# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0001099263-25-001767
**Filing Date:** 2025-10
**Character Count:** 247749
**Document Hash:** 6a326747d24acebbe531797d738d389e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-001767.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001099263-25-001767

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**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:** 251424236

**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:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $118895080.48

**Total Liabilities:** $6614025.34

**Net Assets:** $112281055.14

**Delayed Delivery Securities:** $100403.37

**Stand-by Commitments:** $913673.15

**Cash Not Reported:** $610.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -305.489583 | **1-Year:** -7955.572378 | **5-Year:** -9038.253385 | **10-Year:** -994.238003 | **30-Year:** 0.000000

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

- **3-Month:** -117.177534 | **1-Year:** -1004.229453 | **5-Year:** -457.814019 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222038 | 0.82%                | 0.12%                | 0.96%                |
| Class ID C000222039 | 0.82%                | 0.12%                | 0.97%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $24774.89                | $415439.74                                 |
| Month 2  | $34515.42                | $-217726.64                                |
| Month 3  | $47413.63                | $499722.19                                 |

**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 Pte Ltd                                       | ABJA INVESTMENT CO PTE LTD                                       | CUSIP: AQ8490791<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    220000 | PA      | $224499.12    | 0.20%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd                                  | ADANI TRANSMISSION STEP-ONE LTD                                  | CUSIP: QZ0784251<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $197842.50    | 0.18%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                       | ADIENT GLOBAL HOLDINGS LTD                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    215000 | PA      | $226237.84    | 0.20%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153228.60    | 0.14%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                              | AFFIRM MASTER TRUST                                              | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $211392.83    | 0.19%             | 2033-07-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| AG Issuer LLC                                                    | AG ISSUER LLC                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200000.00    | 0.18%             | 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      | $253075.50    | 0.23%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alen 2021-ACEN Mortgage Trust                                    | ALEN 2021-ACEN MORTGAGE TRUST                                    | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $67900.00     | 0.06%             | 2034-04-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Alinea CLO 2018-1 Ltd                                            | ALINEA CLO 2018-1 LTD                                            | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250087.62    | 0.22%             | 2031-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                               | ALLY AUTO RECEIVABLES TRUST 2023-A                               | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23481 | PA      | $23544.46     | 0.02%             | 2034-01-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                 | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                 | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141250 | PA      | $143150.09    | 0.13%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                 | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                 | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171441 | PA      | $172136.42    | 0.15%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                 | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                 | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250558.58    | 0.22%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                               | ALLY FINANCIAL INC                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $269851.50    | 0.24%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                   | AMERICAN ELECTRIC POWER CO INC                                   | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108228.23    | 0.10%             | 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      | $201624.40    | 0.18%             | 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      | $233642.74    | 0.21%             | 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      | $197639.20    | 0.18%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP / AmeriGas Finance Corp                     | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                     | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $259350.00    | 0.23%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                            | AMRIZE FINANCE US LLC                                            | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71180.90     | 0.06%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                            | AMRIZE FINANCE US LLC                                            | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91135.53     | 0.08%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 Trust                                             | AMSR 2021-SFR2 TRUST                                             | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $213151.00    | 0.19%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                         | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                         | CUSIP: 03236VAD3<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149467.26    | 0.13%             | 2028-04-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIII LLC                      | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC                      | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102172.38    | 0.09%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-5                                  | ANGEL OAK MORTGAGE TRUST 2025-5                                  | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |    321559 | PA      | $324538.15    | 0.29%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO 2025-1 Ltd                                         | ANTHELION CLO 2025-1 LTD                                         | CUSIP: 03676GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250220.48    | 0.22%             | 2036-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                           | APA INFRASTRUCTURE LTD                                           | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $499563.50    | 0.44%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXII                                                 | APIDOS CLO XXXII                                                 | CUSIP: 03768RAY2<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248961.54    | 0.22%             | 2033-01-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                                                | ARBYS FUNDING LLC                                                | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166250 | PA      | $160019.17    | 0.14%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd                                     | ASPEN INSURANCE HOLDINGS LTD                                     | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $72726.36     | 0.06%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | ASURION LLC                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    145000 | PA      | $140876.20    | 0.13%             | 2028-01-31      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | ASURION LLC                                                      | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    170000 | PA      | $169760.30    | 0.15%             | 2028-08-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                            | ATHENE GLOBAL FUNDING                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231350.79    | 0.21%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                   | ATLASSIAN CORP                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41149.56     | 0.04%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100769.66    | 0.09%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100398.87    | 0.09%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100955.49    | 0.09%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                         | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100682.96    | 0.09%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                      | AVOLON HOLDINGS FUNDING LTD                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $120369.81    | 0.11%             | 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      | $200022.26    | 0.18%             | 2026-03-24      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                  | BAE SYSTEMS PLC                                                  | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202323.80    | 0.18%             | 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      | $201344.84    | 0.18%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                   | BANCO DE CREDITO DEL PERU S.A.                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $195981.14    | 0.17%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                  | BANK 2024-BNK47                                                  | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28847 | PA      | $29612.40     | 0.03%             | 2057-06-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                      | BANK MANDIRI PERSERO TBK PT                                      | CUSIP: ZL8867026<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $201576.43    | 0.18%             | 2026-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT                             | BANK NEGARA INDONESIA PERSERO TBK PT                             | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $198444.40    | 0.18%             | 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      | $252453.50    | 0.22%             | 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      | $150588.60    | 0.13%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                      | BANK OF NEW YORK MELLON/THE                                      | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254165.00    | 0.23%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                 | BANK5 2024-5YR11                                                 | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $57548.34     | 0.05%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                 | BANK5 2024-5YR12                                                 | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $99552.43     | 0.09%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                  | BANK5 2024-5YR9                                                  | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162718 | PA      | $164238.20    | 0.15%             | 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      | $405859.60    | 0.36%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | BARCLAYS PLC                                                     | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200796.60    | 0.18%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                    | BAT INTERNATIONAL FINANCE PLC                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $301191.00    | 0.27%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                            | BATTALION CLO XII LTD                                            | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250011.22    | 0.22%             | 2031-05-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                             | BATTALION CLO XV LTD                                             | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250103.88    | 0.22%             | 2033-01-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                             | BATTALION CLO XV LTD                                             | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    238879 | PA      | $238879.56    | 0.21%             | 2033-01-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XXI Ltd                                            | BATTALION CLO XXI LTD                                            | CUSIP: 07134WAS2<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250429.66    | 0.22%             | 2034-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    122079 | PA      | $122534.38    | 0.11%             | 2031-12-26      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2015-SRCH                                            | BBCMS TRUST 2015-SRCH                                            | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93998.55     | 0.08%             | 2035-08-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2022-1 Ltd                                         | BELLEMEADE RE 2022-1 LTD                                         | CUSIP: 078774AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     57190 | PA      | $57302.05     | 0.05%             | 2032-01-26      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V11 Mortgage Trust                                | BENCHMARK 2024-V11 MORTGAGE TRUST                                | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $57714.22     | 0.05%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                 | BENCHMARK 2024-V6 MORTGAGE TRUST                                 | CUSIP: 081927AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38749 | PA      | $38935.84     | 0.03%             | 2057-03-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                 | BENCHMARK 2024-V8 MORTGAGE TRUST                                 | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23635 | PA      | $24077.37     | 0.02%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                | BENCHMARK 2025-B41 MORTGAGE TRUST                                | CUSIP: 081935AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99999.98     | 0.09%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                         | BIDVEST GROUP UK PLC/THE                                         | CUSIP: BR3996609<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197298.79    | 0.18%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust 