# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0000731890-23-000017
**Filing Date:** 2023-1
**Character Count:** 190735
**Document Hash:** 67e809b5bc0d052cbdc0d8ed53d40a8c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000731890-23-000017.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0000731890-23-000017

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Short-Term Bond Fund, Inc.
- **CENTRAL INDEX KEY:** 0000731890
- **IRS NUMBER:** 521332477
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03894
- **FILM NUMBER:** 23561228

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

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

## Series and Classes Contracts Data

### T. Rowe Price Ultra Short-Term Bond Fund (Series ID: S000039055)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000119983 | T. Rowe Price Ultra Short-Term Bond Fund         | TRBUX           |
| C000193195 | T. Rowe Price Ultra Short-Term Bond Fund-I Class | TRSTX           |
| C000225825 | T. Rowe Price Ultra Short-Term Bond Fund-Z Class | TRZWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

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

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

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

- **b. EDGAR series identifier (if any):** S000039055

- **c. LEI of Series:** 549300KJPJ2IQ3OSSV02

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $2929098097.09

**Total Liabilities:** $34101062.60

**Net Assets:** $2894997034.49

**Cash Not Reported:** $206485.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -23219.690371 | **1-Year:** -154270.387573 | **5-Year:** -96616.113361 | **10-Year:** -2232.034334 | **30-Year:** 0.000000

