797 | PA      | $2193140.98   | 0.46%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD7265 FR 10/54 FIXED 6.5             | CUSIP: 3132DVCA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1507874 | PA      | $1553507.08   | 0.33%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS9627 FN 09/54 FIXED VAR                     | CUSIP: 3140XRVV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    751749 | PA      | $774916.63    | 0.16%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA5498 FN 10/54 FIXED 6                       | CUSIP: 31418FDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1350142 | PA      | $1363898.26   | 0.29%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL QX4293 FR 01/55 FIXED 6.5             | CUSIP: 31425YXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    809055 | PA      | $833843.31    | 0.18%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SL0666 FR 03/55 FIXED 6               | CUSIP: 31427MW49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1637035 | PA      | $1653905.96   | 0.35%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RJ0713 FR 01/54 FIXED 6.5             | CUSIP: 3142GQYK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1324759 | PA      | $1366588.61   | 0.29%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                             | FIFTH THIRD BANK NA SUBORDINATED 03/26 3.85             | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3766822.20   | 0.80%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout 2024-HB1                                         | FINANCE OF AMERICA HECM BUYOUT FAHB 2024 HB1 A1A 144A   | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    804657 | PA      | $798300.35    | 0.17%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                                                  | FIRSTKEY HOMES 2020 SFR1 TRUST FKH 2020 SFR1 B 144A     | CUSIP: 33767MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $989961.30    | 0.21%             | 2037-08-17      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP SR UNSECURED 07/27 3.9                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1086373.54   | 0.23%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FMC  CORP                                               | CUSIP: 34410WTP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $797192.08    | 0.17%             | 2025-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-A                                             | FORD CREDIT AUTO LEASE TRUST FORDL 2023 A B             | CUSIP: 345287AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30408 | PA      | $30413.90     | 0.01%             | 2026-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2023 1 B 144A      | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100316.80    | 0.02%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2023 1 D 144A      | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100890.83    | 0.02%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 1 B 144A      | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303827.91    | 0.06%             | 2029-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 3 A1 144A     | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $583700.54    | 0.12%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 3 B 144A      | CUSIP: 34528QJM7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $390885.72    | 0.08%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                             | FORD CREDIT AUTO LEASE TRUST FORDL 2023 B B             | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $181613.12    | 0.04%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-REV2                                          | FORD CREDIT AUTO OWNER TRUST/F FORDR 2020 2 C 144A      | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $118473.85    | 0.03%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2021-REV1                                          | FORD CREDIT AUTO OWNER TRUST/F FORDR 2021 1 B 144A      | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $971500.00    | 0.21%             | 2033-10-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1884312.30   | 0.40%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95        | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378099.00    | 0.08%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 5.125       | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    550000 | PA      | $543379.10    | 0.11%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918       | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    435000 | PA      | $435586.82    | 0.09%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                                     | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A      | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    465848 | PA      | $465747.97    | 0.10%             | 2032-07-23      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                    | FORTIVE CORPORATION SR UNSECURED 06/26 3.15             | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443115.90    | 0.09%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL VIII Ltd                                                    | FORTRESS CREDIT BSL LIMITED FCBSL 2019 2A A1AR 144A     | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1525650 | PA      | $1519942.08   | 0.32%             | 2032-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                         | FREDDIE MAC   STACR STACR 2023 HQA3 A1 144A             | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |    105044 | PA      | $106248.60    | 0.02%             | 2043-11-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                                         | FREDDIE MAC   STACR STACR 2022 DNA2 M1A 144A            | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     92203 | PA      | $92231.20     | 0.02%             | 2042-02-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                                         | FREDDIE MAC   STACR STACR 2022 DNA5 M1A 144A            | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    123346 | PA      | $126159.59    | 0.03%             | 2042-06-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                                         | FREDDIE MAC   STACR STACR 2024 HQA1 A1 144A             | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    421660 | PA      | $422714.42    | 0.09%             | 2044-03-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                                         | FREDDIE MAC   STACR STACR 2024 DNA2 A1 144A             | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    273636 | PA      | $274832.74    | 0.06%             | 2044-05-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                                         | FREDDIE MAC   STACR STACR 2024 DNA3 A1 144A             | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    364000 | PA      | $363887.22    | 0.08%             | 2044-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                         | FREDDIE MAC   STACR STACR 2025 DNA1 A1 144A             | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    377812 | PA      | $377207.43    | 0.08%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                                         | FREDDIE MAC   STACR STACR 2025 DNA2 A1 144A             | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1000008.00   | 0.21%             | 2045-05-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT MCMORAN INC COMPANY GUAR 09/27 5               | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43910.94     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT MCMORAN INC COMPANY GUAR 09/29 5.25            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    226000 | PA      | $226264.42    | 0.05%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT MCMORAN INC COMPANY GUAR 08/28 4.375           | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395237.20    | 0.08%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                        | GAIF BOND ISSUER P/L COMPANY GUAR 144A 09/26 3.4        | CUSIP: 361435AA8<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |    975000 | PA      | $957321.30    | 0.20%             | 2026-09-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP SR UNSECURED 03/27 5.4                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252440.25    | 0.05%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GENERAL MOTORS GFORT 2024 3A B 144A                     | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1203702.84   | 0.25%             | 2028-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                                    | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 2 B           | CUSIP: 362548AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80178.46     | 0.02%             | 2027-05-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-1                                    | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A4          | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $752052.75    | 0.16%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-1                                    | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 B           | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1235000 | PA      | $1237539.16   | 0.26%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Gm Financial