2024-1 LLC                          | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                          | CUSIP: 095921AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253948.92    | 0.23%             | 2031-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2016-3 Ltd                                      | BLUEMOUNTAIN CLO 2016-3 LTD                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |     88938 | PA      | $88981.00     | 0.08%             | 2030-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO 2018-3 Ltd                                      | BLUEMOUNTAIN CLO 2018-3 LTD                                      | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    130520 | PA      | $130722.30    | 0.12%             | 2030-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                      | BMO 2024-5C4 MORTGAGE TRUST                                      | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $533536.30    | 0.48%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                               | BMW US CAPITAL LLC                                               | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75710.55     | 0.07%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                               | BMW US CAPITAL LLC                                               | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355346.95    | 0.32%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP PARIBAS SA                                                   | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $363140.64    | 0.32%             | 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      | $136958.88    | 0.12%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                    | BOEING CO/THE                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79198.88     | 0.07%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                    | BOEING CO/THE                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239637.75    | 0.21%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                          | BOOZ ALLEN HAMILTON INC                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    525000 | PA      | $513318.75    | 0.46%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC                                       | BOWLING GREEN PARK CLO LLC                                       | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249775.05    | 0.22%             | 2035-04-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC                   | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                   | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72453 | PA      | $71601.68     | 0.06%             | 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      | $55559.41     | 0.05%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                   | BRUNSWICK CORP/DE                                                | CUSIP: 11704MW45<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499589.30    | 0.44%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                           | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                           | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50433 | PA      | $50574.54     | 0.05%             | 2039-12-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                           | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                           | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152083 | PA      | $152463.24    | 0.14%             | 2041-05-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                           | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                           | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $153741.04    | 0.14%             | 2042-01-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                           | CANADIAN NAT RES LTD D 0.00 25SEP25                              | CUSIP: 13638WWR9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $498234.75    | 0.44%             | 2025-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                   | CANADIAN NATURAL RESOURCES LTD                                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148825.05    | 0.13%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                       | CAPITAL ONE FINANCIAL CORP                                       | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36310.72     | 0.03%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                       | CAPITAL ONE FINANCIAL CORP                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236193.08    | 0.21%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                              | CARDINAL HEALTH INC                                              | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135147.15    | 0.12%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-4                                   | CARMAX AUTO OWNER TRUST 2022-4                                   | CUSIP: 14318UAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $208427.32    | 0.19%             | 2029-04-16      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                   | CARMAX AUTO OWNER TRUST 2023-2                                   | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $138737.21    | 0.12%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N3                           | CARVANA AUTO RECEIVABLES TRUST 2021-N3                           | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57209 | PA      | $55278.64     | 0.05%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N4                           | CARVANA AUTO RECEIVABLES TRUST 2021-N4                           | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27135 | PA      | $26504.55     | 0.02%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P1                           | CARVANA AUTO RECEIVABLES TRUST 2021-P1                           | CUSIP: 14687BAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $29491.63     | 0.03%             | 2027-12-10      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                           | CARVANA AUTO RECEIVABLES TRUST 2024-N2                           | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60946.97     | 0.05%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                           | CARVANA AUTO RECEIVABLES TRUST 2024-N2                           | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $81633.92     | 0.07%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                       | CARVANA CO                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184050.00    | 0.16%             | 2028-12-01      | 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      | $96412.46     | 0.09%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                       | CD 2016-CD1 MORTGAGE TRUST                                       | CUSIP: 12514MBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $82805.30     | 0.07%             | 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      | $143812.50    | 0.13%             | 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      | $96350.00     | 0.09%             | 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      | $30683.58     | 0.03%             | 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      | $55588.45     | 0.05%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                      | CENCOSUD SA                                                      | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $199424.52    | 0.18%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                   | CENT 2025-CITY                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $121579.74    | 0.11%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                     | CENTENE CORP                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    375000 | PA      | $358662.38    | 0.32%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                     | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                     | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    376843 | PA      | $379241.33    | 0.34%             | 2033-02-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                            | CHENANGO PARK CLO LTD                                            | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250220.45    | 0.22%             | 2030-04-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I Ltd                                          | CIFC FUNDING 2016-I LTD                                          | CUSIP: 17180TBS0<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245403.87    | 0.22%             | 2031-10-21      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                      | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1                      | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197240.80    | 0.18%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding 2024-1 LLC                                | CLARUS CAPITAL FUNDING 2024-1 LLC                                | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100213.69    | 0.09%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO GLOBAL FUNDING                                               | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45958.59     | 0.04%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO GLOBAL FUNDING                                               | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145730.10    | 0.13%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                  | COLT 2020-3 MORTGAGE LOAN TRUST                                  | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3292 | PA      | $3241.39      | 0.00%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 Mortgage Loan Trust                                  | COLT 2024-6 MORTGAGE LOAN TRUST                                  | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    171941 | PA      | $173033.03    | 0.15%             | 2069-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 Mortgage Loan Trust                               | COLT 2024-INV4 MORTGAGE LOAN TRUST                               | CUSIP: 19688QAC5<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |     88938 | PA      | $89723.69     | 0.08%             | 2069-05-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 Mortgage Loan Trust                                  | COLT 2025-4 MORTGAGE LOAN TRUST                                  | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |     93117 | PA      | $94291.47     | 0.08%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 Mortgage Loan Trust                               | COLT 2025-INV2 MORTGAGE LOAN TRUST                               | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |    105927 | PA      | $106809.79    | 0.10%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                | COLUMBIA PIPELINES HOLDING CO LLC                                | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5059.72      | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                                           | COMSTOCK RESOURCES INC                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162318.75    | 0.14%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                               | CONAGRA BRANDS INC                                               | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50448.00     | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                     | CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                     | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119620 | PA      | $120121.94    | 0.11%             | 2041-10-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                     | CONNECTICUT AVENUE SECURITIES TRUST 2024-R04                     | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157187 | PA      | $157285.00    | 0.14%             | 2044-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                     | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                     | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102492 | PA      | $103287.48    | 0.09%             | 2045-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                         | COREBRIDGE FINANCIAL INC                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198165.40    | 0.18%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                        | COREBRIDGE GLOBAL FUNDING                                        | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135380.43    | 0.12%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                        | COREBRIDGE GLOBAL FUNDING                                        | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41154.36     | 0.04%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                 | CORP NACIONAL DEL COBRE DE CHILE                                 | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    230000 | PA      | $216000.53    | 0.19%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                                 | CPM HOLDINGS INC                                                 | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    249367 | PA      | $243339.89    | 0.22%             | 2028-09-28      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                               | CREDIT AGRICOLE SA                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $255579.75    | 0.23%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | CRESCENT ENERGY FINANCE LLC                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    118000 | PA      | $122720.00    | 0.11%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H6 Mortgage Trust                                     | CROSS 2024-H6 MORTGAGE TRUST                                     | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184140 | PA      | $184015.80    | 0.16%             | 2069-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                 | CROWN CASTLE INC                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177473.98    | 0.16%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                 | CROWN CASTLE INC                                                 | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249032.00    | 0.22%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                 | CROWN CASTLE INC                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109077.57    | 0.10%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle Towers LLC                                          | CROWN CASTLE TOWERS LLC                                          | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $439589.72    | 0.39%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC HOLDINGS LLC                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     