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

- **3-Month:** -497.755094 | **1-Year:** -5775.244809 | **5-Year:** -706.952436 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119983 | -0.41%               | -0.21%               | 0.44%                |
| Class ID C000193195 | -0.20%               | -0.20%               | 0.45%                |
| Class ID C000225825 | -0.18%               | -0.39%               | 0.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10463839.01            | $-15087471.69                              |
| Month 2  | $-5180807.29             | $-12707384.14                              |
| Month 3  | $-9148316.49             | $22878566.51                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hero Asia Investment Ltd                                                        | HERO ASIA INVESTMENT LTD                                                        | CUSIP: BM3619186<br>LEI: 549300YWBWWXOPOSH694 | Long             | DBT              | CORP              | HK        |   12800000 | PA      | $12335744.00  | 0.43%             | 2023-11-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Eastern Creation II Investment Holdings Ltd                                     | EASTERN CREATION II INVESTMENT HOLDINGS LTD                                     | CUSIP: ZO2843217<br>LEI: 549300POZZMBXFYP2H73 | Long             | DBT              | CORP              | VG        |    7970000 | PA      | $7715278.80   | 0.27%             | 2023-09-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -23 | NC      | $-38485.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -497 | NC      | $-447225.45   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -70 | NC      | $-38927.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -539 | NC      | $-299742.33   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | JPY/USD FWD 20230206 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-501308.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | ICE_DEVON ENERGY CORP CDS 06/20/2024                                            | CUSIP: 000000000<br>LEI: 54930042348RKR3ZPN35 | N/A              | DCR              | CORP              | US        |          1 | NC      | $57077.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | ICE_DEVON ENERGY CORP CDS 06/20/2023                                            | CUSIP: 000000000<br>LEI: 54930042348RKR3ZPN35 | N/A              | DCR              | CORP              | US        |          1 | NC      | $44777.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | ICE_HESS CORP CDS 06/20/2024                                                    | CUSIP: 000000000<br>LEI: UASVRYNXNK17ULIGK870 | N/A              | DCR              | CORP              | US        |          1 | NC      | $72375.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                     | ICE_LENNAR CORP CDS 06/20/2023                                                  | CUSIP: 000000000<br>LEI: 529900G61XVRLX5TJX09 | N/A              | DCR              | CORP              | US        |          1 | NC      | $348894.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | ICE_T-MOBILE USA INC CDS 06/20/2023                                             | CUSIP: 000000000<br>LEI: 549300V2JRLO5DIFGE82 | N/A              | DCR              | CORP              | US        |          1 | NC      | $342935.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | PIONEER NATL RESOURCES CDS 12/20/2022                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $48382.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | ICE_VERIZON COMMUNICATIONS CDS 12/20/2023                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | N/A              | DCR              | CORP              | US        |          1 | NC      | $114151.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | ICE_CITIGROUP INC CDS 12/20/2023                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              | CORP              | US        |          1 | NC      | $146646.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | ICE_BANK OF AMERICA CORP CDS 12/20/2023                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $153888.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | ICE_AT&T INC CDS 12/20/2023                                                     | CUSIP: 000000000<br>LEI: 4PD8YHHBETYIBWD91168 | N/A              | DCR              | CORP              | US        |          1 | NC      | $88746.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                        | AT&T INC CDS 12/20/2022                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $21931.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -1024 | NC      | $-673454.08   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Treasury Discount Bill                                                    | JAPAN TREASURY DISCOUNT BILL                                                    | CUSIP: BZ8664840<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1057200000 | PA      | $7657637.45   | 0.26%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                                    | JAPAN TREASURY DISCOUNT BILL                                                    | CUSIP: ZN0310435<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1045950000 | PA      | $7576271.30   | 0.26%             | 2023-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                           | POSCO                                                                           | CUSIP: ZP4527484<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    4000000 | PA      | $3985224.96   | 0.14%             | 2023-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HPHT Finance 19 Ltd                                                             | HPHT FINANCE 19 LTD                                                             | CUSIP: ZQ3747594<br>LEI: 254900U58MWSWY66P584 | Long             | DBT              | CORP              | KY        |    5190000 | PA      | $4949339.70   | 0.17%             | 2024-11-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Indian Railway Finance Corp Ltd                                                 | INDIAN RAILWAY FINANCE CORP LTD                                                 | CUSIP: AX8583459<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    8000000 | PA      | $7818880.00   | 0.27%             | 2024-03-29      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd                                          | STATE GRID OVERSEAS INVESTMENT BVI LTD                                          | CUSIP: AS3617188<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    4714000 | PA      | $4696188.67   | 0.16%             | 2023-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                           | POSCO                                                                           | CUSIP: AT7422518<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    5225000 | PA      | $5181589.34   | 0.18%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hana Bank                                                                       | HANA BANK                                                                       | CUSIP: EJ8899977<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |   12500000 | PA      | $12375575.00  | 0.43%             | 2023-10-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                                                 | BDO UNIBANK INC                                                                 | CUSIP: AO9339976<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | DBT              | CORP              | PH        |   11650000 | PA      | $11556974.75  | 0.40%             | 2023-03-06      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                     | ING BANK NV                                                                     | CUSIP: EJ8410783<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |    3307000 | PA      | $3293189.97   | 0.11%             | 2023-09-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| State Bank of India/London                                                      | STATE BANK OF INDIA/LONDON                                                      | CUSIP: AU5885655<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |   13300000 | PA      | $13193613.30  | 0.46%             | 2023-09-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABJA Investment Co Pte Ltd                                                      | ABJA INVESTMENT CO PTE LTD                                                      | CUSIP: AQ7824529<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |   11300000 | PA      | $11203950.00  | 0.39%             | 2023-07-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co 2                                             | SAUDI ELECTRICITY GLOBAL SUKUK CO 2                                             | CUSIP: EJ5972611<br>LEI: 549300NU3VI6NLNU1575 | Long             | DBT              | NUSS              | KY        |    6000000 | PA      | $5965776.00   | 0.21%             | 2023-04-08      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                               | OOREDOO INTERNATIONAL FINANCE LTD                                               | CUSIP: EJ4737361<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    9500000 | PA      | $9467101.50   | 0.33%             | 2023-02-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PCCW-HKT Capital No 5 Ltd                                                       | PCCW-HKT CAPITAL NO 5 LTD                                                       | CUSIP: EJ5802917<br>LEI: 2549001SOZAHYTEJ2837 | Long             | DBT              | CORP              | VG        |    6931000 | PA      | $6904939.44   | 0.24%             | 2023-03-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                             | JPY/USD FWD 20230213 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-107643.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2020-B                         | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2020-B                         | CUSIP: 98163GAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7250000 | PA      | $7055605.03   | 0.24%             | 2026-02-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2020-A                                             | WORLD OMNI SELECT AUTO TRUST 2020-A                                             | CUSIP: 98163DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5585000 | PA      | $5379400.51   | 0.19%             | 2026-06-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                            | WESTERN UNION CO/THE                                                            | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    2408000 | PA      | $2285589.32   | 0.08%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                            | WESTERN UNION CO/THE                                                            | CUSIP: 959802AX7<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3028149.80   | 0.10%             | 2023-06-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9812662.20   | 0.34%             | 2026-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                                                | WPP FINANCE 2010                                                                | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |   18350000 | PA      | $17720558.30  | 0.61%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   24655000 | PA      | $23545525.00  | 0.81%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                                         | VISTA POINT SECURITIZATION TRUST 2020-2                                         | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2968131 | PA      | $2592933.17   | 0.09%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | VIATRIS INC                                                                     | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    4360000 | PA      | $3944893.12   | 0.14%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-4                                               | VERUS SECURITIZATION TRUST 2020-4                                               | CUSIP: 92538LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1087592 | PA      | $970762.82    | 0.03%             | 2065-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | VERUS SECURITIZATION TRUST 2021-5                                               | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14033460 | PA      | $11197279.29  | 0.39%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                               | VERUS SECURITIZATION TRUST 2021-2                                               | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5316869 | PA      | $4391159.06   | 0.15%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R3                                              | VERUS SECURITIZATION TRUST 2021-R3                                              | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9264221 | PA      | $7988220.07   | 0.28%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-5                                               | VERUS SECURITIZATION TRUST 2020-5                                               | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3148407 | PA      | $2860243.26   | 0.10%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                              | VERUS SECURITIZATION TRUST 2021-R1                                              | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2445254 | PA      | $2125275.92   | 0.07%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-2                                               | VERUS SECURITIZATION TRUST 2020-2                                               | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     746162 | PA      | $714501.81    | 0.02%             | 