Automobile Leasing Trust 2025-2                                    | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 2 B           | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $701291.55    | 0.15%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS CO SR UNSECURED 10/25 6.125              | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    313000 | PA      | $313990.33    | 0.07%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS CO SR UNSECURED 04/28 5.35               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317445.03    | 0.07%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINL CO SR UNSECURED 10/25 6.05          | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    585000 | PA      | $587520.77    | 0.12%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINL CO SR UNSECURED 07/27 5             | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2502785.00   | 0.53%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-AFC1 Trust                                                           | HOMES TRUST HOMES 2024 AFC1 A1 144A                     | CUSIP: 403945AC2<br>LEI: 2549009KYOPIDSS2IL61 | Long             | ABS-MBS          | CORP              | US        |   1127711 | PA      | $1120017.59   | 0.24%             | 2059-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC COMPANY GUAR 02/26 5.875                        | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601288.80    | 0.13%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC COMPANY GUAR 06/26 5.25                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    590000 | PA      | $590583.51    | 0.12%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC COMPANY GUAR 03/28 5                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1237363.93   | 0.26%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC COMPANY GUAR 09/26 5.375                        | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753537.00    | 0.16%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | HEALTHPEAK OP LLC COMPANY GUAR 07/26 3.25               | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1476964.50   | 0.31%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR                | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $573166.33    | 0.12%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 05/28 VAR                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $406280.00    | 0.09%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 03/29 VAR                | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1235000 | PA      | $1236312.81   | 0.26%             | 2029-03-03      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                           | HPEFS EQUIPMENT TRUST HPEFS 2022 1A D 144A              | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190600 | PA      | $190332.77    | 0.04%             | 2029-11-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hpefs Equipment Trust 2022-2                                                    | HPEFS EQUIPMENT TRUST HPEFS 2022 2A C 144A              | CUSIP: 40441TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49841 | PA      | $49830.72     | 0.01%             | 2029-09-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Hpefs Equipment Trust 2022-2                                                    | HPEFS EQUIPMENT TRUST HPEFS 2022 2A D 144A              | CUSIP: 40441TAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $399978.20    | 0.08%             | 2030-03-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS EQUIPMENT TRUST HPEFS 2024 2A A2 144A             | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284080 | PA      | $284683.92    | 0.06%             | 2031-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS EQUIPMENT TRUST HPEFS 2024 2A B 144A              | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $332875.92    | 0.07%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | HARLEY DAVIDSON FND CP                                  | CUSIP: 41282JU25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4480393.95   | 0.95%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE RLTY HLDGS LP COMPANY GUAR 08/26 3.5         | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    295000 | PA      | $289684.10    | 0.06%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | HEALTHPEAK OP LLC COMPANY GUAR 02/27 1.35               | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475130.50    | 0.10%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Highmark Inc                                                                    | HIGHMARK INC SR UNSECURED 144A 05/26 1.45               | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    701000 | PA      | $679149.13    | 0.14%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                           | HOLCIM FINANCE US LLC COMPANY GUAR 144A 04/27 4.6       | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2402164.80   | 0.51%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS EQUIPMENT TRUST HPEFS 2023 2A B 144A              | CUSIP: 44328UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $497925.55    | 0.11%             | 2031-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS EQUIPMENT TRUST HPEFS 2023 2A C 144A              | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257000 | PA      | $259462.27    | 0.05%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management 5-2015 Ltd                                           | HPS LOAN MANAGEMENT LTD HLM 5A 2015 A1R3 144A           | CUSIP: 44331DAQ2<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |    602257 | PA      | $601976.51    | 0.13%             | 2030-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | THE HUNTINGTON NATIONAL BANK HACLN 2025 1 B 144A        | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1522743 | PA      | $1518901.35   | 0.32%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | THE HUNTINGTON NATIONAL BANK HACLN 2024 2 B1 144A       | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484244 | PA      | $486979.07    | 0.10%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/27 2.375   | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1884528.00   | 0.40%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/26 1.3     | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $881144.10    | 0.19%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 4.85    | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    605000 | PA      | $604229.23    | 0.13%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-A                                  | HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 A A3 144A     | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $260734.40    | 0.06%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-A                                  | HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 A B 144A      | CUSIP: 448988AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165843.56    | 0.04%             | 2028-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                                  | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 B B 144A      | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $914703.43    | 0.19%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | ICON INVESTMENTS SIX DAC SR SECURED 05/27 5.809         | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    666000 | PA      | $676857.13    | 0.14%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $935845.95    | 0.20%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                         | PRA HEALTH SCIENCES INC SR SECURED 144A 07/26 2.875     | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2182500.00   | 0.46%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV SR UNSECURED 10/28 4.55                    | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1994300.00   | 0.42%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP SR UNSECURED 05/26 2.6                       | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    349000 | PA      | $342437.40    | 0.07%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP SR UNSECURED 05/27 3.15                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972812.00    | 0.21%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP SR UNSECURED 08/27 3.75                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490062.50    | 0.10%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP SR UNSECURED 02/26 4.875                     | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449792.10    | 0.10%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                          | INTL FLAVOR + FRAGRANCES SR UNSECURED 144A 10/25 1.23   | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    705000 | PA      | $696248.13    | 0.15%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | INTERNAL FLV+FGR INC                                    | CUSIP: 4595A2TG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995641.60   | 0.42%             | 2025-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO SPA 144A 11/25 7                        | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    750000 | PA      | $756335.25    | 0.16%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 609M A 144A   | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $447796.80    | 0.09%             | 2033-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NATL