# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0001099263-26-000740
**Filing Date:** 2026-1
**Character Count:** 267524
**Document Hash:** 5ce6007349d2592b8066d3592ba4ca69
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-000740.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0001099263-26-000740

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03894
- **FILM NUMBER:** 26564868

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

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

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

## Series and Classes Contracts Data

### T. Rowe Price Short Duration Income Fund (Series ID: S000069612)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000222038 | T. Rowe Price Short Duration Income Fund         | TSDLX           |
| C000222039 | T. Rowe Price Short Duration Income Fund-I Class | TSIDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

- **a. Name of Series:** T. Rowe Price Short Duration Income Fund

- **b. EDGAR series identifier (if any):** S000069612

- **c. LEI of Series:** 549300EVOS31HCD2UT85

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

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

- **b. Date as of which information is reported:** 2025-11-30

**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:** $136575242.41

**Total Liabilities:** $3700541.70

**Net Assets:** $132874700.71

**Delayed Delivery Securities:** $927628.98

**Stand-by Commitments:** $916646.91

**Cash Not Reported:** $5777.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -322.791447 | **1-Year:** -8974.099439 | **5-Year:** -11145.761914 | **10-Year:** -1329.474016 | **30-Year:** -6.982674

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

- **3-Month:** -60.674834 | **1-Year:** -1366.097583 | **5-Year:** -768.190595 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222038 | 0.39%                | 0.43%                | 0.36%                |
| Class ID C000222039 | 0.39%                | 0.44%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $89293.57                | $-45750.77                                 |
| Month 2  | $22457.99                | $-89819.83                                 |
| Month 3  | $17888.36                | $135647.78                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Corporate 1-3 Yr Total Return Index Value Unhedged USD (Returns)