78545 | PA      | $76694.92     | 0.07%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                  | CSL FINANCE PLC                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24911.68     | 0.02%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVR Partners LP / CVR Nitrogen Finance Corp                      | CVR PARTNERS LP / CVR NITROGEN FINANCE CORP                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $234118.75    | 0.21%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                  | CVS HEALTH CORP                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250102.75    | 0.22%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                  | CVS HEALTH CORP                                                  | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78918.72     | 0.07%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                               | CYRUSONE DATA CENTERS ISSUER I LLC                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $108025.05    | 0.10%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                          | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                          | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150414.45    | 0.13%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                          | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                          | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151399.35    | 0.13%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                          | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                          | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150217.65    | 0.13%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | DANSKE BANK A/S                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $201643.40    | 0.18%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | DANSKE BANK A/S                                                  | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $203581.80    | 0.18%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                           | DARDEN RESTAURANTS INC                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85304.30     | 0.08%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                            | DB MASTER FINANCE LLC                                            | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     89300 | PA      | $88823.80     | 0.08%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                              | DELL EQUIPMENT FINANCE TRUST 2024-1                              | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101914.68    | 0.09%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                              | DELL EQUIPMENT FINANCE TRUST 2024-2                              | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100832.79    | 0.09%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                              | DELL EQUIPMENT FINANCE TRUST 2024-2                              | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100923.04    | 0.09%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-1                              | DELL EQUIPMENT FINANCE TRUST 2025-1                              | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101623.28    | 0.09%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                           | DIAMONDBACK ENERGY INC                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289190.40    | 0.26%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                           | DIAMONDBACK ENERGY INC                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40594.56     | 0.04%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1 LLC                                                 | DLLAD 2023-1 LLC                                                 | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39892 | PA      | $40041.77     | 0.04%             | 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      | $199127.80    | 0.18%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                        | DRIVEN BRANDS FUNDING LLC                                        | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347585 | PA      | $340159.16    | 0.30%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                        | DRIVEN BRANDS FUNDING LLC                                        | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    206904 | PA      | $204505.91    | 0.18%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Dryden 45 Senior Loan Fund                                       | DRYDEN 45 SENIOR LOAN FUND                                       | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250235.97    | 0.22%             | 2030-10-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                    | DTE ENERGY CO                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40500.28     | 0.04%             | 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      | $402255.60    | 0.36%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                         | EAGLE FUNDING LUXCO SARL                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    250000 | PA      | $253837.50    | 0.23%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                   | EFMT 2024-INV2                                                   | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     92966 | PA      | $92598.25     | 0.08%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                   | EFMT 2024-INV2                                                   | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     92966 | PA      | $92757.41     | 0.08%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                   | EFMT 2024-NQM1                                                   | CUSIP: 26845DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160141 | PA      | $161692.13    | 0.14%             | 2069-11-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                   | EFMT 2025-INV2                                                   | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207258 | PA      | $208393.11    | 0.19%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                            | ELARA HGV TIMESHARE ISSUER 2019-A LLC                            | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12491 | PA      | $12337.83     | 0.01%             | 2034-01-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                            | ELARA HGV TIMESHARE ISSUER 2019-A LLC                            | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28105 | PA      | $27752.50     | 0.02%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                    | ELEMENT FLEET MANAGEMENT CORP                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $121904.76    | 0.11%             | 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      | $198538.40    | 0.18%             | 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      | $55578.60     | 0.05%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-2 LLC                            | ENTERPRISE FLEET FINANCING 2023-2 LLC                            | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101746 | PA      | $102401.78    | 0.09%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                 | EQUITABLE AMERICA GLOBAL FUNDING                                 | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176800.75    | 0.16%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4                       | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45330.67     | 0.04%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-1                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1                       | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404562.56    | 0.36%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-2                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2                       | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60681.27     | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-2                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2                       | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $141428.55    | 0.13%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-4                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                       | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285000 | PA      | $286110.30    | 0.25%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-1                | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1                | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149000 | PA      | $150823.00    | 0.13%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136130.19    | 0.12%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                        | FANNIE MAE OR FREDDIE MAC                                        | CUSIP: 01F050692<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285000 | PA      | $281046.33    | 0.25%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    729393 | PA      | $755891.74    | 0.67%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140NKJY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349591 | PA      | $348019.27    | 0.31%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140XMA55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247747 | PA      | $251540.21    | 0.22%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77647 | PA      | $78836.10     | 0.07%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505493 | PA      | $511242.63    | 0.46%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84210 | PA      | $85449.20     | 0.08%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56407 | PA      | $58039.23     | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140QQRN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185964 | PA      | $185669.47    | 0.17%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4494 | PA      | $4621.51      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140XRP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55026 | PA      | $52983.98     | 0.05%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276599 | PA      | $273602.46    | 0.24%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140W0KV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150714 | PA      | $149262.91    | 0.13%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28272 | PA      | $29460.14     | 0.03%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32048 | PA      | $33015.21     | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409455 | PA      | $395024.20    | 0.35%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140A94B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149622 | PA      | $150891.34    | 0.13%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78204 | PA      | $75479.82     | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404392 | PA      | $400626.88    | 0.36%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FANNIE MAE POOL                                                  | CUSIP: 3140XPUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246219 | PA      | $253553.95    | 0.23%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout 2024-HB1                          | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                          | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72976 | PA      | $72646.14     | 0.06%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                        | FIRST ABU DHABI BANK PJSC                                        | CUSIP: BZ5735841<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204100.51    | 0.18%             | 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      | $133888.28    | 0.12%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                     | FIRSTENERGY TRANSMISSION LLC                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30204.84     | 0.03%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                   | FIRSTKEY HOMES 2020-SFR2 TRUST                                   | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $223276.01    | 0.20%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                       | FISERV INC                                                       | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174674.50    | 0.16%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                       | FISERV INC                                                       | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140234.78    | 0.12%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2019-1                                   | FLAGSTAR MORTGAGE TRUST 2019-1                                   | CUSIP: 33852AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13505 | PA      | $13000.76     | 0.01%             | 2049-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1NV                                 | FLAGSTAR MORTGAGE TRUST 2020-1NV                                 | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62763 | PA      | $60092.01     | 0.05%             | 2050-03-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                         | FMC CORP                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188965.40    | 0.17%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC CORP DISC COML 0.0 18SEP25 144A                              | CUSIP: 34410WWJ7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498557.95    | 0.44%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FOCUS Brands Funding                                             | FOCUS BRANDS FUNDING                                             | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147375 | PA      | $156776.73    | 0.14%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                       | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                       | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100451.05    | 0.09%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                       | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                       | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $146377.30    | 0.13%             | 2028-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                       | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                       | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101465.18    | 0.09%             | 2029-04-15      | Fixed         | 5.48%                 | 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      | $207770.40    | 0.19%             | 2028-11-07      | Fixed         | 6.80%                 | 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      | $406328.40    | 0.36%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                     | FORTITUDE GROUP HOLDINGS LLC                