LIFE GLOBAL SECURED 144A 07/27 5.55        | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    545000 | PA      | $553455.13    | 0.12%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KKR CLO 49 Ltd                                                                  | KKR FINANCIAL CLO LTD KKR 49A X 144A                    | CUSIP: 481939AP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1020833 | PA      | $1020166.52   | 0.22%             | 2037-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP COMPANY GUAR 10/25 4.375               | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1302182.56   | 0.28%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2023-2                                                | KUBOTA CREDIT OWNER TRUST KCOT 2023 2A A3 144A          | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $529063.19    | 0.11%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2024-2                                                | KUBOTA CREDIT OWNER TRUST KCOT 2024 2A A2 144A          | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85851 | PA      | $86258.48     | 0.02%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2024-2                                                | KUBOTA CREDIT OWNER TRUST KCOT 2024 2A A3 144A          | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $213462.00    | 0.05%             | 2028-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-1                                                | KUBOTA CREDIT OWNER TRUST KCOT 2025 1A A2 144A          | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1752729.65   | 0.37%             | 2027-12-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc                                                              | LG ELECTRONICS INC SR UNSECURED 144A 04/27 5.625        | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    910000 | PA      | $923670.93    | 0.20%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC COMPANY GUAR 05/27 5.7                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1300774.40   | 0.28%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC COMPANY GUAR 04/28 4.9                 | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    780000 | PA      | $781862.64    | 0.17%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BANKING GROUP PLC SUBORDINATED 12/25 4.582       | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $897760.80    | 0.19%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BANKING GROUP PLC SUBORDINATED 03/26 4.65        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3350000 | PA      | $3341913.10   | 0.71%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 07/26 2                   | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $289680.30    | 0.06%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| M&T Equipment 2023-LEAF1 Notes                                                  | M+T EQUIPMENT NOTES MTLRF 2023 1A A2 144A               | CUSIP: 551925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1521 | PA      | $1521.98      | 0.00%             | 2030-07-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| M&T Equipment 2023-LEAF1 Notes                                                  | M+T EQUIPMENT NOTES MTLRF 2023 1A A3 144A               | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $582920.53    | 0.12%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| M&T Equipment 2023-LEAF1 Notes                                                  | M+T EQUIPMENT NOTES MTLRF 2023 1A A4 144A               | CUSIP: 551925AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1413000 | PA      | $1429092.94   | 0.30%             | 2030-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM1 Trust                                                             | MFRA TRUST MFRA 2020 NQM1 A1 144A                       | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367076 | PA      | $353085.79    | 0.07%             | 2065-03-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM3 Trust                                                             | MFRA TRUST MFRA 2020 NQM3 A2 144A                       | CUSIP: 552757AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89698 | PA      | $84636.49     | 0.02%             | 2065-01-26      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM4 Trust                                                             | MFRA TRUST MFRA 2023 NQM4 A1 144A                       | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190418 | PA      | $1194941.71   | 0.25%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM3 Trust                                                             | MFRA TRUST MFRA 2023 NQM3 A1 144A                       | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1039077 | PA      | $1046036.96   | 0.22%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2023-A                                               | MMAF EQUIPMENT FINANCE LLC MMAF 2023 A A2 144A          | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93368 | PA      | $93672.97     | 0.02%             | 2026-11-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/27 4.125                        | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992438.00    | 0.21%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| M&T Equipment 2025-LEAF1 Notes                                                  | M+T EQUIPMENT NOTES MTLRF 2025 1A A2 144A               | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | PA      | $1061500.32   | 0.22%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                 | MVW OWNER TRUST MVWOT 2021 1WA A 144A                   | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22995 | PA      | $21939.74     | 0.00%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                  | MVW 2020 1 LLC MVWOT 2020 1A A 144A                     | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47306 | PA      | $45699.10     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd                                                   | MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A         | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    896613 | PA      | $896594.49    | 0.19%             | 2032-04-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLII Ltd                                                   | MADISON PARK FUNDING LTD ATRM 13A AR 144A               | CUSIP: 55822RAA8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |    427486 | PA      | $427621.41    | 0.09%             | 2030-11-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETROLEUM CORP SR UNSECURED 04/28 3.8          | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1076625.00   | 0.23%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XV Ltd                                                         | MARBLE POINT CLO LTD. MP15 2019 1A A1R2 144A            | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    674436 | PA      | $672012.94    | 0.14%             | 2032-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIV Ltd                                                        | MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A            | CUSIP: 56608KAW3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | KY        |   1183466 | PA      | $1181858.25   | 0.25%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2427650.00   | 0.51%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC COMPANY GUAR 144A 04/26 3.375                | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    536000 | PA      | $526000.38    | 0.11%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/26 4.8        | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1202148.00   | 0.25%             | 2026-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP SUBORDINATED 09/26 6.22            | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $2133913.49   | 0.45%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                    | ORBIA ADVANCE CORP SAB COMPANY GUAR 144A 10/27 4        | CUSIP: 59284BAF5<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   1130000 | PA      | $1124745.50   | 0.24%             | 2027-10-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2020-B                                               | MMAF EQUIPMENT FINANCE LLC MMAF 2020 BA A5 144A         | CUSIP: 60700KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $795968.56    | 0.17%             | 2042-04-14      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | UTAH ACQUISITION SUB COMPANY GUAR 06/26 3.95            | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1236590.72   | 0.26%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875         | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1982400.00   | 0.42%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nassau 2019-II Ltd                                                              | NASSAU LTD NCC 2019 IIA AN 144A                         | CUSIP: 63172WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    299774 | PA      | $299982.48    | 0.06%             | 2032-10-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                            | NATIONAL FUEL GAS CO SR UNSECURED 10/26 5.5             | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2708000 | PA      | $2728978.88   | 0.58%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BLDG SOCIETY 144A 10/27 VAR                  | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1460000 | PA      | $1495536.40   | 0.32%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                | NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A         | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54634 | PA      | $51139.46     | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II                            | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2023 1 A 144A      | CUSIP: 63938PBU2<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $877794.23    | 0.19%             | 2028-08-25      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                               | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 A 144A      | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105784.14    | 0.02%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-A                                | NAVIENT STUDENT LOAN TRUST NAVSL 2019 A A2A 144A        | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     28015 | PA      | $27739.08     | 0.01%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-G                                | NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A         | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46437 | PA      | $42847.24     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-F                                | NAVIENT STUDENT LOAN TRUST NAVSL 2020 FA A 144A         | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39770 | PA      | $36889.73     | 0.01%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-C                                | NAVIENT STUDENT LOAN TRUST NAVSL 2021 CA A 144A         | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44388 | PA      | $39731.14     | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-G                                | NAVIENT STUDENT LOAN TRUST NAVSL 2021 GA A 144A         | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58076 | PA      | $52167.95     | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-D                                                | NELNET STUDENT LOAN TRUST NSLT 2021 DA AFL 144A         | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39993 | PA      | $39211.51     | 0.01%             | 2062-04-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | OVINTIV INC COMPANY GUAR 01/26 5.375                    | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000031.00   | 0.21%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522           | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1445000 | PA      | $1433935.64   | 0.30%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital XIV-B Ltd                                                    | NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A          | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |   3033162 | PA      | $3025625.27   | 0.64%             | 2031-11-13      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 Trust                                                            | AMSR TRUST AMSR 2021 SFR4 A 144A                        | CUSIP: 66982FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1925501.80   | 0.41%             | 2038-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II Ltd                                                             | OZLM FUNDING LTD OZLMF 2012 2A A1A2 144A                | CUSIP: 67108BBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     71037 | PA      | $71065.53     | 0.02%             | 2031-07-30      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| OZLM XV Ltd                                                                     | OZLM LTD OZLM 2016 15A A1RR 144A                        | CUSIP: 67111DBA3<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $419563.80    | 0.09%             | 2033-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| OZLM XXI Ltd                                                                    | OZLM LTD OZLM 2017 21A A1R 144A                         | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |     61785 | PA      | $61793.77     | 0.01%             | 2031-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM1 Trust                                                             | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A          | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133943 | PA      | $118786.66    | 0.03%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM3 Trust                                                             | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A          | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    798876 | PA      | $799129.40    | 0.17%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM COR SR UNSECURED 04/26 3.4         | CUSIP: 674599CH6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    480000 | PA      | $471600.00    | 0.10%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM COR SR UNSECURED 08/26 3.2         | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137200.00    | 0.03%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM COR SR UNSECURED 07/27 8.5         | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1968000 | PA      | $2078700.00   | 0.44%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-1                                                 | OCTANE RECEIVABLES TRUST OCTL 2023 1A A 144A            | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140916 | PA      | $141242.42    | 0.03%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-1                                                 | OCTANE RECEIVABLES TRUST OCTL 2023 1A B 144A            | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201138.64    | 0.04%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                                 | OCTANE RECEIVABLES TRUST OCTL 2023 3A A2 144A           | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359536 | PA      | $362012.42    | 0.08%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                                 | OCTANE RECEIVABLES TRUST OCTL 2023 3A B 144A            | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $268974.26    | 0.06%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                                 | OCTANE RECEIVABLES TRUST OCTL 2023 3A C 144A            | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509743.60    | 0.11%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                                 | OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A           | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $550422.35    | 0.12%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-2                                                 | OCTANE RECEIVABLES TRUST OCTL 2023 2A A2 144A           | CUSIP: 67571QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32628 | PA      | $32704.30     | 0.01%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-2                                                 | OCTANE RECEIVABLES TRUST OCTL 2022 2A A 144A            | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5394 | PA      | $5395.08      | 0.00%             | 2028-02-22      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                                             | OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR4 144A  | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-O            | CORP              | KY        |   1674148 | PA      | $1671676.33   | 0.35%             | 2031-02-14      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 39 Ltd                                              | OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A    | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    222317 | PA      | $222403.68    | 0.05%             | 2030-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                    | ONE PARK MORTGAGE TRUST ONP 2021 PARK A 144A            | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $112843.75    | 0.02%             | 2036-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC COMPANY GUAR 07/27 4                          | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483539.00   | 0.31%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC COMPANY GUAR 11/26 5.55                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1234693.52   | 0.26%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OVINTIV INC                                             | CUSIP: 69047JTL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $697973.78    | 0.15%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING SR UNSECURED 06/27 5.5                    | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202906.40    | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL SERVICES SR UNSECURED 06/26 VAR           | CUSIP: 693475BQ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240013.44    | 0.05%             | 2026-06-12      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                            | PT PERTAMINA (PERSERO) SR UNSECURED REGS 02/26 1.4      | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    530000 | PA      | $516809.36    | 0.11%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                                           | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A     | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1452015.07   | 0.31%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3           | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $963840.87    | 0.20%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15          | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    805000 | PA      | $795879.35    | 0.17%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7    | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $552605.88    | 0.12%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/27 5.35   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60496.20     | 0.01%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                                          | POST ROAD EQUIPMENT FINANCE PREF 2024 1A A2 144A        | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69825 | PA      | $70143.66     | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2025-1 LLC                                          | POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A        | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1254023.75   | 0.27%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR4                                                  | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR4 D 144A        | CUSIP: 74333EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $610709.81    | 0.13%             | 2038-05-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                                            | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR8 A 144A        | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438078 | PA      | $424151.03    | 0.09%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                                            | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR8 C 144A        | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $269299.80    | 0.06%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                                  | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR3 A 144A        | CUSIP: 74333VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635170 | PA      | $621757.01    | 0.13%             | 2026-05-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                                  | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR3 D 144A        | CUSIP: 74333VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $645990.64    | 0.14%             | 2026-05-17      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | QUANTA SVCS INC DISC COML PAPE 06/25 ZCP                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997194.10   | 0.63%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD CORP COMPANY GUAR 02/26 6.05              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2933000 | PA      | $2943183.38   | 0.62%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD CORP COMPANY GUAR 04/28 6.05              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614755.80    | 0.13%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund \u2013 Collateral | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   1097145 | NS      | $1097145.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American Inc                                                           | REYNOLDS AMERICAN INC COMPANY GUAR 06/25 4.45           | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749854.50    | 0.16%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS IN COMPANY GUAR 12/25 3.625       | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $496780.50    | 0.11%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS IN COMPANY GUAR 02/29 5           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $579797.23    | 0.12%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romark CLO II Ltd                                                               | ROMARK CLO LTD RMRK 2018 2A A1R 144A                    | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    480021 | PA      | $480216.67    | 0.10%             | 2031-07-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                 | ROSS STORES INC SR UNSECURED 04/26 0.875                | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485027.50    | 0.10%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1600000 | PA      | $1600000.00   | 0.34%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/26 5.5     | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    750000 | PA      | $750000.00    | 0.16%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/25 1.2               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1740000 | PA      | $1721227.14   | 0.36%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                                    | SBNA AUTO LEASE TRUST SBALT 2024 C A3 144A              | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $364675.59    | 0.08%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                                    | SBNA AUTO LEASE TRUST SBALT 2024 C A4 144A              | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $189095.35    | 0.04%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 07/50 1.884           | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $264834.07    | 0.06%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 05/51 1.631           | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $617803.63    | 0.13%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 04/27 1.84            | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1258988.44   | 0.27%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-A                                                    | SBNA AUTO LEASE TRUST SBALT 2024 A A4 144A              | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $221387.69    | 0.05%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A    | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $255845.63    | 0.05%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust 2016-1 LLC                                                  | SCF EQUIPMENT TRUST LLC SCFET 2025 1A A2 144A           | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955000 | PA      | $956083.07    | 0.20%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2025-A                                                    | SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A              | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2005528.60   | 0.42%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                              | SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A3 144A         | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233896 | PA      | $234562.75    | 0.05%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                                    | SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A              | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $231921.31    | 0.05%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                                    | SBNA AUTO LEASE TRUST SBALT 2024 B A4 144A              | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $228220.07    | 0.05%             | 2028-12-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION SR SECURED 06/26 5.875         | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    935000 | PA      | $940905.46    | 0.20%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD SR UNSECURED 01/26 3.8                  | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1030000 | PA      | $1021050.33   | 0.22%             | 2026-01-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                           | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B A2 144A     | CUSIP: 80280BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615599 | PA      | $617372.04    | 0.13%             | 2033-01-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                           | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A      | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249466.25    | 0.05%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR         | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $480666.50    | 0.10%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244         | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245014.00    | 0.05%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA SR UNSECURED 09/26 VAR           | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002915.00   | 0.21%             | 2026-09-09      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-3                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 3 C           | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1775000 | PA      | $1771775.18   | 0.37%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 3 A3          | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227220 | PA      | $227492.16    | 0.05%             | 2027-10-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 B           | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287000 | PA      | $292137.47    | 0.06%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 2 B           | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013405.10   | 0.21%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 1 B           | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35418 | PA      | $35424.70     | 0.01%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 B           | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $788131.99    | 0.17%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 1 B           | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2211405.24   | 