- **Index Identifier:** LF99TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABJA INVESTMENT CO                    | ABJA INVESTMENT CO PTE LTD                                                     | CUSIP: AQ8490791<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    220000 | PA      | $224516.38    | 0.17%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ADANI TRANSMISSIONS LTD               | ADANI TRANSMISSION STEP-ONE LTD                                                | CUSIP: QZ0784251<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $198148.98    | 0.15%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS 144A           | ADIENT GLOBAL HOLDINGS LTD                                                     | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    215000 | PA      | $224943.75    | 0.17%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA              | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                      | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $152939.25    | 0.12%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AFFRM 2025-X2 B 144A                  | AFFIRM ASSET SECURITIZATION TRUST 2025-X2                                      | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $585530.89    | 0.44%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A B 144A                  | AFFIRM MASTER TRUST                                                            | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $211329.59    | 0.16%             | 2033-07-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-3A A 144A                  | AFFIRM MASTER TRUST SERIES 2025-3                                              | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $220408.56    | 0.17%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC 144A                    | AG ISSUER LLC                                                                  | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200250.00    | 0.15%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                             | AGCO CORP                                                                      | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253255.50    | 0.19%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALINE 2018-1A BR 144A                 | ALINEA CLO 2018-1 LTD                                                          | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249904.00    | 0.19%             | 2031-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ALLYA 2023-A B 144A                   | ALLY AUTO RECEIVABLES TRUST 2023-A                                             | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7819 | PA      | $7828.78      | 0.01%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-A C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                               | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123714 | PA      | $125589.55    | 0.09%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-B C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                               | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151137 | PA      | $152049.48    | 0.11%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-A B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                               | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215124 | PA      | $216026.04    | 0.16%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B B 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                               | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250491.75    | 0.19%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B C 144A                   | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                               | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250416.80    | 0.19%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                    | ALLY FINANCIAL INC                                                             | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264987.50    | 0.20%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING                    | ALPHA STAR HOLDING VIII LTD                                                    | CUSIP: ZH2402316<br>LEI: 254900TMRVHA9YMIFC14 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $206031.25    | 0.16%             | 2027-04-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BROOKS AUTOMATION TL 1L BANKDEBT      | ALTAR BIDCO INC                                                                | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $393688.00    | 0.30%             | 2029-02-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER               | AMERICAN ELECTRIC POWER CO INC                                                 | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108227.49    | 0.08%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                                            | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201261.00    | 0.15%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                                                            | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233869.06    | 0.18%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                   | AMERICAN TOWER CORP                                                            | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198090.60    | 0.15%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                   | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $260650.00    | 0.20%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC 144A            | AMRIZE FINANCE US LLC                                                          | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90393.21     | 0.07%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC 144A            | AMRIZE FINANCE US LLC                                                          | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71578.36     | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 C 144A                 | AMSR 2021-SFR2 TRUST                                                           | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $215065.20    | 0.16%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AXIS 2022-1A C 144A                   | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                       | CUSIP: 03236VAD3<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    127940 | PA      | $127613.91    | 0.10%             | 2028-04-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-1A B 144A                   | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC                                    | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102116.12    | 0.08%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| AOMT 2025-5 A1 144A                   | ANGEL OAK MORTGAGE TRUST 2025-5                                                | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |    304917 | PA      | $307212.66    | 0.23%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ANTH 2025-1A A1 144A                  | ANTHELION CLO 2025-1 LTD                                                       | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250179.70    | 0.19%             | 2036-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| APID 2019-32A DR 144A                 | APIDOS CLO XXXII                                                               | CUSIP: 03768RAY2<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250488.73    | 0.19%             | 2033-01-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                        | APTARGROUP INC                                                                 | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90563.04     | 0.07%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARBYS 2020-1A A2 144A                 | ARBYS FUNDING LLC                                                              | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402688 | PA      | $390447.13    | 0.29%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD              | ASPEN INSURANCE HOLDINGS LTD                                                   | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $73401.07     | 0.06%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASURION TL B11 1L BANKDEBT            | ASURION LLC                                                                    | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    169565 | PA      | $169165.04    | 0.13%             | 2028-08-19      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| ASURION TL B4 2L BANKDEBT             | ASURION LLC                                                                    | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    100000 | PA      | $93458.00     | 0.07%             | 2029-01-20      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| ASURION TL B3 2L BANKDEBT             | ASURION LLC                                                                    | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    145000 | PA      | $138566.35    | 0.10%             | 2028-01-31      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A            | ATHENE GLOBAL FUNDING                                                          | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230543.26    | 0.17%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                 | ATLASSIAN CORP                                                                 | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40954.16     | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-2A D 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                       | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100924.38    | 0.08%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-3A D 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                       | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101341.07    | 0.08%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| AESOP 2022-5A C 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                       | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     83333 | PA      | $83605.05     | 0.06%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-2A C 144A                  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                       | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100857.84    | 0.08%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD 144A         | AVOLON HOLDINGS FUNDING LTD                                                    | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $119894.86    | 0.09%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                       | AXIATA SPV2 BHD                                                                | CUSIP: JK4656050<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $200440.00    | 0.15%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD 144A                      | BACARDI LTD                                                                    | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    275000 | PA      | $277398.99    | 0.21%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 144A                  | BAE SYSTEMS PLC                                                                | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202367.60    | 0.15%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA                    | BANCO DE BOGOTA SA                                                             | CUSIP: LW0752441<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $200923.20    | 0.15%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER              | BANCO DE CREDITO DEL PERU S.A.                                                 | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $197300.44    | 0.15%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47 A1                    | BANK 2024-BNK47                                                                | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27537 | PA      | $28135.15     | 0.02%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PT                       | BANK MANDIRI PERSERO TBK PT                                                    | CUSIP: ZL8867026<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $200887.64    | 0.15%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                 | BANK NEGARA INDONESIA PERSERO TBK PT                                           | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199035.69    | 0.15%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                                           | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253223.25    | 0.19%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                                           | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150187.20    | 0.11%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                | BANK OF NEW YORK MELLON/THE                                                    | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253788.50    | 0.19%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11 AS                   | BANK5 2024-5YR11                                                               | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $57829.77     | 0.04%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 AS                   | BANK5 2024-5YR12                                                               | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $99910.44     | 0.08%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9 A1                    | BANK5 2024-5YR9                                                                | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153462 | PA      | $155085.17    | 0.12%             | 2057-08-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407161.60    | 0.31%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                  | BAT INTERNATIONAL FINANCE PLC                                                  | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $301865.40    | 0.23%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BATLN 2018-12A BRR 144A               | BATTALION CLO XII LTD                                                          | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249721.78    | 0.19%             | 2031-05-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BATLN 2020-15A A1RR 144A              | BATTALION CLO XV LTD                                                           | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    220484 | PA      | $219953.70    | 0.17%             | 2033-01-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BATLN 2020-15A CR 144A                | BATTALION CLO XV LTD                                                           | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250191.13    | 0.19%             | 2033-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BATLN 2021-21A BR 144A                | BATTALION CLO XXI LTD                                                          | CUSIP: 07134WAS2<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250155.15    | 0.19%             | 2034-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BVCLN 2024-CAR1 C 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                              | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    103505 | PA      | $103853.45    | 0.08%             | 2031-12-26      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 B 144A                | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC                              | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    266691 | PA      | $267179.24    | 0.20%             | 2048-07-27      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BBCMS 2015-SRCH D 144A                | BBCMS TRUST 2015-SRCH                                                          | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94748.67     | 0.07%             | 2035-08-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V11 AM                     | BENCHMARK 2024-V11 MORTGAGE TRUST                                              | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $57706.18     | 0.04%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V6 A1                      | BENCHMARK 2024-V6 MORTGAGE TRUST                                               | CUSIP: 081927AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33951 | PA      | $34129.98     | 0.03%             | 2057-03-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8 A1                      | BENCHMARK 2024-V8 MORTGAGE TRUST                                               | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22147 | PA      | $22518.02     | 0.02%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-B41 A1                     | BENCHMARK 2025-B41 MORTGAGE TRUST                                              | CUSIP: 081935AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96923 | PA      | $97294.98     | 0.07%             | 2068-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-5MW C 144A                  | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                        | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100904.19    | 0.08%             | 2042-10-10      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A D 144A                  | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                        | CUSIP: 095921AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $254221.21    | 0.19%             | 2031-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BLUEM 2016-3A A1R2 144A               | BLUEMOUNTAIN CLO 2016-3 LTD                                                    | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |     49670 | PA      | $49671.57     | 0.04%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BLUEM 2018-3A A1R 144A                | BLUEMOUNTAIN CLO 2018-3 LTD                                                    | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     85837 | PA      | $85873.10     | 0.06%             | 2030-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 A3                       | BMO 2024-5C4 MORTGAGE TRUST                                                    | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $532573.35    | 0.40%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC 144A               | BMW US CAPITAL LLC                                                             | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355446.35    | 0.27%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC 144A               | BMW US CAPITAL LLC                                                             | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75728.40     | 0.06%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS 144A                      | BNP PARIBAS SA                                                                 | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $364014.00    | 0.27%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                         | BOEING CO/THE                                                                  | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136797.68    | 0.10%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO/THE                                                                  | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241838.75    | 0.18%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                             | BOEING CO/THE                                                                  | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79698.40     | 0.06%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC 144A          | BOOZ ALLEN HAMILTON INC                                                        | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    525000 | PA      | $516704.48    | 0.39%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLVR 2019-1A ARR 144A                 | BOWLING GREEN PARK CLO LLC                                                     | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249923.98    | 0.19%             | 2035-04-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| HGVGI 2019-A A 144A                   | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                                 | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63820 | PA      | $63314.87     | 0.05%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                     | BROWN & BROWN INC                                                              | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55528.83     | 