2060-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-INV1                                            | VERUS SECURITIZATION TRUST 2020-INV1                                            | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     814037 | PA      | $776493.90    | 0.03%             | 2060-03-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                               | VERUS SECURITIZATION TRUST 2021-1                                               | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6444791 | PA      | $5222699.23   | 0.18%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV3                                            | VERUS SECURITIZATION TRUST 2019-INV3                                            | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1074922 | PA      | $1008655.19   | 0.03%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-4                                               | VERUS SECURITIZATION TRUST 2019-4                                               | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1236674 | PA      | $1172052.01   | 0.04%             | 2059-11-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV2                                            | VERUS SECURITIZATION TRUST 2019-INV2                                            | CUSIP: 92537HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     597024 | PA      | $574823.04    | 0.02%             | 2059-07-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-1                                               | VERUS SECURITIZATION TRUST 2020-1                                               | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     746577 | PA      | $701110.12    | 0.02%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912796X79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21000000 | PA      | $20973703.38  | 0.72%             | 2022-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912796X61<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $49964903.00  | 1.73%             | 2022-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21000000 | PA      | $20867046.69  | 0.72%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UWM Mortgage Trust 2021-INV2                                                    | UWM MORTGAGE TRUST 2021-INV2                                                    | CUSIP: 90354TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4800374 | PA      | $4071499.25   | 0.14%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                   | UBS AG/LONDON                                                                   | CUSIP: 902674YC8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   10000000 | PA      | $9928140.00   | 0.34%             | 2024-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL CORP                                                           | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19515160.00  | 0.67%             | 2025-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 Trust                                                             | TRK 2021-INV1 TRUST                                                             | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7360654 | PA      | $5976449.25   | 0.21%             | 2056-07-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd                                              | TRITON CONTAINER INTERNATIONAL LTD                                              | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    9230000 | PA      | $8893538.90   | 0.31%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Trinity Acquisition PLC                                                         | TRINITY ACQUISITION PLC                                                         | CUSIP: 89641UAA9<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    2202000 | PA      | $1981800.00   | 0.07%             | 2023-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-2                                                | TOWD POINT MORTGAGE TRUST 2018-2                                                | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     566741 | PA      | $540545.58    | 0.02%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-6                                                | TOWD POINT MORTGAGE TRUST 2017-6                                                | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     358649 | PA      | $340901.78    | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-4                                                | TOWD POINT MORTGAGE TRUST 2017-4                                                | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     168083 | PA      | $158840.42    | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-1                                                | TOWD POINT MORTGAGE TRUST 2017-1                                                | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26881 | PA      | $26372.94     | 0.00%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-5                                                | TOWD POINT MORTGAGE TRUST 2017-5                                                | CUSIP: 89169EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150843 | PA      | $148400.85    | 0.01%             | 2057-02-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-3                                                | TOWD POINT MORTGAGE TRUST 2017-3                                                | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76366 | PA      | $74199.64     | 0.00%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO-DOMINION BANK/THE                                                       | CUSIP: 89114TZF2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $9811720.00   | 0.34%             | 2024-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO-DOMINION BANK/THE                                                       | CUSIP: 89114TZC9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $9962810.00   | 0.34%             | 2023-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Finance Authority                                            | TOBACCO SETTLEMENT FINANCE AUTHORITY                                            | CUSIP: 88880LAE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5415000 | PA      | $5294614.26   | 0.18%             | 2023-06-01      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Iowa Tobacco Settlement Authority                                               | IOWA TOBACCO SETTLEMENT AUTHORITY                                               | CUSIP: 888805BL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1466353.95   | 0.05%             | 2023-06-01      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $8174067.00   | 0.28%             | 2024-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                       | TARRANT COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP                       | CUSIP: 87638QQU6<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |     475000 | PA      | $461882.02    | 0.02%             | 2023-09-01      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES CORP 4/2 144A CP 0.0000 20221207                                | CUSIP: 000000000<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11990934.96  | 0.41%             | 2022-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES CORP 4/2 144A CP 0.0000 20221206                                | CUSIP: 000000000<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14990299.95  | 0.52%             | 2022-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Symphony Static CLO I Ltd                                                       | SYMPHONY STATIC CLO I LTD                                                       | CUSIP: 87190TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14442174 | PA      | $14217454.21  | 0.49%             | 2029-10-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SYNGENTA WILMINGTON INC 4/2 144A CP 0.0000 20221207                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9591880.03   | 0.33%             | 2022-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SYNGENTA WILMINGTON INC 4/2 144A CP 4.7000 20221201                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14998194.60  | 0.52%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                               | SYDNEY AIRPORT FINANCE CO PTY LTD                                               | CUSIP: 87124VAD1<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   35651000 | PA      | $35486613.24  | 1.23%             | 2023-03-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                                                                    | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3217608.60   | 0.11%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-4                                      | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4                                      | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19490158 | PA      | $15559757.40  | 0.54%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-3                                      | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3                                      | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12391820 | PA      | $9913190.60   | 0.34%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-2                                      | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2                                      | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2719613 | PA      | $2505593.38   | 0.09%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV                                    | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3743798 | PA      | $3443658.69   | 0.12%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254CF5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4819835.00   | 0.17%             | 2025-11-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254AL4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2157000 | PA      | $2129226.47   | 0.07%             | 2024-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254AJ9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   23807000 | PA      | $23683774.97  | 0.82%             | 2023-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT LLC                                                                      | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   14750000 | PA      | $15063437.50  | 0.52%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO/THE                                                                 | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    8315000 | PA      | $8180230.48   | 0.28%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400HC0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2452705.20   | 0.08%             | 2024-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400GL1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2326626.90   | 0.08%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Educational Enhancement Funding Corp                                            | EDUCATIONAL ENHANCEMENT FUNDING CORP                                            | CUSIP: 83754LAU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2700000 | PA      | $2645300.43   | 0.09%             | 2023-06-01      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83368RBF8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $9559030.00   | 0.33%             | 2026-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83367TBG3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    7815000 | PA      | $7698806.58   | 0.27%             | 2024-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                          | SKYWORKS SOLUTIONS INC                                                          | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3003629.25   | 0.10%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-3 Receivables Funding LLC                                 | SIERRA TIMESHARE 2019-3 RECEIVABLES FUNDING LLC                                 | CUSIP: 82652NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3213762 | PA      | $3013557.17   | 0.10%             | 2036-08-20      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2020-2 Receivables Funding LLC                                 | SIERRA TIMESHARE 2020-2 RECEIVABLES FUNDING LLC                                 | CUSIP: 826525AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     194471 | PA      | $182263.72    | 0.01%             | 2037-07-20      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                            | CUSIP: 82620KBB8<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $9974180.00   | 0.34%             | 2024-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                                    | 7-ELEVEN INC                                                                    | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2418225.44   | 0.08%             | 2023-02-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH1                                                 | SEQUOIA MORTGAGE TRUST 2018-CH1                                                 | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     258733 | PA      | $239325.71    | 0.01%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY 4/2 144A CP 0.0000 20221202                                       | CUSIP: 000000000<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5548733.05   | 0.19%             | 2022-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513BM6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9937220.00   | 0.34%             | 2024-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-6                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6                                   | CUSIP: 802918AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10350000 | PA      | $10050112.89  | 0.35%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B                           | CUSIP: 80290CAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4273211 | PA      | $4249434.28   | 0.15%             | 2032-08-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-A                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-A                           | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11137696 | PA      | $10855184.04  | 0.37%             | 2032-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Santander Bank NA - SBCLN                                                       | SANTANDER BANK NA - SBCLN                                                       | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2903632 | PA      | $2786380.82   | 0.10%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-7                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-7                                   | CUSIP: 80287FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4165000 | PA      | $4160736.71   | 0.14%             | 2026-01-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2020-B                                        | SANTANDER RETAIL AUTO LEASE TRUST 2020-B                                        | CUSIP: 80286RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11555000 | PA      | $10943500.16  | 0.38%             | 2024-12-20      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-B                                        | SANTANDER RETAIL AUTO LEASE TRUST 2021-B                                        | CUSIP: 80286DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13860000 | PA      | $12971120.78  | 0.45%             | 2025-06-20      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-C                                        | SANTANDER RETAIL AUTO LEASE TRUST 2021-C                                        | CUSIP: 80286CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10135000 | PA      | $9481879.32   | 0.33%             | 2026-03-20      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2020-3                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-3                                   | CUSIP: 80285WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1455005 | PA      | $1439121.50   | 0.05%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                | SANTANDER UK PLC                                                                | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4921370.00   | 0.17%             | 2023-11-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust 2021-B                                | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-B                                | CUSIP: 802824AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1013479 | PA      | $993024.48    | 0.03%             | 2028-10-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC                                                 | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   10510000 | PA      | $9755592.20   | 0.34%             | 2025-03-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust 2021-C                                | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C                                | CUSIP: 80281HAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23698 | PA      | $23664.46     | 0.00%             | 2028-04-17      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AD8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   16339000 | PA      | $16332464.40  | 0.56%             | 2023-04-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2019-A                                         | SMB PRIVATE EDUCATION LOAN TRUST 2019-A                                         | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |    2021684 | PA      | $1921625.01   | 0.07%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                               | SMBC AVIATION CAPITAL FINANCE DAC                                               | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   13698000 | PA      | $13506625.24  | 0.47%             | 2023-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2014-A                                         | SMB PRIVATE EDUCATION LOAN TRUST 2014-A                                         | CUSIP: 784456AD7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    1372534 | PA      | $1369601.35   | 0.05%             | 2032-04-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2019-3                                            | SG RESIDENTIAL MORTGAGE TRUST 2019-3                                            | CUSIP: 78432BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84018 | PA      | $80324.69     | 0.00%             | 2059-09-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2021-1                                            | SG RESIDENTIAL MORTGAGE TRUST 2021-1                                            | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16199429 | PA      | $13175258.43  | 0.46%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                          | SES SA                                                                          | CUSIP: 78413HAA7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |   20064000 | PA      | $19788120.00  | 0.68%             | 2023-04-04      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14927850.00  | 0.52%             | 2023-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP PLC                                                               | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4901735.00   | 0.17%             | 2024-05-22      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS 4/2 144A CP 0.0000 20221208                               | CUSIP: 000000000<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12988031.29  | 0.45%             | 2022-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                 | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral                    | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |    1151775 | NS      | $1151775.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                 | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND                                 | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |       2576 | NS      | $2576.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP / Regency Energy Finance Corp                                | ENERGY TRANSFER LP / REGENCY ENERGY FINANCE CORP                                | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4209000 | PA      | $4161648.75   | 0.14%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME CORP                                                              | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1636000 | PA      | $1621267.82   | 0.06%             | 2024-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | QUANTA SERVICES CP 0.0000 20221214                                              | CUSIP: 000000000<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7187139.58   | 0.25%             | 2022-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | QUANTA SERVICES CP 0.0000 20221213                                              | CUSIP: 000000000<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14975180.85  | 0.52%             | 2022-12-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | QUANTA SERVICES CP 4.7000 20221206                                              | CUSIP: 000000000<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5995489.98   | 0.21%             | 2022-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                                                         | QVC INC                                                                         | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   16245000 | PA      | $15270300.00  | 0.53%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | PUBLIC STORAGE                                                                  | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    6305000 | PA      | $6251855.16   | 0.22%             | 2024-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                | PRINCIPAL LIFE GLOBAL FUNDING II                                                | CUSIP: 74256LEM7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4760880.00   | 0.16%             | 2024-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Port of Oakland                                                                 | PORT OF OAKLAND                                                                 | CUSIP: 735000TK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1040000 | PA      | $1022698.87   | 0.04%             | 2023-05-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                 | PLAINS ALL AMER PIPELINE 4/2 144A CP 4.3500 20221201                            | CUSIP: 000000000<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2299737.80   | 0.08%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                              | CUSIP: 72650RBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9815000 | PA      | $9667460.92   | 0.33%             | 2023-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                              | CUSIP: 72650RBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13361000 | PA      | $13301890.94  | 0.46%             | 2023-01-31      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10885000 | PA      | $10885696.64  | 0.38%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co                                                    | PERRIGO FINANCE UNLIMITED CO                                                    | CUSIP: 714295AC6<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    3364000 | PA      | $3170570.00   | 0.11%             | 2024-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4282000 | PA      | $4235831.48   | 0.15%             | 2023-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9716444.10   | 0.34%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JB4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2468060.00   | 0.09%             | 2023-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308HC4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4931825.00   | 0.17%             | 2023-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PSMC 2021-2 Trust                                                               | PSMC 2021-2 TRUST                                                               | CUSIP: 69376CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11731168 | PA      | $10057552.87  | 0.35%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PSMC 2021-1 Trust                                                               | PSMC 2021-1 TRUST                                                               | CUSIP: 693650AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11050807 | PA      | $9737231.14   | 0.34%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OVINTIV INC 4/2 CP 0.0000 20221219                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14450000 | PA      | $14414781.30  | 0.50%             | 2022-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | OVINTIV INC 4/2 CP 4.8500 20221212                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13978808.62  | 0.48%             | 2022-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $3011651.24   | 0.10%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                    | ONE 2021-PARK MORTGAGE TRUST                                                    | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7110000 | PA      | $6773259.74   | 0.23%             | 2036-03-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2021-2                                                 | OCTANE RECEIVABLES TRUST 2021-2                                                 | CUSIP: 67578AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6471581 | PA      | $6165930.48   | 0.21%             | 2028-09-20      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-1                                                 | OCTANE RECEIVABLES TRUST 2022-1                                                 | CUSIP: 67571EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5446555 | PA      | $5314559.49   | 0.18%             | 2028-03-20      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2021-1                                                 | OCTANE RECEIVABLES TRUST 2021-1                                                 | CUSIP: 67571AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7513999 | PA      | $7241251.18   | 0.25%             | 2027-03-22      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 Trust                                                             | OBX 2020-EXP3 TRUST                                                             | CUSIP: 67448WAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4199477 | PA      | $3654327.52   | 0.13%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                             | OBX 2020-EXP1 TRUST                                                             | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     760515 | PA      | $672433.86    | 0.02%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 Trust                                                             | OBX 2021-NQM1 TRUST                                                             | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8574643 | PA      | $7398619.06   | 0.26%             | 2066-02-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 Trust                                                             | OBX 2020-INV1 TRUST                                                             | CUSIP: 67113CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     559597 | PA      | $514912.41    | 0.02%             | 2049-12-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                             | OBX 2019-EXP3 TRUST                                                             | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197620 | PA      | $188592.75    | 0.01%             | 2059-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| OBX 2018-EXP1 Trust                                                             | OBX 2018-EXP1 TRUST                                                             | CUSIP: 67097VAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     202911 | PA      | $198876.45    | 0.01%             | 2048-04-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc                                                                   | NORDSTROM INC                                                                   | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    9395000 | PA      | $8760837.50   | 0.30%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO LTD                                                             | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   17346000 | PA      | $16933702.93  | 0.58%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACCEPTANCE CO LLC                                                  | CUSIP: 654740BL2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4887185.00   | 0.17%             | 2023-09-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACCEPTANCE CO LLC                                                  | CUSIP: 654740BH1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    5528000 | PA      | $5493610.31   | 0.19%             | 2023-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   39800000 | PA      | $39363075.60  | 1.36%             | 2023-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                   | NEW JERSEY TURNPIKE AUTHORITY                                                   | CUSIP: 646140DL4<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     150000 | PA      | $149531.06    | 0.01%             | 2023-01-01      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-D                                                | NELNET STUDENT LOAN TRUST 2021-D                                                | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4856366 | PA      | $4694191.17   | 0.16%             | 2062-04-20      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2022-A                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3190134 | PA      | $2774739.96   | 0.10%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-B                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B                                | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5985416 | PA      | $5051838.65   | 0.17%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-G                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11939117 | PA      | $10068265.61  | 0.35%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-c                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C                                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13118160 | PA      | $11328845.25  | 0.39%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-F                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F                                | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3732899 | PA      | $3057944.52   | 0.11%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-E                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E                                | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9351626 | PA      | $7725619.39   | 0.27%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-A                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A                                | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1232374 | PA      | $1052229.14   | 0.04%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H                                | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3022816 | PA      | $2572158.48   | 0.09%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-F                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F                                | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2729774 | PA      | $2419492.68   | 0.08%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                                | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     664921 | PA      | $595299.77    | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2017-A                                     | NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A                                     | CUSIP: 63939XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     348746 | PA      | $348011.55    | 0.01%             | 2058-12-16      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                     | NAVIENT PRIVATE EDUCATION LOAN TRUST 2016-A                                     | CUSIP: 63939NAB9<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |    9216628 | PA      | $8904500.58   | 0.31%             | 2045-12-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS PLC                                                             | CUSIP: 63906YAF5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    2483000 | PA      | $2464700.29   | 0.09%             | 2025-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS PLC                                                             | CUSIP: 63906YAC2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    6315000 | PA      | $6180559.97   | 0.21%             | 2024-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy/The                                                          | NATURE CONSERVANCY/THE                                                          | CUSIP: 63902HAG4<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |     650000 | PA      | $607261.20    | 0.02%             | 2024-07-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy/The                                                          | NATURE CONSERVANCY/THE                                                          | CUSIP: 63902HAF6<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |     850000 | PA      | $828858.80    | 0.03%             | 2023-07-01      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | NATIONWIDE BUILDING SOCIETY                                                     | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   10029000 | PA      | $9960311.38   | 0.34%             | 2024-03-08      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                                                                  | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     670000 | PA      | $646279.99    | 0.02%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV2 Trust                                                             | NLT 2021-INV2 TRUST                                                             | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17908290 | PA      | $14354414.91  | 0.50%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                       | MYLAN INC                                                                       | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    8761000 | PA      | $8659968.15   | 0.30%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                       | MYLAN INC                                                                       | CUSIP: 628530AV9<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |   11246000 | PA      | $11200419.96  | 0.39%             | 2023-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61747YEP6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9909970.00   | 0.34%             | 2025-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61747YEN1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14925000 | PA      | $14619798.68  | 0.51%             | 2026-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUBISHI UFJ FINANCIAL GROUP INC                                              | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   17165000 | PA      | $17014428.62  | 0.59%             | 2025-09-12      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                        | MICROCHIP TECHNOLOGY INC                                                        | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7190261.20   | 0.25%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                        | MICROCHIP TECHNOLOGY INC                                                        | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    4595000 | PA      | $4494727.91   | 0.16%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                        | MICROCHIP TECHNOLOGY INC                                                        | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    9764000 | PA      | $9713666.58   | 0.34%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                      | MICHIGAN FINANCE AUTHORITY                                                      | CUSIP: 59447TH55<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    2125000 | PA      | $2074753.10   | 0.07%             | 2023-06-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $5887112.40   | 0.20%             | 2024-11-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medford Hospital Facilities Authority                                           | MEDFORD HOSPITAL FACILITIES AUTHORITY                                           | CUSIP: 584283HG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1710000 | PA      | $1673786.82   | 0.06%             | 2023-08-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7624000 | PA      | $7538230.00   | 0.26%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTERNATIONAL INC/MD                                                   | CUSIP: 571903BA0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $6976947.90   | 0.24%             | 2023-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTERNATIONAL INC/MD                                                   | CUSIP: 571903AV5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    9128000 | PA      | $9090465.66   | 0.31%             | 2023-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Magnetite XVI Ltd                                                               | MAGNETITE XVI LTD                                                               | CUSIP: 55953RAL5<br>LEI: 549300Z3WHVYABE20I45 | Long             | ABS-CBDO         | CORP              | KY        |     728856 | PA      | $721772.93    | 0.02%             | 2028-01-18      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HOLDINGS INC                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   10805000 | PA      | $10303745.25  | 0.36%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HOLDINGS INC                                                        | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    4965000 | PA      | $4815285.39   | 0.17%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HOLDINGS INC                                                        | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    9925000 | PA      | $9877449.33   | 0.34%             | 2024-03-15      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                  | MVW 2020-1 LLC                                                                  | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      65533 | PA      | $59860.99     | 0.00%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                 | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3830356 | PA      | $3501417.26   | 0.12%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| MHC Trust 2021-MHC2                                                             | MHC TRUST 2021-MHC2                                                             | CUSIP: 55293AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12500000 | PA      | $12045475.00  | 0.42%             | 2038-05-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 Trust                                                             | MFA 2021-NQM2 TRUST                                                             | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7885314 | PA      | $6317108.56   | 0.22%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | LIBERTY MUTUAL GROUP INC                                                        | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2504000 | PA      | $2482355.42   | 0.09%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp                                                         | KOREA NATIONAL OIL CORP                                                         | CUSIP: 50066RAR7<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   10500000 | PA      | $9654565.73   | 0.33%             | 2025-04-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN INC                                                               | CUSIP: 49456BAB7<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    6186000 | PA      | $6190231.22   | 0.21%             | 2023-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN ENERGY PARTNERS LP                                                | CUSIP: 494550BM7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4981740.00   | 0.17%             | 2023-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust 2021-KDIP                                        | KKR INDUSTRIAL PORTFOLIO TRUST 2021-KDIP                                        | CUSIP: 48254CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2840375 | PA      | $2726338.32   | 0.09%             | 2037-12-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                                                  | JPMORGAN CHASE BANK NA - CACLN                                                  | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10654547 | PA      | $10219639.29  | 0.35%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M                | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9870000 | PA      | $9424197.76   | 0.33%             | 