0.47%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-A                           | SANTANDER BANK AUTO CREDIT LIN SBCLN 2023 A B 144A      | CUSIP: 80290CBU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81392 | PA      | $81644.96     | 0.02%             | 2033-06-15      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SANTANDER BANK AUTO CREDIT LIN SBCLN 2023 B B 144A      | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172860 | PA      | $173685.39    | 0.04%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-6                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 B           | CUSIP: 802918AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12742 | PA      | $12742.24     | 0.00%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A2          | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286838 | PA      | $286823.24    | 0.06%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3          | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $459707.67    | 0.10%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A3          | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143054 | PA      | $143476.31    | 0.03%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125  | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1350000 | PA      | $1366864.20   | 0.29%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                   | SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 10/25 3.25    | CUSIP: 806213AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $994159.00    | 0.21%             | 2025-10-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust 2024-DSNY                                         | SDR COMMERCIAL MORTGAGE TRUST SDR 2024 DSNY A 144A      | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $441801.56    | 0.09%             | 2039-05-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A      | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    414489 | PA      | $416337.41    | 0.09%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA SR UNSECURED 06/27 3.25                          | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972110.00    | 0.21%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                                    | 7 ELEVEN INC SR UNSECURED 144A 02/26 0.95               | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1120606.00   | 0.24%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-1                                | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A3 144A    | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1763050.80   | 0.37%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2020-2 Receivables Funding LLC                                 | SIERRA RECEIVABLES FUNDING CO SRFC 2020 2A A 144A       | CUSIP: 826525AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192885 | PA      | $191588.13    | 0.04%             | 2037-07-20      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                                 | SIERRA RECEIVABLES FUNDING CO SRFC 2021 1A C 144A       | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431127 | PA      | $421877.37    | 0.09%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | SOUTH BOW USA INFRA HLDS COMPANY GUAR 144A 09/27 4.911  | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1866680.37   | 0.39%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SUBORDINATED 144A 08/26 4.25           | CUSIP: 83368JKF6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    660000 | PA      | $653658.06    | 0.14%             | 2026-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE 144A 01/28 VAR                         | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1625000 | PA      | $1636446.50   | 0.35%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE COMPANY GUAR 144A 04/29 VAR            | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1010000.00   | 0.21%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE 144A 05/29 VAR                         | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    435000 | PA      | $437030.15    | 0.09%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | SOLVENTUM CORP COMPANY GUAR 02/27 5.45                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3375830.41   | 0.71%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL EDISON 1ST MORTGAGE 06/26 4.9              | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549751.40    | 0.12%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTERN ELEC POWER SR UNSECURED 10/26 2.75         | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292431.90    | 0.06%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                      | SPECTRA ENERGY PARTNERS COMPANY GUAR 10/26 3.375        | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    735000 | PA      | $721939.79    | 0.15%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT LLC COMPANY GUAR 03/26 7.625                     | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1094493.75   | 0.23%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC SUBORDINATED 144A 02/27 4.3      | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $494497.00    | 0.10%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR      | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201557.60    | 0.04%             | 2027-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR      | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1926334.00   | 0.41%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC SR UNSECURED 144A 05/28 VAR      | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203039.40    | 0.04%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC SR UNSECURED 144A 01/29 VAR      | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $634735.00    | 0.13%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                       | STELLANTIS FIN US INC COMPANY GUAR 144A 03/28 5.35      | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1203493.20   | 0.25%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                   | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A    | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $710204.48    | 0.15%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 07/26 3.9               | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    470000 | PA      | $465922.75    | 0.10%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd                                                            | SYMPHONY CLO LTD SYMP 2015 16A ARR 144A                 | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    495159 | PA      | $496185.48    | 0.10%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd                                                          | SYMPHONY CLO LTD SYMP 2020 23A AR2 144A                 | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   1948535 | PA      | $1944240.82   | 0.41%             | 2034-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T MOBILE USA INC COMPANY GUAR 02/28 4.75                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    975000 | PA      | $972562.50    | 0.21%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| TIAA CLO I Ltd                                                                  | TEACHERS INSURANCE AND ANNUITY TIA 2016 1A ARR 144A     | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-O            | CORP              | KY        |    341959 | PA      | $342143.86    | 0.07%             | 2031-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS COMPANY GUAR 01/28 5           | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998333.00    | 0.21%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES CORP COMPANY GUAR 07/27 5.2             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1417819.57   | 0.30%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | TARGA RES CORP 06/25 ZCP                                | CUSIP: 87613ET62<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998094.40   | 0.42%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | TARGA RES CORP 06/25 ZCP                                | CUSIP: 87613ETL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495685.85   | 0.32%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2019-HY3                                              | TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 M1 144A         | CUSIP: 89177XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1020286.70   | 0.22%             | 2059-10-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo IX Ltd                                                             | TRINITAS CLO LTD TRNTS 2018 9A ARRR 144A                | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    205272 | PA      | $205349.35    | 0.04%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo IX Ltd                                                             | TRINITAS CLO LTD TRNTS 2018 9A BRRR 144A                | CUSIP: 89641JAY2<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    475000 | PA      | $474159.23    | 0.10%             | 2032-01-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                               | TX TRUST 24 HOU TX 2024 HOU A 144A                      | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $298125.00    | 0.06%             | 2039-06-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                              | UBS AG STAMFORD CT SR UNSECURED 01/28 VAR               | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1507614.00   | 0.32%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                        | US BANK NA CINCINNATI SR UNSECURED 05/28 VAR            | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2250630.00   | 0.48%             | 2028-05-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                      | U.S. BANK NATIONAL ASSOCIATION USCLN 2023 1 B 144A      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    577330 | PA      | $584189.61    | 0.12%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA 144A 09/26 VAR                            | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1375000 | PA      | $1364698.50   | 0.29%             | 2026-09-22      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | TREASURY BILL 06/25 0.00000                             | CUSIP: 912797NW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2930000 | PA      | $2921747.16   | 0.62%             | 2025-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | TREASURY BILL 06/25 0.00000                             | CUSIP: 912797PR2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2920000 | PA      | $2917264.92   | 0.62%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 11/25 4.875                             | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $170391.80    | 0.04%             | 2025-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 07/26 4.375                             | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $526497.07    | 0.11%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 12/26 4.25                              | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1625000 | PA      | $1631220.70   | 0.35%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 01/27 4.125                             | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1640000 | PA      | $1643907.81   | 0.35%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 02/27 4.125                             | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1880000 | PA      | $1885360.93   | 0.40%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC SR UNSECURED 05/27 3.7           | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    866000 | PA      | $852805.62    | 0.18%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC SR UNSECURED 02/28 5.25          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    443000 | PA      | $450982.42    | 0.10%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC SR UNSECURED 04/27 4.6           | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500412.50    | 0.11%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                      | UNUM GROUP SR UNSECURED 11/25 3.875                     | CUSIP: 91529YAL0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1090599.01   | 0.23%             | 2025-11-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY CORP SR UNSECURED 06/28 4.35              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1399223.94   | 0.30%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2023-1 LLC                                                  | VERDANT RECEIVABLES LLC VERD 2023 1A A2 144A            | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366377 | PA      | $371909.36    | 0.08%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2024-1 LLC                                                  | VERDANT RECEIVABLES LLC VERD 2024 1A A2 144A            | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87122 | PA      | $88326.24     | 0.02%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2025-1 LLC                                                  | VERDANT RECEIVABLES LLC VERD 2025 1A A2 144A            | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1810000 | PA      | $1811775.43   | 0.38%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV3                                            | VERUS SECURITIZATION TRUST VERUS 2019 INV3 A1 144A      | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38676 | PA      | $38243.06     | 0.01%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R3                                              | VERUS SECURITIZATION TRUST VERUS 2021 R3 A1 144A        | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50564 | PA      | $47825.93     | 0.01%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                               | VERUS SECURITIZATION TRUST VERUS 2021 2 A1 144A         | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72583 | PA      | $63986.87     | 0.01%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-4                                               | VERUS SECURITIZATION TRUST VERUS 2021 4 A1 144A         | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84475 | PA      | $69563.77     | 0.01%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV1                                            | VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A      | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1382596 | PA      | $1381553.26   | 0.29%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-3                                               | VERUS SECURITIZATION TRUST VERUS 2023 3 A1 144A         | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865411 | PA      | $865424.92    | 0.18%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV3                                            | VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A      | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |    612061 | PA      | $619800.88    | 0.13%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-8                                               | VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A         | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    161237 | PA      | $162356.47    | 0.03%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-1                                               | VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A         | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    520737 | PA      | $521291.05    | 0.11%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-INV1                                            | VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A      | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |    388939 | PA      | $391370.53    | 0.08%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                                         | VISTA POINT SECURITIZATION TRU VSTA 2020 2 A1 144A      | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44932 | PA      | $43038.50     | 0.01%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/25 4.625  | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229543.91    | 0.05%             | 2025-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/26 6      | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399964.36    | 0.08%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/26 4.9    | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374310.00    | 0.08%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/27 4.85   | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273651.95    | 0.06%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95   | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999540.00   | 0.42%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                              | VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A3             | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $317597.21    | 0.07%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                              | VOYA FINANCIAL INC COMPANY GUAR 06/26 3.65              | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    900000 | PA      | $888322.50    | 0.19%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2018-3 Ltd                                                             | VOYA CLO LTD VOYA 2018 3A A1R2 144A                     | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |    384789 | PA      | $384938.07    | 0.08%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | WPP CP LLC                                              | CUSIP: 92939ATL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3490549.65   | 0.74%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC25                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 LC25 A4        | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $637432.12    | 0.13%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR            | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437659.59    | 0.09%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERAT SR UNSECURED 06/25 3.95        | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499915.00    | 0.11%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                            | WESTERN UNION CO/THE SR UNSECURED 03/26 1.35            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $2070848.54   | 0.44%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                | WHEELS FLEET LEASE FUNDING LLC WFLF 2024 1A A1 144A     | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    356217 | PA      | $359358.52    | 0.08%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                                            | WIND RIVER CLO LTD WINDR 2019 3A AR2 144A               | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    381887 | PA      | $380989.36    | 0.08%             | 2031-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2015-1 CLO Ltd                                            | WIND RIVER CLO LTD WINDR 2015 1A A1R3 144A              | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |     77140 | PA      | $77113.12     | 0.02%             | 2030-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2018-2 Clo Ltd                                            | WIND RIVER CLO LTD WINDR 2018 2A A1R 144A               | CUSIP: 97317EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     63662 | PA      | $63638.02     | 0.01%             | 2030-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2021-A                                             | WORLD OMNI SELECT AUTO TRUST WOSAT 2021 A C             | CUSIP: 98163HAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865486 | PA      | $856923.03    | 0.18%             | 2027-11-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC SR UNSECURED 03/28 4.75                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003605.00   | 0.21%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund                   | CUSIP: 000000000<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |      1582 | NS      | $1582.