0.04%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3 B 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                                         | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44146 | PA      | $44187.54     | 0.03%             | 2039-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS B 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                         | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146541 | PA      | $146632.77    | 0.11%             | 2041-05-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT C 144A                   | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                                         | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $154861.55    | 0.12%             | 2042-01-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT A 144A                   | BX TRUST 2025-VOLT                                                             | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $139912.50    | 0.11%             | 2044-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT B 144A                   | BX TRUST 2025-VOLT                                                             | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105131.25    | 0.08%             | 2044-12-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES               | CANADIAN NATURAL RESOURCES LTD                                                 | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149253.15    | 0.11%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANYC 2019-2A AR2 144A                | CANYON CAPITAL CLO 2019-2 LTD                                                  | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498852.80    | 0.38%             | 2034-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | CAPITAL ONE FINANCIAL CORP                                                     | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36406.72     | 0.03%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | CAPITAL ONE FINANCIAL CORP                                                     | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236126.03    | 0.18%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-4 D                        | CARMAX AUTO OWNER TRUST 2022-4                                                 | CUSIP: 14318UAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $206865.48    | 0.16%             | 2029-04-16      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-2 D                        | CARMAX AUTO OWNER TRUST 2023-2                                                 | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $137936.99    | 0.10%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N3 B                       | CARVANA AUTO RECEIVABLES TRUST 2021-N3                                         | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48788 | PA      | $47328.76     | 0.04%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N4 D                       | CARVANA AUTO RECEIVABLES TRUST 2021-N4                                         | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23505 | PA      | $22968.81     | 0.02%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P1 D                       | CARVANA AUTO RECEIVABLES TRUST 2021-P1                                         | CUSIP: 14687BAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $29735.26     | 0.02%             | 2027-12-10      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 B 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N2                                         | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60754.85     | 0.05%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 C 144A                  | CARVANA AUTO RECEIVABLES TRUST 2024-N2                                         | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372000 | PA      | $379937.74    | 0.29%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 144A                       | CARVANA CO                                                                     | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    240000 | PA      | $270000.00    | 0.20%             | 2031-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                     | CBRE SERVICES INC                                                              | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96553.92     | 0.07%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 B                         | CD 2016-CD1 MORTGAGE TRUST                                                     | CUSIP: 12514MBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $83185.87     | 0.06%             | 2049-08-10      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | CELANESE US HOLDINGS LLC                                                       | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146250.00    | 0.11%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | CELANESE US HOLDINGS LLC                                                       | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96585.00     | 0.07%             | 2027-07-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | CENCORA INC                                                                    | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30708.69     | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                           | CENCORA INC                                                                    | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55626.78     | 0.04%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA 144A                      | CENCOSUD SA                                                                    | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $200222.60    | 0.15%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY A 144A                 | CENT 2025-CITY                                                                 | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $122115.42    | 0.09%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC TL B 1L BANKDEBT   | CENTRAL PARENT LLC                                                             | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199496 | PA      | $165394.34    | 0.12%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                   | CHARLES SCHWAB CORP/THE                                                        | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650490.75    | 0.49%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CACLN 2025-1 C 144A                   | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                                   | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343072 | PA      | $345406.29    | 0.26%             | 2033-02-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHPRK 2018-1A BR 144A                 | CHENANGO PARK CLO LTD                                                          | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250263.45    | 0.19%             | 2030-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                   | CHENIERE ENERGY INC                                                            | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132976.06    | 0.10%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIFC 2016-1A D1R3 144A                | CIFC FUNDING 2016-I LTD                                                        | CUSIP: 17180TBS0<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248107.70    | 0.19%             | 2031-10-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CGCMT 2016-C1 AS                      | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1                                    | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197555.34    | 0.15%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A B 144A                 | CLARUS CAPITAL FUNDING 2024-1 LLC                                              | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100334.49    | 0.08%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A               | CNO GLOBAL FUNDING                                                             | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45890.78     | 0.03%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A               | CNO GLOBAL FUNDING                                                             | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147049.05    | 0.11%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 A2 144A                   | COLT 2024-6 MORTGAGE LOAN TRUST                                                | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    163974 | PA      | $164571.45    | 0.12%             | 2069-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 A3 144A                | COLT 2024-INV4 MORTGAGE LOAN TRUST                                             | CUSIP: 19688QAC5<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |     85644 | PA      | $86517.86     | 0.07%             | 2069-05-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 A1 144A                   | COLT 2025-4 MORTGAGE LOAN TRUST                                                | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |     86649 | PA      | $87850.28     | 0.07%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 A1 144A                | COLT 2025-INV2 MORTGAGE LOAN TRUST                                             | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |    100767 | PA      | $101938.36    | 0.08%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A         | COLUMBIA PIPELINES HOLDING CO LLC                                              | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5047.74      | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC 144A           | COMSTOCK RESOURCES INC                                                         | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164175.00    | 0.12%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONAGRA FOODS INC 4/2 144A CP         | CONAGRA BRANDS INC                                                             | CUSIP: 20600GZC3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599012.52    | 0.45%             | 2025-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAS 2021-R01 1M2 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                                   | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104206 | PA      | $104366.28    | 0.08%             | 2041-10-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R04 1A1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2024-R04                                   | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149590 | PA      | $149823.08    | 0.11%             | 2044-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R03 2A1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                                   | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91987 | PA      | $92563.80     | 0.07%             | 2045-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R06 1M1 144A                 | CONNECTICUT AVENUE SECURITIES TRUST 2025-R06                                   | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141548 | PA      | $141379.10    | 0.11%             | 2045-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC              | COREBRIDGE FINANCIAL INC                                                       | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198509.00    | 0.15%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE GLOB FUNDING 144A          | COREBRIDGE GLOBAL FUNDING                                                      | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41017.96     | 0.03%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A          | COREBRIDGE GLOBAL FUNDING                                                      | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135350.19    | 0.10%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                           | CORP NACIONAL DEL COBRE DE CHILE                                               | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    230000 | PA      | $218337.76    | 0.16%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPM HOLDINGS TL 1L BANKDEBT           | CPM HOLDINGS INC                                                               | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    276887 | PA      | $275330.81    | 0.21%             | 2028-09-28      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A               | CREDIT AGRICOLE SA                                                             | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $257471.50    | 0.19%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE 144A          | CRESCENT ENERGY FINANCE LLC                                                    | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121540.00    | 0.09%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H6 A2 144A                 | CROSS 2024-H6 MORTGAGE TRUST                                                   | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163780 | PA      | $163903.95    | 0.12%             | 2069-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                                               | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108982.23    | 0.08%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                                               | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249438.25    | 0.19%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                      | CROWN CASTLE INC                                                               | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177188.20    | 0.13%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP 4/2 144A CP    | CROWN CASTLE INTL 0.0 18DEC25 144A                                             | CUSIP: 22823PZJ5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598519.14    | 0.45%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC 144A          | CROWN CASTLE TOWERS LLC                                                        | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $442899.52    | 0.33%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ALTICE TL B5 1L BANKDEBT              | CSC HOLDINGS LLC                                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     78338 | PA      | $69574.03     | 0.05%             | 2027-04-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC 144A                  | CSL FINANCE PLC                                                                | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24959.28     | 0.02%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE 144A         | CVR PARTNERS LP / CVR NITROGEN FINANCE CORP                                    | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $298875.00    | 0.22%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                                                | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79469.44     | 0.06%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                                                                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250748.25    | 0.19%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A2 144A                 | CYRUSONE DATA CENTERS ISSUER I LLC                                             | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $107817.46    | 0.08%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                        | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150419.85    | 0.11%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA 144A          | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                        | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150134.85    | 0.11%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| DAIMLER TRUCK FINAN NA 144A           | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                        | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151415.55    | 0.11%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                  | DANSKE BANK A/S                                                                | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $201627.20    | 0.15%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S 144A                  | DANSKE BANK A/S                                                                | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $202960.20    | 0.15%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC B 144A                   | DBC 2025-DBC MORTGAGE TRUST                                                    | CUSIP: 23306HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299999.91    | 0.23%             | 2042-11-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-1 D 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-1                                            | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101668.34    | 0.08%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 B 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-2                                            | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100898.32    | 0.08%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 D 144A                    | DELL EQUIPMENT FINANCE TRUST 2024-2                                            | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100827.70    | 0.08%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-1 C 144A                    | DELL EQUIPMENT FINANCE TRUST 2025-1                                            | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101573.19    | 0.08%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | DIAMONDBACK ENERGY INC                                                         | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40545.92     | 0.03%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                | DIAMONDBACK ENERGY INC                                                         | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290887.20    | 0.22%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV TL EXT 1L BANKDEBT            | DIRECTV FINANCING LLC                                                          | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    272717 | PA      | $272874.94    | 0.21%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1A A3 144A                 | DLLAD 2023-1 LLC                                                               | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31531 | PA      | $31670.49     | 0.02%             | 2028-01-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                   | DOLLAR GENERAL CORP                                                            | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199649.80    | 0.15%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                 | DP WORLD CRESCENT LTD                                                          | CUSIP: AU4586304<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    380000 | PA      | $383956.94    | 0.29%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HONK 2020-1A A2 144A                  | DRIVEN BRANDS FUNDING LLC                                                      | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346647 | PA      | $340950.62    | 0.26%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| HONK 2019-2A A2 144A                  | DRIVEN BRANDS FUNDING LLC                                                      | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206342 | PA      | $204758.06    | 0.15%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| DRSLF 2016-45A BRR 144A               | DRYDEN 45 SENIOR LOAN FUND                                                     | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249876.95    | 0.19%             | 2030-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                         | DTE ENERGY CO                                                                  | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40461.60     | 0.03%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                      | DUKE ENERGY CORP                                                               | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401528.80    | 0.30%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A         | EAGLE FUNDING LUXCO SARL                                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    250000 | PA      | $254110.00    | 0.19%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                         | ECHOSTAR CORP                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $330750.00    | 0.25%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL 4/2 144A CP      | EDISON INTERNATIONAL                                                           | CUSIP: 28103AZ15<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299895.93    | 0.23%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A1 144A                | EFMT 2024-INV2                                                                 | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     87392 | PA      | $87536.44     | 0.07%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A2 144A                | EFMT 2024-INV2                                                                 | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     87392 | PA      | $87659.92     | 0.07%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2 A1 144A                | EFMT 2025-INV2                                                                 | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    202918 | PA      | $203699.41    | 0.15%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| EHGVT 2019-A C 144A                   | ELARA HGV TIMESHARE ISSUER 2019-A LLC                                          | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11073 | PA      | $10991.49     | 0.01%             | 2034-01-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EHGVT 2019-A A 144A                   | ELARA HGV TIMESHARE ISSUER 2019-A LLC                                          | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24913 | PA      | $24726.77     | 0.02%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A         | ELEMENT FLEET MANAGEMENT CORP                                                  | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $123054.24    | 0.09%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LTD                       | EMAAR SUKUK LTD                                                                | CUSIP: LW3641039<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $198747.00    | 0.15%             | 2026-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | ENBRIDGE INC                                                                   | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55605.17     | 0.04%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A             | ENEL FINANCE INTERNATIONAL NV                                                  | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200070.20    | 0.15%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DURAVANT TL 2L BANKDEBT               | ENGINEERED MACHINERY HOLDINGS INC                                              | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     80000 | PA      | $80000.00     | 0.06%             | 2029-05-21      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| EFF 2023-2 A2 144A                    | ENTERPRISE FLEET FINANCING 2023-2 LLC                                          | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79047 | PA      | $79493.92     | 0.06%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | ENTERPRISE PRODUCTS OPERATING LLC                                              | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    430000 | PA      | $435462.72    | 0.33%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                     | EOG RESOURCES INC                                                              | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215894.19    | 0.16%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A         | EQUITABLE AMERICA GLOBAL FUNDING                                               | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177783.73    | 0.13%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EART 2022-4A D                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4                                     | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38182 | PA      | $38462.90     | 0.03%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EART 2024-1A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1                                     | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403896.80    | 0.30%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2                                     | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60502.97     | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2                                     | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $141378.06    | 0.11%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                     | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $285820.74    | 0.22%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A B                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                     | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115215.88    | 0.09%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A C                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                     | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201085.58    | 0.15%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ESART 2025-1 B                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1                              | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149000 | PA      | $150981.22    | 0.11%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 B                        | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                              | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136154.43    | 0.10%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH C 144A                   | EXTENDED STAY AMERICA TRUST 2025-ESH                                           | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100314.59    | 0.08%             | 2042-10-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                    | FANNIE MAE OR FREDDIE MAC                                                      | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285000 | PA      | $284394.63    | 0.21%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30683 | PA      | $31555.00     | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193456 | PA      | $185387.94    | 0.14%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422459 | PA      | $404710.22    | 0.30%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16288 | PA      | $16572.53     | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479945 | PA      | $488991.55    | 0.37%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81222 | PA      | $83138.72     | 0.06%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140NKJY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330853 | PA      | $334270.15    | 0.25%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588188 | PA      | $578305.68    | 0.44%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140A94B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138252 | PA      | $140386.20    | 0.11%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54060 | PA      | $55828.40     | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140XRP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54008 | PA      | $52988.07     | 0.04%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140Y7LJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195281 | PA      | $198796.10    | 0.15%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76537 | PA      | $74942.93     | 0.06%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253135 | PA      | $257323.36    | 0.19%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                             | FANNIE MAE POOL                                                                | CUSIP: 3140QQRN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174824 | PA      | $175404.82    | 0.13%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140W0KV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147969 | PA      | $148417.84    | 0.11%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140Y7H84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223046 | PA      | $224095.99    | 0.17%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392540 | PA      | $393526.35    | 0.30%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140XPUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241705 | PA      | $250456.12    | 0.19%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75608 | PA      | $77436.55     | 0.06%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26359 | PA      | $27407.09     | 0.02%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140QNGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469221 | PA      | $416941.00    | 0.31%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270154 | PA      | $270421.26    | 0.20%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140XMA55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243620 | PA      | $247676.60    | 0.19%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FANNIE MAE POOL                                                                | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4286 | PA      | $4417.70      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS 144A           | FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                    | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $302153.40    | 0.23%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FAHB 2024-HB1 A1A 144A                | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                                        | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6131 | PA      | $6127.58      | 0.00%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS              | FIRST ABU DHABI BANK PJSC                                                      | CUSIP: BZ5735841<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $203929.59    | 0.15%             | 2027-10-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                      | FIRSTENERGY CORP                                                               | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134089.56    | 0.10%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION              | FIRSTENERGY TRANSMISSION LLC                                                   | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30367.98     | 0.02%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                     | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256106.25    | 0.19%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241618.75    | 0.18%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174068.48    | 0.13%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| FSMT 2019-1INV A11 144A               | FLAGSTAR MORTGAGE TRUST 2019-1                                                 | CUSIP: 33852AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12697 | PA      | $12221.29     | 0.01%             | 2049-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FSMT 2020-1INV A11 144A               | FLAGSTAR MORTGAGE TRUST 2020-1NV                                               | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61560 | PA      | $58941.07     | 0.04%             | 2050-03-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FOCUS 2023-2 144A                     | FOCUS BRANDS FUNDING                                                           | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147000 | PA      | $156284.01    | 0.12%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 B 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                     | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100449.95    | 0.08%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 D 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                     | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146185.84    | 0.11%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORDF 2024-1 B 144A                   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                     | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101631.97    | 0.08%             | 2029-04-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                                       | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408908.40    | 0.31%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                                       | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209440.80    | 0.16%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING 144A         | FORTITUDE GLOBAL FUNDING                                                       | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165056.43    | 0.12%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS 144A         | FORTITUDE GROUP HOLDINGS LLC                                                   | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196981.74    | 0.15%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FCBSL 2020-1A BR 144A                 | FORTRESS CREDIT BSL IX LTD                                                     | CUSIP: 34962XAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299529.54    | 0.23%             | 2033-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FCBSL 2020-1A A1AR 144A               | FORTRESS CREDIT BSL IX LTD                                                     | CUSIP: 34962XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249801.10    | 0.19%             | 2033-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-1A BR 144A                 | FORTRESS CREDIT BSL VII LTD                                                    | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250627.03    | 0.19%             | 2032-07-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-2A A2R 144A                | FORTRESS CREDIT BSL VIII LTD                                                   | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249988.98    | 0.19%             | 2032-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FCBSL 2022-2A AR 144A                 | FORTRESS CREDIT BSL XV LTD                                                     | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250298.08    | 0.19%             | 2033-10-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A            | FOUNDRY JV HOLDCO LLC                                                          | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206771.40    | 0.16%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A            | FOUNDRY JV HOLDCO LLC                                                          | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209984.80    | 0.16%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHMS K060 A1                          | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                   | CUSIP: 3137BTAB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18057 | PA      | $17970.71     | 0.01%             | 2026-07-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FHMS K085 A2                          | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                   | CUSIP: 3137FK4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106000 | PA      | $106769.30    | 0.08%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| FHMS K084 A2                          | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                   | CUSIP: 3137FJZ93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $249956.30    | 0.19%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 31427PB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29429 | PA      | $29897.52     | 0.02%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39063 | PA      | $39992.10     | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80987 | PA      | $83198.19     | 0.06%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 31426LK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13810 | PA      | $14179.55     | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    527858 | PA      | $541976.05    | 0.41%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118456 | PA      | $122377.81    | 0.09%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 31427QQL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5583 | PA      | $5589.64      | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 31427NWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145777 | PA      | $151326.69    | 0.11%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242632 | PA      | $249466.51    | 0.19%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106240 | PA      | $106514.93    | 0.08%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 3132DWJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45483 | PA      | $44580.73     | 0.03%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177624 | PA      | $174603.12    | 0.13%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 3142GS5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187387 | PA      | $188268.83    | 0.14%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306544 | PA      | $301678.63    | 0.23%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 31427M6N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    570861 | PA      | $579793.59    | 0.44%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292202 | PA      | $300351.22    | 0.23%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214521 | PA      | $219930.78    | 0.17%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                            | FREDDIE MAC POOL                                                               | CUSIP: 31426PDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55401 | PA      | $56832.30     | 0.04%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA5 M2 144A               | FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                        | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     24814 | PA      | $24867.41     | 0.02%             | 2034-01-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| STACR 2023-HQA3 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2023-HQA3                                        | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |    323648 | PA      | $326866.68    | 0.25%             | 2043-11-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA3 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2024-DNA3                                        | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |     67600 | PA      | $67749.46     | 0.05%             | 2044-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA1 A1 144A               | FREDDIE MAC STACR REMIC TRUST 2025-DNA1                                        | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |     17625 | PA      | $17642.32     | 0.01%             | 2045-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FWLS 2017-SC02 M1 144A                | FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02                              | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14850 | PA      | $14787.36     | 0.01%             | 2047-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                                           | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349674.50    | 0.26%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                                                           | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114734.93    | 0.09%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREMF 2020-K737 B 144A                | FREMF 2020-K737 MORTGAGE TRUST                                                 | CUSIP: 30300SAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98764.01     | 0.07%             | 2053-01-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| FYBR 2024-1 C 144A                    | FRONTIER ISSUER LLC                                                            | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $364166.04    | 0.27%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| FYBR 2023-1 C 144A                    | FRONTIER ISSUER LLC                                                            | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $124057.49    | 0.09%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A          | GA GLOBAL FUNDING TRUST                                                        | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154059.00    | 0.12%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 144A                      | GARTNER INC                                                                    | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248725.75    | 0.19%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                             | GATX CORP                                                                      | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40553.68     | 0.03%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 A1 144A                | GCAT 2025-NQM1 TRUST                                                           | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233052 | PA      | $234031.83    | 0.18%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124955.75    | 0.09%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                                | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81280.24     | 0.06%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                                | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280073.75    | 0.21%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                                | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237752.19    | 0.18%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                           | GEOPARK LTD                                                                    | CUSIP: ZP4880172<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $192519.00    | 0.14%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA DEC                       | GINNIE MAE                                                                     | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    635000 | PA      | $634236.41    | 0.48%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                                             | CUSIP: 36202FEL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75683 | PA      | $79666.70     | 0.06%             | 2040-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                         | GINNIE MAE II POOL                                                             | CUSIP: 36202FNW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84731 | PA      | $88532.22     | 0.07%             | 2040-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-1  B                       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1                      | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35286.15     | 0.03%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-3 C                        | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3                      | CUSIP: 36267KAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45888.43     | 0.03%             | 2029-02-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GFORT 2023-1 B 144A                   | GMF FLOORPLAN OWNER REVOLVING TRUST                                            | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $231643.49    | 0.17%             | 2028-06-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO              | GMR HYDERABAD INTERNATIONAL AIRPORT LTD                                        | CUSIP: AP5111855<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |    220000 | PA      | $216976.01    | 0.16%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                      | GOHL CAPITAL LTD                                                               | CUSIP: AM1928143<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $197900.50    | 0.15%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                                    | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166829.85    | 0.13%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                                    | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165989.44    | 0.12%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOST 2024-1A BR 144A                  | GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD                                       | CUSIP: 381929AQ1<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247780.58    | 0.19%             | 2035-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| FOCUS 2017-1A A2II 144A               | GOTO FOODS FUNDING LLC                                                         | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320250 | PA      | $318629.18    | 0.24%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GPC MERGER SUB INC 144A               | GRAHAM PACKAGING CO INC                                                        | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30651.25     | 0.02%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GALC 2025-2 A3 144A                   | GREATAMERICA LEASING RECEIVABLES FUNDING LLC                                   | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100277.67    | 0.08%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GALC 2024-1 A2 144A                   | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2024-1                     | CUSIP: 39154TCH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47957 | PA      | $48023.02     | 0.04%             | 2026-08-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-NQM3 A1 144A               | GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM3                                  | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |    214327 | PA      | $214805.21    | 0.16%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| HNGRY 2020-1A A2 144A                 | HARDEE'S FUNDING LLC                                                           | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238125 | PA      | $229879.54    | 0.17%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINL SER 4/2 144A CP  | HARLEY-DAVIDSON FINANCIAL SERVICES INC                                         | CUSIP: 41282KA65<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597242.70    | 0.45%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205581.60    | 0.15%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                               | HCA INC                                                                        | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224148.76    | 0.17%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 4/2 144A CP                   | HCA INC 4/2 144A CP 4.5100 20260105                                            | CUSIP: 40412DA58<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597259.38    | 0.45%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                         | HDFC BANK LTD/GANDHINAGAR                                                      | CUSIP: ZL2067664<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $200882.98    | 0.15%             | 2026-03-02      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A         | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                             | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66855.95     | 0.05%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                      | HF SINCLAIR CORP                                                               | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129299.38    | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP 144A         | HILCORP ENERGY I LP / HILCORP FINANCE CO                                       | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $190237.50    | 0.14%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILT 2024-ORL C 144A                  | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                        | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105131.01    | 0.08%             | 2037-05-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| HGVT 2019-AA B 144A                   | HILTON GRAND VACATIONS TRUST 2019-A                                            | CUSIP: 43284HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31794 | PA      | $31636.31     | 0.02%             | 2033-07-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| HGVT 2023-1A C 144A                   | HILTON GRAND VACATIONS TRUST 2023-1                                            | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36665 | PA      | $37890.29     | 0.03%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| HGVT 2025-1A B 144A                   | HILTON GRAND VACATIONS TRUST 2025-1                                            | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157906 | PA      | $160249.41    | 0.12%             | 2042-05-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HPA 2022-1 D 144A                     | HOME PARTNERS OF AMERICA 2022-1 TRUST                                          | CUSIP: 43730NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95385 | PA      | $94487.57     | 0.07%             | 2039-04-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 A1 144A               | HOMES 2025-NQM2 TRUST                                                          | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182216 | PA      | $182995.84    | 0.14%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 A1 144A               | HOMES 2025-NQM4 TRUST                                                          | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146132 | PA      | $146578.65    | 0.11%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 A2 144A               | HOMES 2025-NQM4 TRUST                                                          | CUSIP: 403958AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    487106 | PA      | $489074.72    | 0.37%             | 2070-08-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A D 144A                  | HPEFS EQUIPMENT TRUST 2023-2                                                   | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101156.31    | 0.08%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A D 144A                  | HPEFS EQUIPMENT TRUST 2024-2                                                   | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102202.52    | 0.08%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                                              | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203977.80    | 0.15%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                                              | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202968.40    | 0.15%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                                              | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203461.60    | 0.15%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                            | HUMANA INC                                                                     | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25805.08     | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                            | HUMANA INC                                                                     | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234077.85    | 0.18%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HACLN 2024-1 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                         | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115072 | PA      | $116943.55    | 0.09%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-2 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2                         | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292805 | PA      | $295856.76    | 0.22%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                  | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1                         | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187696 | PA      | $189198.63    | 0.14%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS              | HUNTINGTON INGALLS INDUSTRIES INC                                              | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25869.38     | 0.02%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYT 2024-RGCY A 144A                  | HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY                                        | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120173.94    | 0.09%             | 2041-09-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B B 144A                   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                 | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $106441.30    | 0.08%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B A3 144A                  | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                 | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100828.70    | 0.08%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                        | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201532.60    | 0.15%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                        | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80277.12     | 0.06%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                        | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211621.83    | 0.16%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A          | HYUNDAI CAPITAL AMERICA                                                        | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303114.90    | 0.23%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ICON INVESTMENTS SIX DAC              | ICON INVESTMENTS SIX DAC                                                       | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $458779.95    | 0.35%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A          | IMPERIAL BRANDS FINANCE PLC                                                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201932.20    | 0.15%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                   | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202995.80    | 0.15%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE              | INTERCONTINENTAL EXCHANGE INC                                                  | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110081.84    | 0.08%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTL FLAVORS & FRAGRANCE 4/2 144A CP  | INTERNATIONAL FLAVORS & FRAGRANCES INC                                         | CUSIP: 4595A2ZW2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597823.98    | 0.45%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                             | IQVIA INC                                                                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68539.38     | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMCC 2016-NINE A 144A                | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE               | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $399826.13    | 0.30%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JACK 2022-1A A2I 144A                 | JACK IN THE BOX FUNDING LLC                                                    | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351500 | PA      | $342238.50    | 0.26%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                                           | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175172.73    | 0.13%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A         | JACKSON NATIONAL LIFE GLOBAL FUNDING                                           | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251242.25    | 0.19%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| JAPAN TOBACCO INC 144A                | JAPAN TOBACCO INC                                                              | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $326216.32    | 0.25%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMCC 2018-WPT BFL 144A               | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT                  | CUSIP: 46645WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59000 | PA      | $51331.18     | 0.04%             | 2033-07-05      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV2 A3 144A               | JP MORGAN MORTGAGE TRUST 2019-INV2                                             | CUSIP: 46651DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62148 | PA      | $57034.00     | 0.04%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1B 144A              | JP MORGAN MORTGAGE TRUST 2025-DSC2                                             | CUSIP: 46659VAC2<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |     48788 | PA      | $48870.34     | 0.04%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-HE3 A1 144A                | JP MORGAN MORTGAGE TRUST 2025-HE3                                              | CUSIP: 46660CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $125000.00    | 0.09%             | 2056-03-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC1 A1 144A               | JP MORGAN MORTGAGE TRUST SERIES 2025-DSC1                                      | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    212786 | PA      | $214673.40    | 0.16%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-NMQ3 A1 144A               | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3                                      | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    457470 | PA      | $460809.58    | 0.35%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                                            | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202958.80    | 0.15%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                                                            | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96012.42     | 0.07%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                  | KEURIG DR PEPPER INC                                                           | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284434.50    | 0.21%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KKR 18 A1R2 144A                      | KKR CLO 18 LTD                                                                 | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $448969.37    | 0.34%             | 2035-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| KKR 28A AR2 144A                      | KKR CLO 28 LTD                                                                 | CUSIP: 48253WAW2<br>LEI: 549300OP87QBZ6KR1406 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $349650.00    | 0.26%             | 2035-02-09      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KKR 33A AR 144A                       | KKR CLO 33 LTD                                                                 | CUSIP: 48254QAF1<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399500.72    | 0.30%             | 2034-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KKR 33A BR 144A                       | KKR CLO 33 LTD                                                                 | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249530.93    | 0.19%             | 2034-07-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| KKR 34A BR 144A                       | KKR CLO 34 LTD                                                                 | CUSIP: 48253UAL0<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250322.20    | 0.19%             | 2034-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| KKR 40A AR 144A                       | KKR CLO 40 LTD                                                                 | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    650000 | PA      | $650129.94    | 0.49%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KLABIN FINANCE SA                     | KLABIN AUSTRIA GMBH                                                            | CUSIP: AP1223738<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $200195.12    | 0.15%             | 2027-09-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                     | KRAKATAU POSCO PT                                                              | CUSIP: YX1814418<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $203759.55    | 0.15%             | 2027-06-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KT CORP 144A                          | KT CORP                                                                        | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200191.47    | 0.15%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KOREA TOBACCO & GINSENG               | KT&G CORP                                                                      | CUSIP: YQ9995073<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $204133.81    | 0.15%             | 2028-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                      | LG ENERGY SOLUTION LTD                                                         | CUSIP: YX5618112<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    205000 | PA      | $208337.09    | 0.16%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC 144A             | LIFEPOINT HEALTH INC                                                           | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $241450.00    | 0.18%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC              | LLOYDS BANKING GROUP PLC                                                       | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202752.60    | 0.15%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                                               | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96297.04     | 0.07%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                                               | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    291000 | PA      | $296257.79    | 0.22%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                      | LPL HOLDINGS INC                                                               | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47925.50     | 0.04%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD 144A                | MA'ADEN SUKUK LTD                                                              | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $205521.71    | 0.15%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC 144A                  | MADISON IAQ LLC                                                                | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214775.00    | 0.16%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MDPK 2016-24A CR2 144A                | MADISON PARK FUNDING XXIV LTD                                                  | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250182.90    | 0.19%             | 2029-10-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO              | MANUFACTURERS & TRADERS TRUST CO                                               | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252103.00    | 0.19%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MP15 2019-1A A1R2 144A                | MARBLE POINT CLO XV LTD                                                        | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    196783 | PA      | $196822.08    | 0.15%             | 2032-07-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                | MARRIOTT INTERNATIONAL INC/MD                                                  | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21468.70     | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                                         | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60771.06     | 0.05%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                | MARVELL TECHNOLOGY INC                                                         | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $254469.25    | 0.19%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| MATTEL INC                            | MATTEL INC                                                                     | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806408.00    | 0.61%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MED 2024-MOB A 144A                   | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                                         | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99650.39     | 0.07%             | 2041-05-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MEDCO BELL PTE LTD                    | MEDCO BELL PTE LTD                                                             | CUSIP: ZP5617490<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200239.06    | 0.15%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV               | MEGLOBAL BV                                                                    | CUSIP: BP2041641<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $383319.80    | 0.29%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                 | MELCO RESORTS FINANCE LTD                                                      | CUSIP: AZ5835659<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    410000 | PA      | $409477.09    | 0.31%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MERLIN BUYER TL 1L BANKDEBT           | MERLIN BUYER INC                                                               | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |     65000 | PA      | $65487.50     | 0.05%             | 2028-12-14      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| META PLATFORMS INC                    | META PLATFORMS INC                                                             | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221354.32    | 0.17%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-INV1 A1 144A                | MFA 2021-INV1 TRUST                                                            | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25757 | PA      | $25097.57     | 0.02%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL 144A                 | MIDCAP FINANCIAL ISSUER TRUST                                                  | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197250.00    | 0.15%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MILOS 2017-1A BR 144A                 | MILOS CLO LTD                                                                  | CUSIP: 60162PAG7<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250098.93    | 0.19%             | 2030-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MMAF 2020-A A3 144A                   | MMAF EQUIPMENT FINANCE LLC 2020-A                                              | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29746 | PA      | $29517.02     | 0.02%             | 2027-04-09      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                                 | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147715.71    | 0.11%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-C35 A1                     | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-C35                    | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241893 | PA      | $243832.65    | 0.18%             | 2058-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                       | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97541 | PA      | $98312.52     | 0.07%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MPLX LP                               | MPLX LP                                                                        | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    460000 | PA      | $465070.12    | 0.35%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL               | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP                                | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $207743.75    | 0.16%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MVWOT 2021-1WA C 144A                 | MVW 2021-1W LLC                                                                | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20566 | PA      | $19761.94     | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-2A C 144A                  | MVW 2021-2 LLC                                                                 | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55035 | PA      | $52362.97     | 0.04%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-1A C 144A                  | MVW 2023-1 LLC                                                                 | CUSIP: 62848PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77739 | PA      | $79884.20     | 0.06%             | 2040-10-20      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| MVWOT 2024-1A A 144A                  | MVW 2024-1 LLC                                                                 | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154047 | PA      | $156460.70    | 0.12%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NCC 2018-IIA A 144A                   | NASSAU 2018-II LTD                                                             | CUSIP: 63152PAA6<br>LEI: 549300TDGAMJFORBZE92 | Long             | ABS-CBDO         | CORP              | KY        |     29915 | PA      | $29917.46     | 0.02%             | 2031-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                          | NAVIENT CORP                                                                   | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    230000 | PA      | $255587.50    | 0.19%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NAVIENT CORP                          | NAVIENT CORP                                                                   | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84787.50     | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-A A2A 144A                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A                                    | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33508 | PA      | $32479.11     | 0.02%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-A A2A 144A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A                               | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      7437 | PA      | $7414.90      | 0.01%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-CA A2 144A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C                               | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104459 | PA      | $103275.86    | 0.08%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-D A2A 144A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D                               | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108511 | PA      | $105945.23    | 0.08%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-GA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G                               | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26949 | PA      | $26267.39     | 0.02%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-DA A 144A                  | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                               | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50549 | PA      | $48220.05     | 0.04%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 C 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                              | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35187.11     | 0.03%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 C 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1                    | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30028.25     | 0.02%             | 2030-09-25      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 B 144A                   | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1                    | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55046.56     | 0.04%             | 2030-09-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC 144A             | NEPTUNE BIDCO US INC                                                           | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267975.00    | 0.20%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR 144A                 | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                                      | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249839.48    | 0.19%             | 2036-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-NQ1R A3 144A                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM1R                                 | CUSIP: 64828BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33361 | PA      | $30427.47     | 0.02%             | 2055-07-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A2 144A                | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                  | CUSIP: 64832FAD8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    469430 | PA      | $471811.52    | 0.36%             | 2065-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC 144A                | NEWELL BRANDS INC                                                              | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    301000 | PA      | $312663.75    | 0.24%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NEXTERA ENERGY CAPITAL HOLDINGS INC                                            | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75752.78     | 0.06%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY PARTNERS LP 144A           | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                             | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205750.00    | 0.15%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A             | NIAGARA MOHAWK POWER CORP                                                      | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160868.96    | 0.12%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NMEF 2024-A A2 144A                   | NMEF FUNDING 2024-A LLC                                                        | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120611 | PA      | $121315.52    | 0.09%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NMEF 2025-A A2 144A                   | NMEF FUNDING 2025-A LLC                                                        | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79802 | PA      | $80034.52     | 0.06%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WOODS 2018-14BA AR 144A               | NORTHWOODS CAPITAL XIV-B LTD                                                   | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |    134402 | PA      | $134417.83    | 0.10%             | 2031-11-13      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6 A1 144A                | NRZT 2025-NQM6                                                                 | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $594997.38    | 0.45%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                 | NTT FINANCE CORP                                                               | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202453.80    | 0.15%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                           | NUTRIEN LTD                                                                    | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50907.05     | 0.04%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                | NXP BV / NXP FUNDING LLC                                                       | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    300000 | PA      | $310517.40    | 0.23%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                | NXP BV / NXP FUNDING LLC / NXP USA INC                                         | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     75000 | PA      | $75358.50     | 0.06%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NYC 2025-28L C 144A                   | NYC COMMERCIAL MORTGAGE TRUST 2025-28L                                         | CUSIP: 67123JAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $246124.18    | 0.19%             | 2038-11-05      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 2A1 144A                | OBX 2019-EXP3 TRUST                                                            | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16367 | PA      | $16345.38     | 0.01%             | 2059-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 1A9 144A                | OBX 2019-EXP3 TRUST                                                            | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83423 | PA      | $78578.08     | 0.06%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2019-INV2 A25 144A                | OBX 2019-INV2 TRUST                                                            | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33158 | PA      | $31279.93     | 0.02%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 2A1B 144A               | OBX 2020-EXP1 TRUST                                                            | CUSIP: 67448TBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44655 | PA      | $43853.68     | 0.03%             | 2060-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 A3 144A                 | OBX 2021-NQM1 TRUST                                                            | CUSIP: 67114BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283167 | PA      | $250375.35    | 0.19%             | 2066-02-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | OCCIDENTAL PETROLEUM CORP                                                      | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148275.00    | 0.11%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR              | OCCIDENTAL PETROLEUM CORP                                                      | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71688.61     | 0.05%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCT39 2018-3A AR 144A                 | OCTAGON INVESTMENT PARTNERS 39 LTD                                             | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     38601 | PA      | $38596.98     | 0.03%             | 2030-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OCT21 2014-1A A2R4 144A               | OCTAGON INVESTMENT PARTNERS XXI LTD                                            | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249686.98    | 0.19%             | 2031-02-14      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| OCTL 2022-1A B 144A                   | OCTANE RECEIVABLES TRUST 2022-1                                                | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7025 | PA      | $7026.87      | 0.01%             | 2028-05-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OCTL 2022-2A C 144A                   | OCTANE RECEIVABLES TRUST 2022-2                                                | CUSIP: 67578XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201682.40    | 0.15%             | 2028-07-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A B 144A                   | OCTANE RECEIVABLES TRUST 2023-3                                                | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152197.49    | 0.11%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-1A A2 144A                  | OCTANE RECEIVABLES TRUST 2024-1                                                | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39070 | PA      | $39360.45     | 0.03%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-3A C 144A                   | OCTANE RECEIVABLES TRUST 2024-3                                                | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102075.72    | 0.08%             | 2031-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 C 144A                 | OCTANE RECEIVABLES TRUST 2025-RVM1                                             | CUSIP: 67571HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301198.11    | 0.23%             | 2046-12-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ODEON FINCO PLC 144A                  | ODEON FINCO PLC                                                                | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206500.00    | 0.16%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                  | ONEMAIN FINANCE CORP                                                           | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83618.75     | 0.06%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                                      | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115130.41    | 0.09%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                                      | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60700.02     | 0.05%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                                                      | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66962.15     | 0.05%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 144A                        | ONEOK INC                                                                      | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    139000 | PA      | $141641.14    | 0.11%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | ORACLE CORP                                                                    | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182299.00    | 0.14%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| ORGANON FINANCE 1 LLC 144A            | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV                               | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $320512.50    | 0.24%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                         | OTP BANK NYRT                                                                  | CUSIP: ZK6544124<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $202625.59    | 0.15%             | 2027-05-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 4/2 CP 144A               | OVINTIV INC                                                                    | CUSIP: 69047JZJ0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249363.10    | 0.19%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                         | OWENS CORNING                                                                  | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50979.05     | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OZLMF 2012-2A AR4 144A                | OZLM FUNDING II LTD                                                            | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250128.00    | 0.19%             | 2037-07-30      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                                    | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246123.25    | 0.19%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                                    | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152077.50    | 0.11%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                                    | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59229.78     | 0.04%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                | PACIFIC GAS AND ELECTRIC CO                                                    | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30413.34     | 0.02%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                            | PACIFICORP                                                                     | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30544.98     | 0.02%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PSTAT 2022-4A BR 144A                 | PALMER SQUARE LOAN FUNDING 2022-4 LTD                                          | CUSIP: 69702YAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250955.83    | 0.19%             | 2031-07-24      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| PEAC 2025-1A A3 144A                  | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                          | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101960.88    | 0.08%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| P11 2025-P11 A 144A                   | PENN COMMERCIAL MORTGAGE TRUST 2025-P11                                        | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $316530.83    | 0.24%             | 2042-08-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                  | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40466.00     | 0.03%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL 144A         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                  | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105643.65    | 0.08%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                | PERTAMINA PERSERO PT                                                           | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $198814.12    | 0.15%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE              | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                             | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $190791.73    | 0.14%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLNT 2022-1A A2I 144A                 | PLANET FITNESS MASTER ISSUER LLC                                               | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |     71410 | PA      | $70282.64     | 0.05%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                | PNC FINANCIAL SERVICES GROUP INC/THE                                           | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120171.72    | 0.09%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| POSCO 144A                            | POSCO                                                                          | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200305.04    | 0.15%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A C 144A                   | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                         | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101299.41    | 0.08%             | 2030-10-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II 144A         | PRINCIPAL LIFE GLOBAL FUNDING II                                               | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55473.55     | 0.04%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROAMPAC TL B 1L BANKDEBT             | PROAMPAC PG BORROWER LLC                                                       | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    269886 | PA      | $269953.55    | 0.20%             | 2028-09-15      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR3 F 144A                 | PROGRESS RESIDENTIAL 2021-SFR3                                                 | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $381337.26    | 0.29%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR3 E1 144A                | PROGRESS RESIDENTIAL 2021-SFR3                                                 | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246930.05    | 0.19%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR3 E2 144A                | PROGRESS RESIDENTIAL 2021-SFR3                                                 | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98780.74     | 0.07%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 C 144A                 | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                                           | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196553.40    | 0.15%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR6 E1 144A                | PROGRESS RESIDENTIAL TRUST                                                     | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197033.94    | 0.15%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                       | QNB FINANCE LTD                                                                | CUSIP: BN6176547<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199059.90    | 0.15%             | 2026-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES8 A1A 144A               | RCKT MORTGAGE TRUST 2024-CES8                                                  | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81431 | PA      | $81971.18     | 0.06%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RCKT 2025-CES3 A1A 144A               | RCKT MORTGAGE TRUST 2025-CES3                                                  | CUSIP: 749420AA3<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-MBS          | CORP              | US        |    178771 | PA      | $180544.03    | 0.14%             | 2055-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                    | REGAL REXNORD CORP                                                             | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75157.95     | 0.06%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                 | REPUBLIC SERVICES INC                                                          | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20521.22     | 0.02%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A               | RGA GLOBAL FUNDING                                                             | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320962.24    | 0.24%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A               | RGA GLOBAL FUNDING                                                             | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375872.25    | 0.28%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | ROGERS COMMUNICATIONS INC                                                      | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $305910.00    | 0.23%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RMRK 2018-2A A2R 144A                 | ROMARK CLO II LTD                                                              | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250054.58    | 0.19%             | 2031-07-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| RTX CORP                              | RTX CORP                                                                       | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    119000 | PA      | $127060.35    | 0.10%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                    | RTX CORP                                                                       | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     86000 | PA      | $91096.27     | 0.07%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SDCP 2021-1 A2 144A                   | SABEY DATA CENTER ISSUER LLC                                                   | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98015.70     | 0.07%             | 2046-06-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SABRE TL B1/B2 1L STRIP BANKDEBT      | SABRE GLBL INC                                                                 | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     45988 | PA      | $44646.69     | 0.03%             | 2027-12-17      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| SABRE TL B1 1L BANKDEBT               | SABRE GLBL INC                                                                 | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     68671 | PA      | $66667.82     | 0.05%             | 2027-12-17      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A         | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                         | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55860.26     | 0.04%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                       | SANDS CHINA LTD                                                                | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200080.72    | 0.15%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B E 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                          | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159600 | PA      | $162644.05    | 0.12%             | 2033-12-15      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B D 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                          | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128710 | PA      | $130698.39    | 0.10%             | 2033-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-A C 144A                   | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                          | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169914 | PA      | $172092.36    | 0.13%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SCART 2021-CA C 144A                  | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C                               | CUSIP: 80281HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15129 | PA      | $15092.71     | 0.01%             | 2028-06-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4 B                        | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                                  | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105246.71    | 0.08%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                | SANTANDER HOLDINGS USA INC                                                     | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20163.40     | 0.02%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                | SANTANDER HOLDINGS USA INC                                                     | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239309.67    | 0.18%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SAN 2025-CES1 A1A 144A                | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES1                            | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |    212223 | PA      | $212144.87    | 0.16%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM6 A1 144A                 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6                            | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |    229117 | PA      | $229326.24    | 0.17%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                                | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199739.00    | 0.15%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC               | SASOL FINANCING USA LLC                                                        | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258201.06    | 0.19%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                                                | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243940.37    | 0.18%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                                                | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71572.84     | 0.05%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                                                | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251469.58    | 0.19%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                  | SBA TOWER TRUST                                                                | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $117963.40    | 0.09%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SCFET 2023-1A A3 144A                 | SCF EQUIPMENT LEASING 2023-1 LLC                                               | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120698 | PA      | $122262.57    | 0.09%             | 2032-05-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A2 144A                 | SCF EQUIPMENT LEASING 2025-1 LLC                                               | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86353 | PA      | $86618.47     | 0.07%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY B 144A                  | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                        | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99750.32     | 0.08%             | 2039-05-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SEB4P 2024-1A A2 144A                 | SEB FUNDING LLC                                                                | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $86948.80     | 0.07%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST                                        | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     32462 | PA      | $32747.26     | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B B 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                                 | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     27738 | PA      | $27958.10     | 0.02%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-B C 144A                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                                 | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      7925 | PA      | $7983.66      | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST              | SERVICE PROPERTIES TRUST                                                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161493.75    | 0.12%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST 144A         | SERVICE PROPERTIES TRUST                                                       | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62212.50     | 0.05%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SERV 2020-1 A2I 144A                  | SERVICEMASTER FUNDING LLC                                                      | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234490 | PA      | $222565.73    | 0.17%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                   | SHERWIN-WILLIAMS CO/THE                                                        | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40422.92     | 0.03%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                   | SHRIRAM FINANCE LTD                                                            | CUSIP: ZF3604971<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $203372.00    | 0.15%             | 2027-04-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-1A C 144A                   | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                                | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9195 | PA      | $9174.06      | 0.01%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-1A B 144A                   | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                                | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27584 | PA      | $27521.53     | 0.02%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-1A D 144A                   | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                                | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233546 | PA      | $233092.81    | 0.18%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-2A A 144A                   | SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC                                | CUSIP: 82652RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87333 | PA      | $86716.84     | 0.07%             | 2038-09-20      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-2A B 144A                   | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC                                | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79600 | PA      | $79995.69     | 0.06%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-3A B 144A                   | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC                                | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172391 | PA      | $173259.74    | 0.13%             | 2044-08-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                  | SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $198337.50    | 0.15%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC 144A                     | SK HYNIX INC                                                                   | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200721.80    | 0.15%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMB 2017-B B 144A                     | SMB PRIVATE EDUCATION LOAN TRUST 2017-B                                        | CUSIP: 83189DAD2<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $147630.87    | 0.11%             | 2041-12-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB 2020-A A2A 144A                   | SMB PRIVATE EDUCATION LOAN TRUST 2020-A                                        | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189598 | PA      | $183944.83    | 0.14%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A A2A1 144A                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                        | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105850 | PA      | $104812.30    | 0.08%             | 2053-01-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A B 144A                     | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                        | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51080 | PA      | $49941.48     | 0.04%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMB 2025-A A1A 144A                   | SMB PRIVATE EDUCATION LOAN TRUST 2025-A                                        | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94210 | PA      | $95873.57     | 0.07%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                            | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204750.00    | 0.15%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                            | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204032.40    | 0.15%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                 | SOCIETE GENERALE SA                                                            | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $303679.50    | 0.23%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                        | SOLVENTUM CORP                                                                 | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33437.58     | 0.03%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SNDPT 2019-1A BRR 144A                | SOUND POINT CLO XXII LTD                                                       | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250943.38    | 0.19%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS              | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                      | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80645.84     | 0.06%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISON CO 4/2 144A CP  | SOUTHERN CALIFORNIA EDISON CO                                                  | CUSIP: 8424C1A65<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298587.21    | 0.22%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                 | SOUTHWEST AIRLINES CO                                                          | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199635.40    | 0.15%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                                         | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203958.80    | 0.15%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A           | STANDARD CHARTERED PLC                                                         | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200263.80    | 0.15%             | 2027-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| STAR 2020-INV1 A3 144A                | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                   | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10525 | PA      | $10096.69     | 0.01%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| STATE BANK INDIA/LONDON               | STATE BANK OF INDIA/LONDON                                                     | CUSIP: BN3609334<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $197026.31    | 0.15%             | 2026-07-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                    | STEEL DYNAMICS INC                                                             | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319134.40    | 0.24%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC 144A            | STELLANTIS FINANCE US INC                                                      | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202721.40    | 0.15%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA B 144A                  | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B                  | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85352.88     | 0.06%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| STRAS 2025-1A B 144A                  | STRATUS FUNDING CLO 2025-1 LTD                                                 | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248655.93    | 0.19%             | 2033-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SYMP 2018-19A B 144A                  | SYMPHONY CLO XIX LTD                                                           | CUSIP: 87165YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250105.70    | 0.19%             | 2031-04-16      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| SYMP 2020-23A AR2 144A                | SYMPHONY CLO XXIII LTD                                                         | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    164969 | PA      | $164902.63    | 0.12%             | 2034-01-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund                                          | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   1800155 | NS      | $1800155.09   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                  | TARGA RESOURCES CORP                                                           | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265900.47    | 0.20%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TATA CAPITAL LTD                      | TATA CAPITAL LTD                                                               | CUSIP: YS5587979<br>LEI: 335800TXSHN87ZZ57925 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $204105.10    | 0.15%             | 2028-07-21      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN              | TAV HAVALIMANLARI HOLDING AS                                                   | CUSIP: ZG3812770<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $418152.22    | 0.31%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN              | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                    | CUSIP: LW9712917<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $198980.41    | 0.15%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENNECO TL B 1L BANKDEBT              | TENNECO INC                                                                    | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    168673 | PA      | $164878.32    | 0.12%             | 2028-11-17      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                 | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    105000 | PA      | $103425.00    | 0.08%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                  | THAIOIL TREASURY CENTER CO LTD                                                 | CUSIP: 88323AAC6<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    220000 | PA      | $220349.71    | 0.17%             | 2028-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TIA 2016-1A ARR 144A                  | TIAA CLO I LTD                                                                 | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |     50248 | PA      | $50249.28     | 0.04%             | 2031-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TIA 2018-1A A2R 144A                  | TIAA CLO IV LTD                                                                | CUSIP: 88631YAQ0<br>LEI: 5493000Q4E256SBMCY29 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249870.78    | 0.19%             | 2032-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP           | TPIC SPV I LLC                                                                 | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |    125813 | PA      | $126505.13    | 0.10%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| TRANSOCEAN AQUILA LTD 144A            | TRANSOCEAN AQUILA LTD                                                          | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    307308 | PA      | $314990.38    | 0.24%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL     | TREASURY RESERVE FUND - Collateral                                             | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |    899108 | NS      | $899107.50    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                   | TREEHOUSE FOODS INC                                                            | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179100.00    | 0.13%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| TCN 2024-SFR2 A 144A                  | TRICON RESIDENTIAL 2024-SFR2 TRUST                                             | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99684 | PA      | $100157.00    | 0.08%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEKNI-PLEX TL B7 1L BANKDEBT          | TRIDENT TPI HOLDINGS INC                                                       | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    315000 | PA      | $304255.35    | 0.23%             | 2028-09-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRNTS 2018-9A ARRR 144A               | TRINITAS CLO IX LTD                                                            | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |     15843 | PA      | $15842.87     | 0.01%             | 2032-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-6A AR4 144A                | TRINITAS CLO VI LTD                                                            | CUSIP: 89640YBQ6<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249947.10    | 0.19%             | 2034-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-7A A1R2 144A               | TRINITAS CLO VII LTD                                                           | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249372.78    | 0.19%             | 2035-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                 | TRUIST FINANCIAL CORP                                                          | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201745.60    | 0.15%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TX 2024-HOU B 144A                    | TX TRUST 2024-HOU                                                              | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99963.71     | 0.08%             | 2039-06-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                       | UNITED STATES TREASURY INFLATION INDEXED BONDS                                 | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    627503 | PA      | $634905.52    | 0.48%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                               | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1115000 | PA      | $1127805.07   | 0.85%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                               | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1425000 | PA      | $1446597.66   | 1.09%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                               | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3175000 | PA      | $3174379.89   | 2.39%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                               | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4507558.61   | 3.39%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                               | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5485000 | PA      | $5483285.94   | 4.13%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                               | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2870000 | PA      | $2897466.79   | 2.18%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                               | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    895000 | PA      | $900244.14    | 0.68%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                       | UNITED STATES TREASURY NOTE/BOND                                               | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1395000 | PA      | $1403064.84   | 1.06%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TYH6 US 10YR NOTE (CBT)MAR26          | US 10YR NOTE (CBT)MAR26                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -33 | NC      | $-820.71      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26         | US 10YR ULTRA FUT MAR26                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -8 | NC      | $-3136.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUH6 US 2YR NOTE (CBT) MAR26          | US 2YR NOTE (CBT) MAR26                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        13 | NC      | $-678.83      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUH6 US 2YR NOTE (CBT) MAR26          | US 2YR NOTE (CBT) MAR26                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       152 | NC      | $-7937.07     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FVH6 US 5YR NOTE (CBT) MAR26          | US 5YR NOTE (CBT) MAR26                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -58 | NC      | $-3707.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                            | US BANCORP                                                                     | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31046.28     | 0.02%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| WNH6 US ULTRA BOND CBT MAR26          | US ULTRA BOND CBT MAR26                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -8 | NC      | $-6261.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                    | VALERO ENERGY CORP                                                             | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61902.00     | 0.05%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC 144A           | VENTURE GLOBAL LNG INC                                                         | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194275.00    | 0.15%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                      | VEON MIDCO BV                                                                  | CUSIP: YX4775913<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $378156.67    | 0.28%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERD 2023-1A A2 144A                  | VERDANT RECEIVABLES 2023-1 LLC                                                 | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48964 | PA      | $49815.43     | 0.04%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A A2 144A                  | VERDANT RECEIVABLES 2024-1 LLC                                                 | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71108 | PA      | $72439.72     | 0.05%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                  | VERISK ANALYTICS INC                                                           | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176197.70    | 0.13%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | VERIZON COMMUNICATIONS INC                                                     | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145364.82    | 0.11%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 B                         | VERIZON MASTER TRUST                                                           | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $185782.98    | 0.14%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| VZMT 2025-1 B                         | VERIZON MASTER TRUST                                                           | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45684.71     | 0.03%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-4 B                         | VERIZON MASTER TRUST SERIES 2024-4                                             | CUSIP: 92348KCW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30200.36     | 0.02%             | 2029-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-4 C                         | VERIZON MASTER TRUST SERIES 2024-4                                             | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30209.00     | 0.02%             | 2029-06-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-2 A3 144A                  | VERUS SECURITIZATION TRUST 2021-2                                              | CUSIP: 92538FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95416 | PA      | $87741.79     | 0.07%             | 2066-02-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A2 144A                 | VERUS SECURITIZATION TRUST 2021-R1                                             | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132945 | PA      | $128924.86    | 0.10%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R1 A3 144A                 | VERUS SECURITIZATION TRUST 2021-R1                                             | CUSIP: 92538BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220961 | PA      | $214436.44    | 0.16%             | 2063-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R2 A3 144A                 | VERUS SECURITIZATION TRUST 2021-R2                                             | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32125 | PA      | $30053.75     | 0.02%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-8 A2 144A                  | VERUS SECURITIZATION TRUST 2023-8                                              | CUSIP: 92540DAB1<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |     59925 | PA      | $60570.12     | 0.05%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-3 A1 144A                  | VERUS SECURITIZATION TRUST 2025-3                                              | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |     99726 | PA      | $100565.46    | 0.08%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                           | VIATRIS INC                                                                    | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385964.80    | 0.29%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A         | VISTRA OPERATIONS CO LLC                                                       | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40344.84     | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                      | VITAL ENERGY INC                                                               | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160618.75    | 0.12%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VIVO ENERGY INVESTMENTS               | VIVO ENERGY INVESTMENTS BV                                                     | CUSIP: ZO5275573<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199500.36    | 0.15%             | 2027-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                        | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203323.60    | 0.15%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                        | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201718.80    | 0.15%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                        | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200992.60    | 0.15%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WELF 2021-1A BR 144A                  | WELLFLEET CLO 2021-1 LTD                                                       | CUSIP: 94950CAQ9<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250065.85    | 0.19%             | 2034-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                                               | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120937.68    | 0.09%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                                               | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    395000 | PA      | $402871.96    | 0.30%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-C65 A1                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-C65                                 | CUSIP: 95004WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221375 | PA      | $221169.74    | 0.17%             | 2058-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT 4/2 144A CP  | WESTERN MIDSTREAM OPERATING LP                                                 | CUSIP: 95866WZ47<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599549.28    | 0.45%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                  | WESTERN UNION CO/THE                                                           | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    304000 | PA      | $301246.98    | 0.23%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-3A C 144A                   | WHEELS FLEET LEASE FUNDING 1 LLC                                               | CUSIP: 96328GCS4<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150533.20    | 0.11%             | 2040-09-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| WFLF 2024-1A A1 144A                  | WHEELS FLEET LEASE FUNDING 1 LLC                                               | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     64428 | PA      | $65152.84     | 0.05%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-3A A1 144A                  | WHEELS FLEET LEASE FUNDING 1 LLC                                               | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100093.75    | 0.08%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-2A B 144A                   | WHEELS FLEET LEASE FUNDING 1 LLC                                               | CUSIP: 96328GCM7<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302573.43    | 0.23%             | 2040-05-18      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-2A C 144A                   | WHEELS FLEET LEASE FUNDING 1 LLC                                               | CUSIP: 96328GCN5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302527.71    | 0.23%             | 2040-05-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                | WILLIAMS COS INC/THE                                                           | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205763.60    | 0.15%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                | WILLIAMS COS INC/THE                                                           | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151282.65    | 0.11%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A C 144A                    | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                                         | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100181.51    | 0.08%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC 144A             | WR GRACE HOLDINGS LLC                                                          | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    132000 | PA      | $130680.00    | 0.10%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING 144A           | XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                      | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332312.50    | 0.25%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ZAXBY 2021-1A A2 144A                 | ZAXBYS FUNDING LLC                                                             | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301612 | PA      | $284068.55    | 0.21%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-05

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President