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197291.25    | 0.18%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Bsl VII Ltd                                      | FORTRESS CREDIT BSL VII LTD                                      | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250395.87    | 0.22%             | 2032-07-23      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL VIII Ltd                                     | FORTRESS CREDIT BSL VIII LTD                                     | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250343.01    | 0.22%             | 2032-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL XV Ltd                                       | FORTRESS CREDIT BSL XV LTD                                       | CUSIP: 34964WAN2<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250164.86    | 0.22%             | 2033-10-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | FOUNDRY JV HOLDCO LLC                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207033.80    | 0.18%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | FOUNDRY JV HOLDCO LLC                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210746.40    | 0.19%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES     | CUSIP: 3137FK4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106000 | PA      | $106358.28    | 0.09%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES     | CUSIP: 3137FJZ93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $248854.30    | 0.22%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES     | CUSIP: 3137BTAB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27044 | PA      | $26846.87     | 0.02%             | 2026-07-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3132DWJJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46376 | PA      | $44634.40     | 0.04%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3132DVE92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88099 | PA      | $90169.75     | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 31427M6N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579278 | PA      | $584137.27    | 0.52%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 31427MW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102160 | PA      | $104406.97    | 0.09%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3132DWGG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109129 | PA      | $107744.24    | 0.10%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3142GS4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40139 | PA      | $40738.07     | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 31426PDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55616 | PA      | $56922.93     | 0.05%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3132DUQU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252725 | PA      | $258709.73    | 0.23%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 31426LK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13862 | PA      | $14197.64     | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 31425VMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118812 | PA      | $121841.77    | 0.11%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314013 | PA      | $303814.09    | 0.27%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 31426K3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221113 | PA      | $226175.42    | 0.20%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 31427MGP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321805 | PA      | $329369.44    | 0.29%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 3132DWGF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181019 | PA      | $174601.58    | 0.16%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 31427PB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29963 | PA      | $30172.16     | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FREDDIE MAC POOL                                                 | CUSIP: 31427NWZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159539 | PA      | $165941.74    | 0.15%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA5                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA5                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     29911 | PA      | $30032.28     | 0.03%             | 2034-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                          | FREDDIE MAC STACR REMIC TRUST 2023-HQA3                          | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |     89304 | PA      | $90279.45     | 0.08%             | 2043-11-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                          | FREDDIE MAC STACR REMIC TRUST 2024-DNA3                          | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |     76375 | PA      | $76470.47     | 0.07%             | 2044-10-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA1                          | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |     21000 | PA      | $20999.96     | 0.02%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust 2017-SC02                | FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02                | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23022 | PA      | $22877.07     | 0.02%             | 2047-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                              | FRONTIER ISSUER LLC                                              | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $125569.25    | 0.11%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                              | FRONTIER ISSUER LLC                                              | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $366120.11    | 0.33%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                          | GA GLOBAL FUNDING TRUST                                          | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154954.65    | 0.14%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Galaxy XX CLO Ltd                                                | GALAXY XX CLO LTD                                                | CUSIP: 36320MAS7<br>LEI: 549300S1CAKZT00VQL17 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250336.39    | 0.22%             | 2031-04-20      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                        | GATX CORP                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40556.24     | 0.04%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 Trust                                             | GCAT 2025-NQM1 TRUST                                             | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258474 | PA      | $260073.35    | 0.23%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                | GENERAL MOTORS CO                                                | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127131.13    | 0.11%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co Inc                                  | GENERAL MOTORS FINANCIAL CO INC                                  | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81341.92     | 0.07%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                  | GENERAL MOTORS FINANCIAL CO INC                                  | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155695.80    | 0.14%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                  | GENERAL MOTORS FINANCIAL CO INC                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46355.72     | 0.04%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                  | GENERAL MOTORS FINANCIAL CO INC                                  | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254378.00    | 0.23%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                  | GENERAL MOTORS FINANCIAL CO INC                                  | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279373.60    | 0.25%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Geopark Ltd                                                      | GEOPARK LTD                                                      | CUSIP: ZP4880172<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $187325.00    | 0.17%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                   | GINNIE MAE                                                       | CUSIP: 21H062693<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    615000 | PA      | $632764.74    | 0.56%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                   | GINNIE MAE II POOL                                               | CUSIP: 36202FNW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88843 | PA      | $93179.75     | 0.08%             | 2040-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                   | GINNIE MAE II POOL                                               | CUSIP: 36202FEL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77670 | PA      | $81711.06     | 0.07%             | 2040-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1        | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1        | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35325.58     | 0.03%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3        | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3        | CUSIP: 36267KAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45962.47     | 0.04%             | 2029-02-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                              | GMF FLOORPLAN OWNER REVOLVING TRUST                              | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $231951.50    | 0.21%             | 2028-06-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GMR Hyderabad International Airport Ltd                          | GMR HYDERABAD INTERNATIONAL AIRPORT LTD                          | CUSIP: AP5111855<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |    220000 | PA      | $216813.13    | 0.19%             | 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      | $199138.94    | 0.18%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                      | GOLDMAN SACHS GROUP INC/THE                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166579.22    | 0.15%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                      | GOLDMAN SACHS GROUP INC/THE                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164831.20    | 0.15%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Static 2024-1 Ltd                         | GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD                         | CUSIP: 381929AQ1<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247705.32    | 0.22%             | 2035-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Goto Foods Funding LLC                                           | GOTO FOODS FUNDING LLC                                           | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321125 | PA      | $320184.55    | 0.29%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-1       | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2024-1       | CUSIP: 39154TCH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108271 | PA      | $108502.93    | 0.10%             | 2026-08-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-NQM3                    | GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM3                    | CUSIP: 36274TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $239997.29    | 0.21%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                             | HARDEE'S FUNDING LLC                                             | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238750 | PA      | $229337.23    | 0.20%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                         | HARLEY DAVIDSON FINL SV 0.0 17OCT25                              | CUSIP: 41282JXH9<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496824.30    | 0.44%             | 2025-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                          | HCA INC                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206360.60    | 0.18%             | 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      | $223897.74    | 0.20%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC DISC COML PAPE 0.00 09SEP25                              | CUSIP: 40412BW90<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499259.45    | 0.44%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd/Gandhinagar                                        | HDFC BANK LTD/GANDHINAGAR                                        | CUSIP: ZL2067664<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $201241.36    | 0.18%             | 2026-03-02      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co               | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66921.08     | 0.06%             | 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      | $128981.63    | 0.11%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                         | HILCORP ENERGY I LP / HILCORP FINANCE CO                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $190237.50    | 0.17%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                          | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                          | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105164.06    | 0.09%             | 2037-05-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                              | HILTON GRAND VACATIONS TRUST 2019-A                              | CUSIP: 43284HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36463 | PA      | $36087.81     | 0.03%             | 2033-07-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2023-1                              | HILTON GRAND VACATIONS TRUST 2023-1                              | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41871 | PA      | $43224.76     | 0.04%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2025-1                              | HILTON GRAND VACATIONS TRUST 2025-1                              | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179283 | PA      | $181607.65    | 0.16%             | 2042-05-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Home Partners of America 2022-1 Trust                            | HOME PARTNERS OF AMERICA 2022-1 TRUST                            | CUSIP: 43730NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95434 | PA      | $94206.54     | 0.08%             | 2039-04-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 Trust                                            | HOMES 2025-NQM2 TRUST                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194242 | PA      | $195438.71    | 0.17%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 Trust                                            | HOMES 2025-NQM4 TRUST                                            | CUSIP: 403958AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498489 | PA      | $500377.78    | 0.45%             | 2070-08-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 