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiata SPV2 Bhd                                                                 | AXIATA SPV2 BHD SR UNSECURED REGS 03/26 4.357           | CUSIP: 000000000<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |   1200000 | PA      | $1196811.60   | 0.25%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Emaar Sukuk Ltd                                                                 | EMAAR SUKUK LTD SR UNSECURED REGS 09/26 3.635           | CUSIP: 000000000<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | CORP              | KY        |   1295000 | PA      | $1273373.50   | 0.27%             | 2026-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Hikma Finance USA LLC                                                           | HIKMA FINANCE USA LLC COMPANY GUAR REGS 07/25 3.25      | CUSIP: 000000000<br>LEI: 213800BU7YH2WTM1QL87 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598236.00    | 0.13%             | 2025-07-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Caltex Corp                                                                  | GS CALTEX CORP SR UNSECURED REGS 07/25 1.625            | CUSIP: 000000000<br>LEI: 988400KLBPXB4WMBUX18 | Long             | DBT              | CORP              | KR        |    650000 | PA      | $647047.48    | 0.14%             | 2025-07-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                          | EMIRATES NBD BANK PJSC SR UNSECURED REGS 01/26 1.638    | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    450000 | PA      | $441658.46    | 0.09%             | 2026-01-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                                 | QNB FINANCE LTD COMPANY GUAR REGS 01/26 1.375           | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |   1160000 | PA      | $1131498.80   | 0.24%             | 2026-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MEGlobal BV                                                                     | MEGLOBAL BV COMPANY GUAR REGS 04/28 2.625               | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    322000 | PA      | $301477.01    | 0.06%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TML Holdings Pte Ltd                                                            | TML HOLDINGS PTE LTD SR UNSECURED REGS 06/26 4.35       | CUSIP: 000000000<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |   1220000 | PA      | $1206642.00   | 0.26%             | 2026-06-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA GLOBAL SUKUK LTD SR UNSECURED REGS 06/26 1.602       | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    860000 | PA      | $833302.16    | 0.18%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                                       | FIRST ABU DHABI BANK PJS SR UNSECURED REGS 10/27 5.125  | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    830000 | PA      | $842675.77    | 0.18%             | 2027-10-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd/Gandhinagar                                                       | HDFC BANK/GANDHINAGAR SR UNSECURED REGS 03/26 5.686     | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    785000 | PA      | $789872.15    | 0.17%             | 2026-03-02      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                                     | BANK MANDIRI PT SR UNSECURED REGS 04/26 5.5             | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |   1360000 | PA      | $1368477.55   | 0.29%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KT&G Corp                                                                       | KOREA TOBACCO + GINSENG SR UNSECURED REGS 05/28 5       | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    800000 | PA      | $807827.77    | 0.17%             | 2028-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                                    | JAPAN TREASURY DISC BILL BILLS 08/25 0.00000            | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 949800000 | PA      | $6596250.27   | 1.40%             | 2025-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 3 MONTH SOFR FUT  SEP25 XCME 20251216                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -106 | NC      | $43857.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | 3 MONTH SOFR FUT  DEC26 XCME 20270316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -41 | NC      | $-4409.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) SEP25 XCBT 20250930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -104 | NC      | $-40772.68    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)SEP25 XCBT 20250919                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -6 | NC      | $-3758.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) SEP25 XCBT 20250919                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -9 | NC      | $-13161.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 10YR ULTRA FUT SEP25 XCBT 20250919                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -5 | NC      | $-4108.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) SEP25 XCBT 20250930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -227 | NC      | $-49978.59    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hongkong Land Finance Cayman Islands Co Ltd/The                                 | HONGKONG LAND FINANCE COMPANY GUAR REGS 10/25 4.5       | CUSIP: 000000000<br>LEI: 254900OHTMO343QAXN81 | Long             | DBT              | CORP              | KY        |    360000 | PA      | $359589.60    | 0.08%             | 2025-10-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co PJSC                                               | ABU DHABI NATIONAL ENERG SR UNSECURED REGS 06/26 4.375  | CUSIP: 000000000<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    660000 | PA      | $658417.98    | 0.14%             | 2026-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                     | TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/26 4        | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $1179000.00   | 0.25%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED USD/ SOLD JPY                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |         1 | NC      | $58627.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUATE Petrochemical Co KSC                                                     | EQUATE PETROCHEMICAL CO COMPANY GUAR REGS 11/26 4.25    | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |    520000 | PA      | $514254.00    | 0.11%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC SR UNSECURED REGS 08/27 3.625               | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1310000 | PA      | $1278578.34   | 0.27%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABJA Investment Co Pte Ltd                                                      | ABJA INVESTMENT CO SR UNSECURED REGS 01/28 5.45         | CUSIP: 000000000<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |   1100000 | PA      | $1109438.00   | 0.23%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                                                     | LG CHEM LTD SR UNSECURED REGS 07/25 4.375               | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    280000 | PA      | $279791.96    | 0.06%             | 2025-07-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd                                                          | LGENERGYSOLUTION SR UNSECURED REGS 07/27 5.375          | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   1400000 | PA      | $1407186.20   | 0.30%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                           | FREEPORT INDONESIA PT SR UNSECURED REGS 04/27 4.763     | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    960000 | PA      | $958421.76    | 0.20%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                           | POSCO SR UNSECURED REGS 08/25 4.375                     | CUSIP: 000000000<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $399536.40    | 0.08%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-03

**Name of Applicant:** T. Rowe Price Exchange-Traded Funds, Inc.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President