2033-10-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-INV2                                              | JP MORGAN MORTGAGE TRUST 2020-INV2                                              | CUSIP: 46652KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     259066 | PA      | $254149.28    | 0.01%             | 2050-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCL8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9781550.00   | 0.34%             | 2025-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCG9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9809540.00   | 0.34%             | 2025-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                  | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-BKWD                  | CUSIP: 46591JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6694109.80   | 0.23%             | 2029-09-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                  | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-BKWD                  | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4303136 | PA      | $4174841.23   | 0.14%             | 2029-09-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                                                  | JPMORGAN CHASE BANK NA - CACLN                                                  | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8991014 | PA      | $8442555.01   | 0.29%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                                                  | JPMORGAN CHASE BANK NA - CACLN                                                  | CUSIP: 46591HBR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     947041 | PA      | $912403.06    | 0.03%             | 2028-09-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                                                  | JPMORGAN CHASE BANK NA - CACLN                                                  | CUSIP: 46591HAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1731683 | PA      | $1685464.27   | 0.06%             | 2028-02-25      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                                                  | JPMORGAN CHASE BANK NA - CACLN                                                  | CUSIP: 46591HAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     798910 | PA      | $784657.92    | 0.03%             | 2028-01-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO SPA                                                             | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   15000000 | PA      | $14947020.00  | 0.52%             | 2023-01-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO SPA                                                             | CUSIP: 46115HAP2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    9510000 | PA      | $9367340.49   | 0.32%             | 2024-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                          | INTL FLAVORS & FRAGRANCE 4/2 144A CP 4.7500 20221221                            | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    9750000 | PA      | $9725435.66   | 0.34%             | 2022-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                          | INTL FLAVORS & FRAGRANCE 4/2 144A CP 0.0000 20221205                            | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7995421.12   | 0.28%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | CUSIP: 459506AC5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    4303000 | PA      | $4265284.21   | 0.15%             | 2023-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    4935000 | PA      | $4711819.56   | 0.16%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 453140AB1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   17510000 | PA      | $17380303.43  | 0.60%             | 2023-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM2                                          | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                                          | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9418981 | PA      | $7227684.18   | 0.25%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    4200000 | PA      | $4003729.80   | 0.14%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2022-C                                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-C                                  | CUSIP: 448978AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7035000 | PA      | $6939128.43   | 0.24%             | 2026-08-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2021-B                                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-B                                  | CUSIP: 44891VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20345000 | PA      | $19236950.27  | 0.66%             | 2026-03-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2021-A                                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-A                                  | CUSIP: 44891TAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8700000 | PA      | $8442254.67   | 0.29%             | 2025-10-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2020-B                                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2020-B                                  | CUSIP: 44891PAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1930000 | PA      | $1904020.27   | 0.07%             | 2024-10-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   19874000 | PA      | $18258223.93  | 0.63%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $947036.00    | 0.03%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                               | HYATT HOTELS CORP                                                               | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    6255000 | PA      | $6050167.52   | 0.21%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                                                                      | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   20255000 | PA      | $19655553.28  | 0.68%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust 2020-2                                      | HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2                                      | CUSIP: 43789XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     205462 | PA      | $203678.10    | 0.01%             | 2065-05-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                                             | HILTON GRAND VACATIONS TRUST 2019-A                                             | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     652385 | PA      | $608268.65    | 0.02%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2017-A                                             | HILTON GRAND VACATIONS TRUST 2017-A                                             | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40417 | PA      | $39661.47     | 0.00%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                                          | HARLEY DAVIDSON FINL SER 4/2 144A CP 4.9500 20230104                            | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19909641.60  | 0.69%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                                          | HARLEY DAVIDSON FINL SER 4/2 144A CP 0.0000 20221206                            | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6495421.86   | 0.22%             | 2022-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2021-2                                                    | HPEFS EQUIPMENT TRUST 2021-2                                                    | CUSIP: 40441JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5250000 | PA      | $5014141.13   | 0.17%             | 2028-09-20      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280CZ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9744480.00   | 0.34%             | 2024-11-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20041000 | PA      | $19658236.94  | 0.68%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5908350.00   | 0.20%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9838620.00   | 0.34%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                      | GREAT WOLF TRUST 2019-WOLF                                                      | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9647736.00   | 0.33%             | 2036-12-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Sewage Disposal System Revenue                      | GREAT LAKES WATER AUTHORITY SEWAGE DISPOSAL SYSTEM REVENUE                      | CUSIP: 39081HCF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     250000 | PA      | $245149.50    | 0.01%             | 2023-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRAY OAK PIPELINE LLC                                                           | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24536000 | PA      | $23815328.61  | 0.82%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZQ0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4992290.00   | 0.17%             | 2024-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZJ6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9950000 | PA      | $9763944.95   | 0.34%             | 2025-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYF5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9818860.00   | 0.34%             | 2024-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GXW9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9889980.00   | 0.34%             | 2024-03-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XDN3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14616000.00  | 0.50%             | 2024-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XDF0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19646180.00  | 0.68%             | 2024-03-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1380585.53   | 0.05%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                                           | GALTON FUNDING MORTGAGE TRUST 2020-H1                                           | CUSIP: 36418HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3406778 | PA      | $3047616.68   | 0.11%             | 2060-01-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-2                                            | GALTON FUNDING MORTGAGE TRUST 2019-2                                            | CUSIP: 36418AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310844 | PA      | $292291.44    | 0.01%             | 2059-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2022-2                                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-2                                    | CUSIP: 36266FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6700000 | PA      | $6518014.60   | 0.23%             | 2026-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp Trust 2021-ROSS                                     | GS MORTGAGE SECURITIES CORP TRUST 2021-ROSS                                     | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6665000 | PA      | $6259163.48   | 0.22%             | 2026-05-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ5                               | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021-PJ5                               | CUSIP: 36261HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15470738 | PA      | $13517096.24  | 0.47%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-NQM1                                   | GS MORTGAGE-BACKED SECURITIES TRUST 2020-NQM1                                   | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1167775 | PA      | $1059890.39   | 0.04%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2020-2                                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-2                                    | CUSIP: 36259PAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2130085 | PA      | $2124182.16   | 0.07%             | 2024-07-22      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2020-3                                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-3                                    | CUSIP: 362569AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2215000 | PA      | $2187948.65   | 0.08%             | 2024-10-21      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING TRUST                                             | CUSIP: 361886CN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2145000 | PA      | $2048760.29   | 0.07%             | 2025-10-15      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING TRUST                                             | CUSIP: 361886CJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1435000 | PA      | $1382473.40   | 0.05%             | 2025-08-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| GCT Commercial Mortgage Trust 2021-GCT                                          | GCT COMMERCIAL MORTGAGE TRUST 2021-GCT                                          | CUSIP: 36167RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2792252.40   | 0.10%             | 2038-02-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA2                                         | FREDDIE MAC STACR REMIC TRUST 2021-HQA2                                         | CUSIP: 35564KFN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3019874 | PA      | $2989675.15   | 0.10%             | 2033-12-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA3                                         | FREDDIE MAC STACR REMIC TRUST 2021-DNA3                                         | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6828793 | PA      | $6745549.76   | 0.23%             | 2033-10-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Home & Security Inc                                              | FORTUNE BRANDS HOME & SE 144A 4/2  CP 4.7000 20221205                           | CUSIP: 000000000<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $26983998.72  | 0.93%             | 2022-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2021-A                                             | FORD CREDIT AUTO LEASE TRUST 2021-A                                             | CUSIP: 34532QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17400000 | PA      | $17001108.48  | 0.59%             | 2024-05-15      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2020-B                                             | FORD CREDIT AUTO LEASE TRUST 2020-B                                             | CUSIP: 34531RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     330786 | PA      | $330310.25    | 0.01%             | 2023-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QHM9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    5195000 | PA      | $4977438.08   | 0.17%             | 2025-09-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                                                                   | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   20110000 | PA      | $19984312.50  | 0.69%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137BGE39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     189605 | PA      | $183737.26    | 0.01%             | 2045-02-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136AL5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     154324 | PA      | $150253.09    | 0.01%             | 2045-01-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                        | FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CUSIP: 30711XQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1392561 | PA      | $1390970.61   | 0.05%             | 2030-01-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                        | FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CUSIP: 30711XM92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1398352 | PA      | $1381089.26   | 0.05%             | 2030-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                        | FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CUSIP: 30711XL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2817270 | PA      | $2767967.96   | 0.10%             | 2030-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3                                      | CUSIP: 30166YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5400000 | PA      | $5295608.82   | 0.18%             | 2026-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-1                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1                                      | CUSIP: 30165XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8451001 | PA      | $8373462.29   | 0.29%             | 2025-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO LP                                                              | CUSIP: 29717PAE7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1541000 | PA      | $1531641.51   | 0.05%             | 2023-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                     | EQUIFAX INC                                                                     | CUSIP: 294429AN5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3973940.00   | 0.14%             | 2023-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODS OPER LLC DISC 0 CP 01/12/2022                                  | CUSIP: 29380DM15<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7499145.00   | 0.26%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                        | ENEL FINANCE AMERICA LLC 4/2 144A CP 3.2000 20230421                            | CUSIP: 000000000<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4638107.96   | 0.16%             | 2023-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                        | ENEL FINANCE AMERICA LLC 4/2 144A CP 5.2000 20230103                            | CUSIP: 000000000<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |   14750000 | PA      | $14684679.63  | 0.51%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6578000 | PA      | $6584058.34   | 0.23%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1992668.00   | 0.07%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6570000 | PA      | $6507197.37   | 0.22%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ENERGY TRANSFER PARTNERS 4/2 144A CP 0.0000 20221201                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9998762.50   | 0.35%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $4232163.77   | 0.15%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5257022.80   | 0.18%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                                                                    | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   14625000 | PA      | $14505206.63  | 0.50%             | 2024-02-16      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2017-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2017-A LLC                                           | CUSIP: 28416DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3255127 | PA      | $3115068.14   | 0.11%             | 2030-03-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2016-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2016-A LLC                                           | CUSIP: 28415PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     595581 | PA      | $586922.42    | 0.02%             | 2028-04-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | EDISON INTERNATIONAL                                                            | CUSIP: 281020AJ6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4943830.00   | 0.17%             | 2023-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                                                                    | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    7900000 | PA      | $7854693.50   | 0.27%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Eagle RE 2021-2 Ltd                                                             | EAGLE RE 2021-2 LTD                                                             | CUSIP: 26982AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    7385000 | PA      | $7334537.56   | 0.25%             | 2034-04-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY CORP                                                               | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   35159000 | PA      | $35773438.68  | 1.24%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK AG/NEW YORK NY                                                    | CUSIP: 251526CL1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   20000000 | PA      | $19737740.00  | 0.68%             | 2023-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                                     | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6056325 | PA      | $5036257.77   | 0.17%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-1                                     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1                                     | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5993459 | PA      | $5319043.36   | 0.18%             | 2065-05-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6675000 | PA      | $6409228.20   | 0.22%             | 2025-03-28      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636AAY7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    7225000 | PA      | $7219003.25   | 0.25%             | 2023-12-08      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2916000 | PA      | $2890158.41   | 0.10%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    7695000 | PA      | $7578867.06   | 0.26%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                         | DALLAS FORT WORTH INTERNATIONAL AIRPORT                                         | CUSIP: 2350366K1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $483202.50    | 0.02%             | 2023-11-01      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | CUSIP: 233853AK6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9942790.00   | 0.34%             | 2024-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | CUSIP: 233853AE0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   12843000 | PA      | $12660488.13  | 0.44%             | 2024-12-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OPERATING LP                                                      | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   15925000 | PA      | $15694087.50  | 0.54%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cytec Industries Inc                                                            | CYTEC INDUSTRIES INC                                                            | CUSIP: 232820AJ9<br>LEI: 549300CC16G1Y2NHCH33 | Long             | DBT              | CORP              | US        |   23569000 | PA      | $23550097.66  | 0.81%             | 2023-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTL CORP 4/2 144A CP 0.0000 20230117                              | CUSIP: 000000000<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2731996.66   | 0.09%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTL CORP 4/2 144A CP 0.0000 20221206                              | CUSIP: 000000000<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   24550000 | PA      | $24531857.55  | 0.85%             | 2022-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                    | CREDIT SUISSE AG/NEW YORK NY                                                    | CUSIP: 22550UAF8<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    4000000 | PA      | $3734452.00   | 0.13%             | 2025-02-21      | Floating      | 1.06%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE GROUP AG                                                          | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   10000000 | PA      | $9715420.00   | 0.34%             | 2024-06-12      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE GROUP AG                                                          | CUSIP: 225401AD0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   14030000 | PA      | $13878419.88  | 0.48%             | 2023-12-14      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUNICATIONS INC                                                          | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7588187.00   | 0.26%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6940802.00   | 0.24%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESOURCES INC/OK                                                    | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    5825000 | PA      | $5803156.25   | 0.20%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                                    | CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                                    | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     507064 | PA      | $502098.67    | 0.02%             | 2041-10-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | CONAGRA FOODS INC 4/2 144A CP 0.0000 20221201                                   | CUSIP: 000000000<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   38375000 | PA      | $38370357.78  | 1.33%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                               | CITIGROUP MORTGAGE LOAN TRUST INC                                               | CUSIP: 17328PAX1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    1627405 | PA      | $1327758.95   | 0.05%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                               | CITIGROUP MORTGAGE LOAN TRUST INC                                               | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    6731694 | PA      | $5500964.04   | 0.19%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967MW8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14713815.00  | 0.51%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                               | CHICAGO TRANSIT AUTHORITY SALES TAX RECEIPTS FUND                               | CUSIP: 16772PCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     870000 | PA      | $844033.11    | 0.03%             | 2023-12-01      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                               | CHICAGO TRANSIT AUTHORITY SALES TAX RECEIPTS FUND                               | CUSIP: 16772PCH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     680000 | PA      | $680000.00    | 0.02%             | 2022-12-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5563250.00   | 0.19%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   12218000 | PA      | $12292529.80  | 0.42%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12940000 | PA      | $12745253.00  | 0.44%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                       | CENTRAL TEXAS REGIONAL MOBILITY AUTHORITY                                       | CUSIP: 155498JR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     510000 | PA      | $490256.78    | 0.02%             | 2024-01-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                       | CENTRAL TEXAS REGIONAL MOBILITY AUTHORITY                                       | CUSIP: 155498JQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     170000 | PA      | $169501.56    | 0.01%             | 2023-01-01      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Central Texas Regional Mobility Authority                                       | CENTRAL TEXAS REGIONAL MOBILITY AUTHORITY                                       | CUSIP: 155498JA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $480701.95    | 0.02%             | 2024-01-01      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                               | CELULOSA ARAUCO Y CONSTITUCION SA                                               | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   10000000 | PA      | $9837298.30   | 0.34%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19852900.00  | 0.69%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N4                                          | CARVANA AUTO RECEIVABLES TRUST 2021-N4                                          | CUSIP: 14687HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7686475 | PA      | $7392314.65   | 0.26%             | 2028-09-11      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCR4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9840380.00   | 0.34%             | 2025-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    7060000 | PA      | $6604686.48   | 0.23%             | 2026-03-03      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CANADIAN IMPERIAL BANK OF COMMERCE                                              | CUSIP: 13607GRT3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    6257000 | PA      | $6217799.90   | 0.21%             | 2023-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | CALIFORNIA MUNICIPAL FINANCE AUTHORITY                                          | CUSIP: 13048VFP8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    1030000 | PA      | $1024072.87   | 0.04%             | 2023-04-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                         | CNO FINANCIAL GROUP INC                                                         | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1977500.00   | 0.07%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                 | COLT 2020-3 MORTGAGE LOAN TRUST                                                 | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1401250 | PA      | $1314740.02   | 0.05%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC / CDW FINANCE CORP                                                      | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3638250.00   | 0.13%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VKNG                                          | BX COMMERCIAL MORTGAGE TRUST 2020-VKNG                                          | CUSIP: 12433YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4513664 | PA      | $4366958.67   | 0.15%             | 2037-10-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | BRITISH TELECOMMUNICATIONS PLC                                                  | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   11134000 | PA      | $11022938.35  | 0.38%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                            | CUSIP: 10921U2B3<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   18003000 | PA      | $17810655.95  | 0.62%             | 2024-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                            | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     970000 | PA      | $908567.96    | 0.03%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2013-I                                                          | BARINGS CLO LTD 2013-I                                                          | CUSIP: 06760EAA4<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |     661675 | PA      | $655040.63    | 0.02%             | 2028-01-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8300000 | PA      | $8119499.90   | 0.28%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4950160.00   | 0.17%             | 2024-05-16      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   11420000 | PA      | $11112710.64  | 0.38%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK OF NOVA SCOTIA/THE                                                         | CUSIP: 064159YN0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   12544000 | PA      | $12506418.18  | 0.43%             | 2023-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK OF NOVA SCOTIA/THE                                                         | CUSIP: 0641593W4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   17145000 | PA      | $16952170.19  | 0.59%             | 2024-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                                                                | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3220000 | PA      | $3180522.80   | 0.11%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                                                                | CUSIP: 06367WYQ0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $9850270.00   | 0.34%             | 2024-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | BANK OF IRELAND GROUP PLC                                                       | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   27452000 | PA      | $26872598.09  | 0.93%             | 2023-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14736720.00  | 0.51%             | 2025-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA                                                              | CUSIP: 05971KAN9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $4979070.00   | 0.17%             | 2024-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA                                                              | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4800000 | PA      | $4756099.20   | 0.16%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                       | BAIDU INC                                                                       | CUSIP: 056752AK4<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $988795.00    | 0.03%             | 2023-09-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BACARDI MARTINI 4/2 144A CP 4.7000 20221221                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9974805.80   | 0.34%             | 2022-12-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-SOAR                                          | BX COMMERCIAL MORTGAGE TRUST 2021-SOAR                                          | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4962409 | PA      | $4750878.62   | 0.16%             | 2038-06-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                              | BX TRUST 2021-ARIA                                                              | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $2909643.57   | 0.10%             | 2036-10-15      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                            | BX COMMERCIAL MORTGAGE TRUST 2019-XL                                            | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1461749 | PA      | $1435994.69   | 0.05%             | 2036-10-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   34423000 | PA      | $33806174.26  | 1.17%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAPITAL LLC                                                              | CUSIP: 05565EBN4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9935730.00   | 0.34%             | 2024-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                                            | BINOM SECURITIZATION TRUST 2021-INV1                                            | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11368008 | PA      | $9816284.18   | 0.34%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                                                                | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   10731000 | PA      | $10250873.60  | 0.35%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                                                                | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1735849.80   | 0.06%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377REX8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    6530000 | PA      | $6395574.73   | 0.22%             | 2024-09-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377REW0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4976989.50   | 0.17%             | 2024-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A3J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4773515.00   | 0.16%             | 2024-03-08      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A3H2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    9850000 | PA      | $9569787.20   | 0.33%             | 2025-01-07      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4911035.00   | 0.17%             | 2024-05-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A2Q3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $3875721.48   | 0.13%             | 2023-10-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A2L4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    4103000 | PA      | $3839624.33   | 0.13%             | 2025-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                           | ARROW ELECTRONICS 4/2 144A CP 0.0000 20221201                                   | CUSIP: 000000000<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $27496710.73  | 0.95%             | 2022-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-2                                                 | ANGEL OAK MORTGAGE TRUST 2021-2                                                 | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5309277 | PA      | $4381296.81   | 0.15%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC 2019-1                                           | ANGEL OAK MORTGAGE TRUST I LLC 2019-1                                           | CUSIP: 03464MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44167 | PA      | $43876.48     | 0.00%             | 2048-11-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC 2019-1                                           | ANGEL OAK MORTGAGE TRUST I LLC 2019-1                                           | CUSIP: 03464MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44167 | PA      | $43883.40     | 0.00%             | 2048-11-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC 2019-1                                           | ANGEL OAK MORTGAGE TRUST I LLC 2019-1                                           | CUSIP: 03464MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34661 | PA      | $34447.01     | 0.00%             | 2048-11-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                                 | ANGEL OAK MORTGAGE TRUST 2019-5                                                 | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1313748 | PA      | $1231615.93   | 0.04%             | 2049-10-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | ANALOG DEVICES INC                                                              | CUSIP: 032654AT2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3179443.65   | 0.11%             | 2024-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2020-3                                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3                                 | CUSIP: 03066PAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7214586.00   | 0.25%             | 2025-12-18      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2020-2                                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-2                                 | CUSIP: 03066EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $779733.68    | 0.03%             | 2026-02-18      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER CORP                                                             | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5279000 | PA      | $5039523.44   | 0.17%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8206376.00   | 0.28%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBA7<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1449982.53   | 0.05%             | 2025-03-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL INC                                                              | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6327692.80   | 0.22%             | 2024-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust                                                         | ALEXANDER FUNDING TRUST                                                         | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10990000 | PA      | $10360899.43  | 0.36%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA                                                                     | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    9072000 | PA      | $8573040.00   | 0.30%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    6835000 | PA      | $6689947.63   | 0.23%             | 2023-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    7230000 | PA      | $6659285.49   | 0.23%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2075000 | PA      | $2048431.70   | 0.07%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2000000 | PA      | $1969152.00   | 0.07%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   22810000 | PA      | $22585503.98  | 0.78%             | 2023-07-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2020-A                                                    | ARI FLEET LEASE TRUST 2020-A                                                    | CUSIP: 00217TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     270000 | PA      | $268652.92    | 0.01%             | 2028-11-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2021-A                                                    | ARI FLEET LEASE TRUST 2021-A                                                    | CUSIP: 00217FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5196701 | PA      | $5091578.89   | 0.18%             | 2030-03-15      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                                                                        | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   13328000 | PA      | $13222668.82  | 0.46%             | 2024-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                   | AIB GROUP PLC                                                                   | CUSIP: 00135TAA2<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   21035000 | PA      | $20753404.46  | 0.72%             | 2023-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President