Trust                                            | HOMES 2025-NQM4 TRUST                                            | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149547 | PA      | $149967.53    | 0.13%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                     | HPEFS EQUIPMENT TRUST 2023-2                                     | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101536.31    | 0.09%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                     | HPEFS EQUIPMENT TRUST 2024-2                                     | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102456.55    | 0.09%             | 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      | $204059.00    | 0.18%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC HOLDINGS PLC                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203028.40    | 0.18%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                | HSBC HOLDINGS PLC                                                | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202797.00    | 0.18%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                       | HUMANA INC                                                       | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234405.00    | 0.21%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                       | HUMANA INC                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25822.95     | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1           | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1           | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133504 | PA      | $135455.79    | 0.12%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2           | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2           | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335264 | PA      | $337818.66    | 0.30%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-1           | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1           | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209120 | PA      | $210229.85    | 0.19%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                | HUNTINGTON INGALLS INDUSTRIES INC                                | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25770.55     | 0.02%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                          | HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY                          | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120149.88    | 0.11%             | 2041-09-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                   | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $106393.27    | 0.09%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                   | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100789.25    | 0.09%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | HYUNDAI CAPITAL AMERICA                                          | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50115.20     | 0.04%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | HYUNDAI CAPITAL AMERICA                                          | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201972.60    | 0.18%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                          | HYUNDAI CAPITAL AMERICA                                          | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80476.16     | 0.07%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | HYUNDAI CAPITAL AMERICA                                          | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302306.70    | 0.27%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                          | HYUNDAI CAPITAL AMERICA                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211558.41    | 0.19%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                         | ICON INVESTMENTS SIX DAC                                         | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $458560.35    | 0.41%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                      | IMPERIAL BRANDS FINANCE PLC                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201247.40    | 0.18%             | 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      | $202993.40    | 0.18%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ipoteka-Bank ATIB                                                | IPOTEKA-BANK ATIB                                                | CUSIP: BM4478681<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $199873.69    | 0.18%             | 2025-11-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                        | IQVIA INC                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68348.87     | 0.06%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                 | IRB HOLDING CORP                                                 | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     39800 | PA      | $39761.00     | 0.04%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $323659.41    | 0.29%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                      | JACK IN THE BOX FUNDING LLC                                      | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353400 | PA      | $341832.83    | 0.30%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                             | JACKSON NATIONAL LIFE GLOBAL FUNDING                             | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175440.48    | 0.16%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                             | JACKSON NATIONAL LIFE GLOBAL FUNDING                             | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251837.00    | 0.22%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                                | JAPAN TOBACCO INC                                                | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $325342.40    | 0.29%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT    | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT    | CUSIP: 46645WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59000 | PA      | $50297.50     | 0.04%             | 2033-07-05      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-INV2                               | JP MORGAN MORTGAGE TRUST 2019-INV2                               | CUSIP: 46651DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64616 | PA      | $58806.38     | 0.05%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2025-DSC2                               | JP MORGAN MORTGAGE TRUST 2025-DSC2                               | CUSIP: 46659VAC2<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49837.09     | 0.04%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-DSC1                        | JP MORGAN MORTGAGE TRUST SERIES 2025-DSC1                        | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    218096 | PA      | $220233.00    | 0.20%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-NQM3                        | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3                        | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    485926 | PA      | $489720.83    | 0.44%             | 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      | $202922.20    | 0.18%             | 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      | $96035.98     | 0.09%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                              | JPMORGAN CHASE & CO                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196038.01    | 0.17%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                        | KEYSIGHT TECHNOLOGIES INC                                        | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119353.33    | 0.11%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                | KINDER MORGAN INC                                                | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133578.90    | 0.12%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                              | KLABIN AUSTRIA GMBH                                              | CUSIP: AP1223738<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $199709.60    | 0.18%             | 2027-09-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                | KOSMOS ENERGY LTD                                                | CUSIP: AX6867490<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199373.76    | 0.18%             | 2026-04-04      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Krakatau Posco PT                                                | KRAKATAU POSCO PT                                                | CUSIP: YX1814418<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $203504.70    | 0.18%             | 2027-06-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KT Corp                                                          | KT CORP                                                          | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $199414.54    | 0.18%             | 2028-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KT&G Corp                                                        | KT&G CORP                                                        | CUSIP: YQ9995073<br>LEI: 988400ZJV6ISYBLQX875 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203806.61    | 0.18%             | 2028-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd                                           | LG ENERGY SOLUTION LTD                                           | CUSIP: YX5618112<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    205000 | PA      | $208109.77    | 0.19%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                             | LIFEPOINT HEALTH INC                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $242000.00    | 0.22%             | 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      | $202766.20    | 0.18%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                 | LPL HOLDINGS INC                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48067.20     | 0.04%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                 | LPL HOLDINGS INC                                                 | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96256.47     | 0.09%             | 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      | $296546.46    | 0.26%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ma aden Sukuk Ltd                                                | MA'ADEN SUKUK LTD                                                | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $205667.83    | 0.18%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | MADISON IAQ LLC                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213950.00    | 0.19%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd                                    | MADISON PARK FUNDING XXIV LTD                                    | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250142.53    | 0.22%             | 2029-10-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                 | MANUFACTURERS & TRADERS TRUST CO                                 | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251966.00    | 0.22%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIV Ltd                                         | MARBLE POINT CLO XIV LTD                                         | CUSIP: 56608KAW3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-CBDO         | CORP              | KY        |    194265 | PA      | $194347.87    | 0.17%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XV Ltd                                          | MARBLE POINT CLO XV LTD                                          | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    218629 | PA      | $218628.30    | 0.19%             | 2032-07-23      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                    | MARRIOTT INTERNATIONAL INC/MD                                    | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21379.18     | 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      | $60557.70     | 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      | $253531.75    | 0.23%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MED Commercial Mortgage Trust 2024-MOB                           | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99457.50     | 0.09%             | 2041-05-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Medco Bell Pte Ltd                                               | MEDCO BELL PTE LTD                                               | CUSIP: ZP5617490<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200782.40    | 0.18%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEGlobal BV                                                      | MEGLOBAL BV                                                      | CUSIP: BP2041641<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $380681.60    | 0.34%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                        | MELCO RESORTS FINANCE LTD                                        | CUSIP: AZ5835659<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $210150.13    | 0.19%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV1 Trust                                              | MFA 2021-INV1 TRUST                                              | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30347 | PA      | $29405.24     | 0.03%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                            | MICRON TECHNOLOGY INC                                            | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154435.35    | 0.14%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                    | MIDCAP FINANCIAL ISSUER TRUST                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198500.00    | 0.18%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Milos CLO Ltd                                                    | MILOS CLO LTD                                                    | CUSIP: 60162PAG7<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250033.97    | 0.22%             | 2030-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2020-A                                | MMAF EQUIPMENT FINANCE LLC 2020-A                                | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38109 | PA      | $37593.23     | 0.03%             | 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      | $147683.81    | 0.13%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35      | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-C35      | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251045.43    | 0.22%             | 2058-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2         | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99541 | PA      | $100315.30    | 0.09%             | 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      | $459235.48    | 0.41%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                  | MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $203175.00    | 0.18%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MVW 2021-1W LLC                                                  | MVW 2021-1W LLC                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22732 | PA      | $21798.90     | 0.02%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MVW 2021-2 LLC                                                   | MVW 2021-2 LLC                                                   | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60198 | PA      | $57531.06     | 0.05%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                   | MVW 2023-1 LLC                                                   | CUSIP: 62848PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84940 | PA      | $87253.35     | 0.08%             | 2040-10-20      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| MVW 2024-1 LLC                                                   | MVW 2024-1 LLC                                                   | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174265 | PA      | $178093.85    | 0.16%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Nassau 2018-II Ltd                                               | NASSAU 2018-II LTD                                               | CUSIP: 63152PAA6<br>LEI: 549300TDGAMJFORBZE92 | Long             | ABS-CBDO         | CORP              | KY        |     71130 | PA      | $71321.32     | 0.06%             | 2031-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                | NATWEST GROUP PLC                                                | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200966.40    | 0.18%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                     | NAVIENT CORP                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84362.50     | 0.08%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                     | NAVIENT CORP                                                     | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    230000 | PA      | $260475.00    | 0.23%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                      | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A                      | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36518 | PA      | $35242.76     | 0.03%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-A                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A                 | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     10086 | PA      | $10035.89     | 0.01%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-C                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123378 | PA      | $121781.84    | 0.11%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-D                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D                 | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51040 | PA      | $49709.42     | 0.04%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-G                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29843 | PA      | $28963.53     | 0.03%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54635 | PA      | $51705.31     | 0.05%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35236.94     | 0.03%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                             | NEPTUNE BIDCO US INC                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267975.00    | 0.24%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 43 Ltd                        | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                        | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249218.53    | 0.22%             | 2036-07-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2021-NQM1R                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM1R                   | CUSIP: 64828BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38699 | PA      | $35013.41     | 0.03%             | 2055-07-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM4                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                    | CUSIP: 64832FAD8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    495183 | PA      | $498998.01    | 0.44%             | 2065-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                | NEWELL BRANDS INC                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    176000 | PA      | $185900.00    | 0.17%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                              | NEXTERA ENERGY CAPITAL HOLDINGS INC                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75573.75     | 0.07%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp               | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $203750.00    | 0.18%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                        | NIAGARA MOHAWK POWER CORP                                        | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160840.48    | 0.14%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                     | NISOURCE INC                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25651.65     | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NMEF Funding 2024-A LLC                                          | NMEF FUNDING 2024-A LLC                                          | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145527 | PA      | $146431.49    | 0.13%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NMEF Funding 2025-A LLC                                          | NMEF FUNDING 2025-A LLC                                          | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100224.56    | 0.09%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital XIV-B Ltd                                     | NORTHWOODS CAPITAL XIV-B LTD                                     | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |    155228 | PA      | $155460.64    | 0.14%             | 2031-11-13      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                 | NTT FINANCE CORP                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202189.20    | 0.18%             | 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      | $50828.15     | 0.05%             | 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      | $311017.80    | 0.28%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                           | NXP BV / NXP FUNDING LLC / NXP USA INC                           | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     75000 | PA      | $75024.30     | 0.07%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                          | O'REILLY AUTOMOTIVE INC                                          | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251112.00    | 0.22%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                              | OBX 2019-EXP3 TRUST                                              | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85244 | PA      | $77725.65     | 0.07%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                              | OBX 2019-EXP3 TRUST                                              | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22988 | PA      | $23006.33     | 0.02%             | 2059-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| OBX 2019-INV2 Trust                                              | OBX 2019-INV2 TRUST                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33791 | PA      | $31725.84     | 0.03%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                              | OBX 2020-EXP1 TRUST                                              | CUSIP: 67448TBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46355 | PA      | $45528.15     | 0.04%             | 2060-02-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                        | OCCIDENTAL PETROLEUM CORP                                        | CUSIP: 674599CR4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147937.50    | 0.13%             | 2026-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                        | OCCIDENTAL PETROLEUM CORP                                        | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70785.89     | 0.06%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 39 Ltd                               | OCTAGON INVESTMENT PARTNERS 39 LTD                               | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     72379 | PA      | $72400.18     | 0.06%             | 2030-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                              | OCTAGON INVESTMENT PARTNERS XXI LTD                              | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250109.63    | 0.22%             | 2031-02-14      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-1                                  | OCTANE RECEIVABLES TRUST 2022-1                                  | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70168 | PA      | $70180.39     | 0.06%             | 2028-05-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-2                                  | OCTANE RECEIVABLES TRUST 2022-2                                  | CUSIP: 67578XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201809.68    | 0.18%             | 2028-07-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-1                                  | OCTANE RECEIVABLES TRUST 2024-1                                  | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49769 | PA      | $50142.54     | 0.04%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-3                                  | OCTANE RECEIVABLES TRUST 2024-3                                  | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102048.81    | 0.09%             | 2031-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Odeon Finco PLC                                                  | ODEON FINCO PLC                                                  | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207000.00    | 0.18%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: —       |
| OneMain Finance Corp                                             | ONEMAIN FINANCE CORP                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82981.25     | 0.07%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                        | ONEOK INC                                                        | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60736.26     | 0.05%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                        | ONEOK INC                                                        | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115082.57    | 0.10%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                        | ONEOK INC                                                        | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66255.88     | 0.06%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | OVINTIV INC 4/2 CP 0.0000 20250922                               | CUSIP: 69047JWN4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498346.20    | 0.44%             | 2025-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | OWENS CORNING                                                    | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51009.75     | 0.05%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OZLM Funding II Ltd                                              | OZLM FUNDING II LTD                                              | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250604.10    | 0.22%             | 2037-07-30      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                       | PACIFICORP                                                       | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30699.45     | 0.03%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2022-4 Ltd                            | PALMER SQUARE LOAN FUNDING 2022-4 LTD                            | CUSIP: 69702YAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250005.97    | 0.22%             | 2031-07-24      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                      | PAYCHEX INC                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    149000 | PA      | $153207.02    | 0.14%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                            | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                            | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101970.40    | 0.09%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust 2025-P11                          | PENN COMMERCIAL MORTGAGE TRUST 2025-P11                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $315441.77    | 0.28%             | 2042-08-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                    | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                    | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40421.04     | 0.04%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                    | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                    | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105864.78    | 0.09%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                             | PERTAMINA PERSERO PT                                             | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $197298.70    | 0.18%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                             | PNC FINANCIAL SERVICES GROUP INC/THE                             | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120042.36    | 0.11%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| POSCO                                                            | POSCO                                                            | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200951.41    | 0.18%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                           | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                           | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101518.22    | 0.09%             | 2030-10-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                 | PRINCIPAL LIFE GLOBAL FUNDING II                                 | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55419.87     | 0.05%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                                         | PROAMPAC PG BORROWER LLC                                         | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |     45000 | PA      | $44943.75     | 0.04%             | 2028-09-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                   | PROGRESS RESIDENTIAL 2021-SFR3                                   | CUSIP: 74333VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147072 | PA      | $145481.76    | 0.13%             | 2026-05-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                   | PROGRESS RESIDENTIAL 2021-SFR3                                   | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $247143.25    | 0.22%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                   | PROGRESS RESIDENTIAL 2021-SFR3                                   | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $380789.99    | 0.34%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                   | PROGRESS RESIDENTIAL 2021-SFR3                                   | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98810.77     | 0.09%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                             | PROGRESS RESIDENTIAL 2021-SFR8 TRUST                             | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $194528.62    | 0.17%             | 2038-10-17      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | PROGRESS RESIDENTIAL TRUST                                       | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $195976.30    | 0.17%             | 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      | $197574.00    | 0.18%             | 2026-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES8                                    | RCKT MORTGAGE TRUST 2024-CES8                                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89105 | PA      | $89798.58     | 0.08%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2025-CES3                                    | RCKT MORTGAGE TRUST 2025-CES3                                    | CUSIP: 749420AA3<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-MBS          | CORP              | US        |    194190 | PA      | $196181.94    | 0.17%             | 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      | $75353.25     | 0.07%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regatta XIII Funding Ltd                                         | REGATTA XIII FUNDING LTD                                         | CUSIP: 75888FAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250533.92    | 0.22%             | 2031-07-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                            | REPUBLIC SERVICES INC                                            | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20496.06     | 0.02%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                               | RGA GLOBAL FUNDING                                               | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320455.36    | 0.29%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                        | ROGERS COMMUNICATIONS INC                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $305753.70    | 0.27%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romark CLO II Ltd                                                | ROMARK CLO II LTD                                                | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250792.22    | 0.22%             | 2031-07-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                         | RTX CORP                                                         | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    119000 | PA      | $127371.29    | 0.11%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                         | RTX CORP                                                         | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     86000 | PA      | $90944.74     | 0.08%             | 2028-08-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                     | SABEY DATA CENTER ISSUER LLC                                     | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97516.55     | 0.09%             | 2046-06-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                   | SABRE GLBL INC                                                   | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     45988 | PA      | $43573.79     | 0.04%             | 2027-12-17      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                   | SABRE GLBL INC                                                   | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     68893 | PA      | $65276.47     | 0.06%             | 2027-12-17      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                           | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                           | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55873.13     | 0.05%             | 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      | $199371.46    | 0.18%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B            | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B            | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185811 | PA      | $189184.14    | 0.17%             | 2033-12-15      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B            | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B            | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149847 | PA      | $151985.50    | 0.14%             | 2033-12-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A            | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A            | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194329 | PA      | $196351.85    | 0.17%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust 2021-C                 | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-C                 | CUSIP: 80281HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27779 | PA      | $27633.50     | 0.02%             | 2028-06-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                       | SANTANDER HOLDINGS USA INC                                       | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20196.96     | 0.02%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                       | SANTANDER HOLDINGS USA INC                                       | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240584.54    | 0.21%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                          | SASOL FINANCING USA LLC                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257795.38    | 0.23%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                  | SBA TOWER TRUST                                                  | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $241619.20    | 0.22%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                  | SBA TOWER TRUST                                                  | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250461.31    | 0.22%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                  | SBA TOWER TRUST                                                  | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $71388.61     | 0.06%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                  | SBA TOWER TRUST                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118643.67    | 0.11%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2023-1 LLC                                 | SCF EQUIPMENT LEASING 2023-1 LLC                                 | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147698 | PA      | $149749.09    | 0.13%             | 2032-05-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust 2016-1 LLC                                   | SCF EQUIPMENT TRUST 2016-1 LLC                                   | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111262 | PA      | $111555.07    | 0.10%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust 2024-DSNY                          | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                          | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99875.05     | 0.09%             | 2039-05-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                  | SEB FUNDING LLC                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $87230.65     | 0.08%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                          | SECURITIZED TERM AUTO RECEIVABLES TRUST                          | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     36990 | PA      | $37284.20     | 0.03%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                   | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      8936 | PA      | $8992.82      | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                   | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                   | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     31276 | PA      | $31502.91     | 0.03%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                         | SERVICE PROPERTIES TRUST                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98500.00     | 0.09%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                         | SERVICE PROPERTIES TRUST                                         | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    189000 | PA      | $187110.00    | 0.17%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Funding LLC                                        | SERVICEMASTER FUNDING LLC                                        | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234490 | PA      | $220155.95    | 0.20%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                          | SHERWIN-WILLIAMS CO/THE                                          | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40371.36     | 0.04%             | 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      | $204145.60    | 0.18%             | 2027-04-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                  | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                  | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267473 | PA      | $264874.45    | 0.24%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                  | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                  | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10530 | PA      | $10411.39     | 0.01%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                  | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                  | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31591 | PA      | $31225.95     | 0.03%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-2 Receivables Funding LLC                  | SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC                  | CUSIP: 82652RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98896 | PA      | $97458.73     | 0.09%             | 2038-09-20      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2025-2 Receivables Funding LLC                  | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC                  | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93115 | PA      | $93936.62     | 0.08%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                                     | SK HYNIX INC                                                     | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201613.80    | 0.18%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                          | SMB PRIVATE EDUCATION LOAN TRUST 2017-B                          | CUSIP: 83189DAD2<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $146663.87    | 0.13%             | 2041-12-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2020-A                          | SMB PRIVATE EDUCATION LOAN TRUST 2020-A                          | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211015 | PA      | $204108.89    | 0.18%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                          | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                          | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111197 | PA      | $110089.21    | 0.10%             | 2053-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                          | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                          | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62431 | PA      | $60850.44     | 0.05%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2025-A                          | SMB PRIVATE EDUCATION LOAN TRUST 2025-A                          | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97083 | PA      | $99056.97     | 0.09%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | SOCIETE GENERALE SA                                              | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202824.20    | 0.18%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | SOCIETE GENERALE SA                                              | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $303654.00    | 0.27%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | SOCIETE GENERALE SA                                              | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204250.00    | 0.18%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                   | SOLVENTUM CORP                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107115.44    | 0.10%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXII LTD                                         | SOUND POINT CLO XXII LTD                                         | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250291.22    | 0.22%             | 2032-01-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                        | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                        | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80685.76     | 0.07%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                           | STANDARD CHARTERED PLC                                           | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201147.00    | 0.18%             | 2027-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                           | STANDARD CHARTERED PLC                                           | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204322.60    | 0.18%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV                     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                     | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11167 | PA      | $10629.48     | 0.01%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| State Bank of India/London                                       | STATE BANK OF INDIA/LONDON                                       | CUSIP: BN3609334<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $195770.19    | 0.17%             | 2026-07-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                        | STELLANTIS FINANCE US INC                                        | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202155.20    | 0.18%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRIT                                   | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B    | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85284.78     | 0.08%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Stratus Funding CLO 2025-1 Ltd                                   | STRATUS FUNDING CLO 2025-1 LTD                                   | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249528.25    | 0.22%             | 2033-07-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XIX Ltd                                             | SYMPHONY CLO XIX LTD                                             | CUSIP: 87165YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250146.51    | 0.22%             | 2031-04-16      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd                                           | SYMPHONY CLO XXIII LTD                                           | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    225199 | PA      | $225033.36    | 0.20%             | 2034-01-15      | Floating      | 5.22%                 | 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        |   6437636 | NS      | $6437636.50   | 5.73%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                            | T. Rowe Price Government Reserve Fund - Collateral               | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   1455162 | NS      | $1455162.50   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Capital Ltd                                                 | TATA CAPITAL LTD                                                 | CUSIP: YS5587979<br>LEI: 335800TXSHN87ZZ57925 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $204094.31    | 0.18%             | 2028-07-21      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| TAV Havalimanlari Holding AS                                     | TAV HAVALIMANLARI HOLDING AS                                     | CUSIP: ZG3812770<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $209546.15    | 0.19%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                      | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                      | CUSIP: LW9712917<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $198687.32    | 0.18%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    105000 | PA      | $102637.50    | 0.09%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2015-1 CLO Ltd                             | THL CREDIT WIND RIVER 2015-1 CLO LTD                             | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |     16396 | PA      | $16398.55     | 0.01%             | 2030-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                             | THL CREDIT WIND RIVER 2019-3 CLO LTD                             | CUSIP: 97314JAN5<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    145000 | PA      | $145306.63    | 0.13%             | 2031-04-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| TIAA CLO I Ltd                                                   | TIAA CLO I LTD                                                   | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |     94098 | PA      | $94132.99     | 0.08%             | 2031-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| TIAA CLO IV Ltd                                                  | TIAA CLO IV LTD                                                  | CUSIP: 88631YAQ0<br>LEI: 5493000Q4E256SBMCY29 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250561.31    | 0.22%             | 2032-01-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| TPIC SPV I LLC                                                   | TPIC SPV I LLC                                                   | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |    126775 | PA      | $126775.30    | 0.11%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                               | TRANS-ALLEGHENY INTERSTATE LINE CO                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46085.00     | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transocean Aquila Ltd                                            | TRANSOCEAN AQUILA LTD                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    203846 | PA      | $208687.50    | 0.19%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TreeHouse Foods Inc                                              | TREEHOUSE FOODS INC                                              | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166950.00    | 0.15%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR2 Trust                               | TRICON RESIDENTIAL 2024-SFR2 TRUST                               | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99807 | PA      | $100401.20    | 0.09%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo IX Ltd                                              | TRINITAS CLO IX LTD                                              | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |     67623 | PA      | $67673.01     | 0.06%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO VI Ltd                                              | TRINITAS CLO VI LTD                                              | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250317.50    | 0.22%             | 2034-01-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo VII Ltd                                             | TRINITAS CLO VII LTD                                             | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249721.05    | 0.22%             | 2035-01-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                            | TRUIST FINANCIAL CORP                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202242.00    | 0.18%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                | TX TRUST 2024-HOU                                                | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99881.93     | 0.09%             | 2039-06-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                            | UBER TECHNOLOGIES INC                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    138000 | PA      | $137689.36    | 0.12%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                   | UNITED STATES TREASURY INFLATION INDEXED BONDS                   | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1535210 | PA      | $1567113.68   | 1.40%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2870000 | PA      | $2892421.88   | 2.58%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1645000 | PA      | $1653674.81   | 1.47%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1395000 | PA      | $1401920.51   | 1.25%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1115000 | PA      | $1126890.43   | 1.00%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925000 | PA      | $938983.40    | 0.84%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3375000 | PA      | $3375659.17   | 3.01%             | 2027-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1425000 | PA      | $1445595.70   | 1.29%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND                                 | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3035000 | PA      | $3052308.97   | 2.72%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                 | UNITED STATES TREASURY NOTE/BOND - WHEN ISSUED                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1160000 | PA      | $1164893.75   | 1.04%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CBOT 10 YEAR US TREASURY NOTE                                    | US 10YR NOTE (CBT)DEC25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -26 | NC      | $-13239.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                           | US 10YR ULTRA FUT DEC25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -6 | NC      | $-2680.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                 | US 2YR NOTE (CBT) DEC25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       126 | NC      | $32305.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                     | US 5YR NOTE (CBT) DEC25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -57 | NC      | $-15633.39    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                       | US BANCORP                                                       | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30987.48     | 0.03%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                 | US ULTRA BOND CBT DEC25                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -6 | NC      | $3225.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                               | VALERO ENERGY CORP                                               | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61844.28     | 0.06%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                           | VENTURE GLOBAL LNG INC                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196650.00    | 0.18%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Veon Midco BV                                                    | VEON MIDCO BV                                                    | CUSIP: YX4775913<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $186250.00    | 0.17%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2023-1 LLC                                   | VERDANT RECEIVABLES 2023-1 LLC                                   | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57030 | PA      | $58011.34     | 0.05%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2024-1 LLC                                   | VERDANT RECEIVABLES 2024-1 LLC                                   | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79342 | PA      | $80745.68     | 0.07%             | 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      | $175732.90    | 0.16%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                             | VERIZON MASTER TRUST                                             | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $185369.46    | 0.17%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                             | VERIZON MASTER TRUST                                             | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45654.12     | 0.04%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                               | VERIZON MASTER TRUST SERIES 2024-4                               | CUSIP: 92348KCW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30236.49     | 0.03%             | 2029-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                               | VERIZON MASTER TRUST SERIES 2024-4                               | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30235.94     | 0.03%             | 2029-06-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                | VERUS SECURITIZATION TRUST 2021-2                                | CUSIP: 92538FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98675 | PA      | $88903.97     | 0.08%             | 2066-02-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                               | VERUS SECURITIZATION TRUST 2021-R1                               | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9478 | PA      | $9130.37      | 0.01%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                               | VERUS SECURITIZATION TRUST 2021-R2                               | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36885 | PA      | $34408.31     | 0.03%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-8                                | VERUS SECURITIZATION TRUST 2023-8                                | CUSIP: 92540DAB1<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |     67492 | PA      | $68247.30     | 0.06%             | 2068-12-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-3                                | VERUS SECURITIZATION TRUST 2025-3                                | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    104786 | PA      | $105836.56    | 0.09%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                         | VISTRA OPERATIONS CO LLC                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40320.96     | 0.04%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vivo Energy Investments BV                                       | VIVO ENERGY INVESTMENTS BV                                       | CUSIP: ZO5275573<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199116.12    | 0.18%             | 2027-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201353.60    | 0.18%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203272.80    | 0.18%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2018-3 Ltd                                              | VOYA CLO 2018-3 LTD                                              | CUSIP: 92917KAU8<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250400.46    | 0.22%             | 2031-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO 2021-1 Ltd                                         | WELLFLEET CLO 2021-1 LTD                                         | CUSIP: 94950CAQ9<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250437.32    | 0.22%             | 2034-04-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                 | WELLS FARGO & CO                                                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120942.72    | 0.11%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                 | WELLS FARGO & CO                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    395000 | PA      | $402455.23    | 0.36%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                             | WESTERN UNION CO/THE                                             | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    304000 | PA      | $298604.00    | 0.27%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                 | WHEELS FLEET LEASE FUNDING 1 LLC                                 | CUSIP: 96328GCM7<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301974.33    | 0.27%             | 2040-05-18      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                 | WHEELS FLEET LEASE FUNDING 1 LLC                                 | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     74407 | PA      | $75260.48     | 0.07%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                 | WHEELS FLEET LEASE FUNDING 1 LLC                                 | CUSIP: 96328GCN5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301909.56    | 0.27%             | 2040-05-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                             | WILLIAMS COS INC/THE                                             | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205929.00    | 0.18%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                             | WILLIAMS COS INC/THE                                             | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150473.70    | 0.13%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR GRACE HOLDINGS LLC                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131010.00    | 0.12%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                        | XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203750.00    | 0.18%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2025-10-02

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President